#include <string>
#include <OnixS/CME/MDH/Decimal.h>
#include <OnixS/CME/MDH/DirectPriceLevel.h>
#include <OnixS/CME/MDH/MboBookTraits.h>
#include <OnixS/CME/MDH/MbpBookTraits.h>
#include <OnixS/CME/MDH/SettingGroup.h>
Go to the source code of this file.
Classes | |
class | BboThreshold |
class | MboBboTracking |
class | ImpliedBboTracking |
class | DirectBboTracking |
class | BaseBookManagement< BboTracking > |
class | FixedDepthBookManagement< BboTracking, Depth > |
class | AnyDepthBookManagement< BboTracking, Depth > |
struct | BookUpdateNotification |
class | BookManagement |
Namespaces | |
OnixS | |
OnixS::CME | |
OnixS::CME::MDH | |
Typedefs | |
typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > | MboBookManagement |
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth > | DirectBookManagement |
typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth > | ImpliedBookManagement |
typedef BaseBookManagement< ImpliedBboTracking > | ConsolidatedBookManagement |
Functions | |
void | throwBadBboThreshold () |
bool | thresholdExceeded (const Decimal &, const Decimal &, const Decimal &) |
bool | thresholdExceeded (const Decimal &, Int32, Int32) |
void | toStr (std::string &, const MboBboTracking &) |
std::string | toStr (const MboBboTracking &tracking) |
void | toStr (std::string &, const ImpliedBboTracking &) |
std::string | toStr (const ImpliedBboTracking &tracking) |
void | toStr (std::string &, const DirectBboTracking &) |
std::string | toStr (const DirectBboTracking &tracking) |
void | toStr (std::string &, BookUpdateNotification::Enum) |
std::string | toStr (BookUpdateNotification::Enum strategy) |
void | toStr (std::string &, const BookManagement &) |
std::string | toStr (const BookManagement &settings) |