OnixS C++ CME MDP Conflated UDP Handler 1.1.2
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DirectBook.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
26
28
30typedef
31MbpBook
32<
33 DirectPriceLevel,
35>
37
39typedef
41<
44>
46
48ONIXS_CONFLATEDUDP_EXPORTED
49void
51 std::string&,
52 const DirectBook&);
53
55inline
56std::string
58 const DirectBook& book)
59{
60 std::string str;
61
62 brief(str, book);
63
64 return str;
65}
66
68ONIXS_CONFLATEDUDP_EXPORTED
69void
71 std::string&,
72 const DirectBook&);
73
75inline
76std::string
78 const DirectBook& book)
79{
80 std::string str;
81
82 toStr(str, book);
83
84 return str;
85}
86
88ONIXS_CONFLATEDUDP_EXPORTED
89void
91 std::string&,
92 const DirectBook&);
93
95inline
96std::string
98 const DirectBook& book)
99{
100 std::string str;
101
102 toFormattedStr(str, book);
103
104 return str;
105}
106
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition Bootstrap.h:157
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition Bootstrap.h:153
Encapsulates price level concept.
Serves as a factory for book of given type.
Definition MbpBook.h:330
ONIXS_CONFLATEDUDP_EXPORTED void toFormattedStr(std::string &, const DirectBook &)
Serializes book in formatted form.
UInt8 MbpBookDepth
Market by price order book depth type.
ONIXS_CONFLATEDUDP_EXPORTED void brief(std::string &, const DirectBook &)
Book brief info.
ONIXS_CONFLATEDUDP_EXPORTED void toStr(std::string &, BookState::Enum)
Serializes book state value into a string.
MbpBook< DirectPriceLevel, MbpBookDepth > DirectBook
Multi-depth (direct) order book.
Definition DirectBook.h:36
MbpBookFactory< DirectPriceLevel, MbpBookDepth > DirectBookFactory
Factory for direct order books.
Definition DirectBook.h:45