MbpBook.h File Reference

#include <cassert>
#include <memory>
#include <string>
#include <stdexcept>
#include <OnixS/CME/ConflatedUDP/Memory.h>
#include <OnixS/CME/ConflatedUDP/VectorOverArray.h>
#include <OnixS/CME/ConflatedUDP/BookAttributes.h>

Go to the source code of this file.

Classes
class	MbpBook< EntryType, DepthType >
class	MbpBookFactory< PriceLevelType, DepthType >

Namespaces
	OnixS
	OnixS::CME
	OnixS::CME::ConflatedUDP

Functions
template<typename Depth >
void	throwMbpBookRedepthFailure (Depth newDepth, Depth maxDepth)
template<class TargetPriceLevel , class SourcePriceLevel , class Depth >
void	copy (MbpBook< TargetPriceLevel, Depth > &target, const MbpBook< SourcePriceLevel, Depth > &source, Depth maxDepth=static_cast< Depth >(-1))