OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
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

 OnixS
 
 OnixS::CME
 
 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)