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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 | |
| namespace | OnixS |
| namespace | OnixS::CME |
| namespace | 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 &, Int64, Int64) |
| 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) |
