OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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MbpBookFactory< PriceLevelType, DepthType > Class Template Reference

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

◆ Book

template<class PriceLevelType, class DepthType>
typedef MbpBook< PriceLevelType, DepthType > Book

Type of book constructed by given factory.

Definition at line 339 of file MbpBook.h.

◆ Depth

template<class PriceLevelType, class DepthType>
typedef Book::Depth Depth

Book depth type.

Definition at line 349 of file MbpBook.h.

◆ Entry

template<class PriceLevelType, class DepthType>
typedef Book::Entry Entry

Book entry type.

Definition at line 344 of file MbpBook.h.

Member Function Documentation

◆ calcSize()

template<class PriceLevelType, class DepthType>
size_t calcSize ( Depth maxDepth)
inlinestatic

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

Definition at line 355 of file MbpBook.h.

◆ construct()

template<class PriceLevelType, class DepthType>
Book * construct ( Depth maxDepth)
inlinestatic

Constructs book instance of given capacity.

Book depth can be changed in bounds of specified capacity.

Definition at line 371 of file MbpBook.h.

◆ destruct()

template<class PriceLevelType, class DepthType>
void destruct ( Book * book)
inlinestatic

Destructs previously constructed book.

Definition at line 388 of file MbpBook.h.

◆ inplaceConstruct()

template<class PriceLevelType, class DepthType>
Book * inplaceConstruct ( Depth maxDepth,
void * block )
inlinestatic

Constructs book on a given memory block.

Definition at line 402 of file MbpBook.h.