OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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BookManagement.h File Reference

Go to the source code of this file.

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, MbpBookDepthDirectBookManagement

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)