OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
DirectBook.h
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20 
21 #pragma once
22 
26 
28 
29 /// Multi-depth (direct) order book.
30 typedef
31 MbpBook
32 <
33  DirectPriceLevel,
35 >
37 
38 /// Factory for direct order books.
39 typedef
41 <
44 >
46 
47 /// Book brief info.
48 ONIXS_CONFLATEDUDP_EXPORTED
49 void
50 brief(
51  std::string&,
52  const DirectBook&);
53 
54 /// Book brief info.
55 inline
56 std::string
58  const DirectBook& book)
59 {
60  std::string str;
61 
62  brief(str, book);
63 
64  return str;
65 }
66 
67 /// Serializes book.
68 ONIXS_CONFLATEDUDP_EXPORTED
69 void
70 toStr(
71  std::string&,
72  const DirectBook&);
73 
74 /// Serializes book.
75 inline
76 std::string
78  const DirectBook& book)
79 {
80  std::string str;
81 
82  toStr(str, book);
83 
84  return str;
85 }
86 
87 /// Serializes book in formatted form.
88 ONIXS_CONFLATEDUDP_EXPORTED
89 void
91  std::string&,
92  const DirectBook&);
93 
94 /// Serializes book in formatted form.
95 inline
96 std::string
98  const DirectBook& book)
99 {
100  std::string str;
101 
102  toFormattedStr(str, book);
103 
104  return str;
105 }
106 
std::string toStr(const DirectBook &book)
Serializes book.
Definition: DirectBook.h:77
UInt8 MbpBookDepth
Market by price order book depth type.
Definition: MbpBookTraits.h:28
std::string toFormattedStr(const DirectBook &book)
Serializes book in formatted form.
Definition: DirectBook.h:97
MbpBook< DirectPriceLevel, MbpBookDepth > DirectBook
Multi-depth (direct) order book.
Definition: DirectBook.h:36
Encapsulates price level concept.
MbpBookFactory< DirectPriceLevel, MbpBookDepth > DirectBookFactory
Factory for direct order books.
Definition: DirectBook.h:45
Serves as a factory for book of given type.
Definition: MbpBook.h:328
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition: Bootstrap.h:157
std::string brief(const DirectBook &book)
Book brief info.
Definition: DirectBook.h:57
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition: Bootstrap.h:153