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Classes | |
class | BboThreshold |
class | DirectBboTracking |
class | BaseBookManagement< BboTracking > |
class | FixedDepthBookManagement< BboTracking, Depth > |
struct | BookUpdateNotification |
class | BookManagement |
Namespaces | |
namespace | OnixS |
namespace | OnixS::CME |
namespace | OnixS::CME::ConflatedUDP |
Typedefs | |
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth > | DirectBookManagement |
Functions | |
void | throwBadBboThreshold () |
ONIXS_CONFLATEDUDP_EXPORTED bool | thresholdExceeded (const Decimal &, const Decimal &, const Decimal &) |
ONIXS_CONFLATEDUDP_EXPORTED bool | thresholdExceeded (const Decimal &, Int64, Int64) |
ONIXS_CONFLATEDUDP_EXPORTED void | toStr (std::string &, const DirectBboTracking &) |
std::string | toStr (const DirectBboTracking &tracking) |
ONIXS_CONFLATEDUDP_EXPORTED void | toStr (std::string &, BookUpdateNotification::Enum) |
std::string | toStr (BookUpdateNotification::Enum strategy) |
ONIXS_CONFLATEDUDP_EXPORTED void | toStr (std::string &, const BookManagement &) |
std::string | toStr (const BookManagement &settings) |