OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
MbpBookFactory< PriceLevelType, DepthType > Class Template Reference

#include <OnixS/CME/ConflatedUDP/MbpBook.h>

Public Types

typedef MbpBook< PriceLevelType, DepthType > Book
typedef Book::Entry Entry
typedef Book::Depth Depth

Static Public Member Functions

static size_t calcSize (Depth maxDepth)
static Bookconstruct (Depth maxDepth)
static void destruct (Book *book)
static BookinplaceConstruct (Depth maxDepth, void *block)

Detailed Description

template<class PriceLevelType, class DepthType>
class OnixS::CME::ConflatedUDP::MbpBookFactory< PriceLevelType, DepthType >

Definition at line 328 of file MbpBook.h.

Member Typedef Documentation

typedef MbpBook< PriceLevelType, DepthType > Book

Type of book constructed by given factory.

Definition at line 339 of file MbpBook.h.

typedef Book::Depth Depth

Book depth type.

Definition at line 349 of file MbpBook.h.

typedef Book::Entry Entry

Book entry type.

Definition at line 344 of file MbpBook.h.

Member Function Documentation

static size_t calcSize ( Depth  maxDepth)

Calculates size of memory required to keep in memory book of given depth.

Definition at line 355 of file MbpBook.h.

static Book* construct ( Depth  maxDepth)

Constructs book instance of given capacity.

Book depth can be changed in bounds of specified capacity.

Definition at line 371 of file MbpBook.h.

static void destruct ( Book book)

Destructs previously constructed book.

Definition at line 388 of file MbpBook.h.

static Book* inplaceConstruct ( Depth  maxDepth,
void *  block 

Constructs book on a given memory block.

Definition at line 402 of file MbpBook.h.

The documentation for this class was generated from the following file: