OnixS C++ CME MDP Premium Market Data Handler  5.8.7
API Documentation
BookManagement.h File Reference

Go to the source code of this file.


class  BboThreshold
class  MboBboTracking
class  ImpliedBboTracking
class  DirectBboTracking
class  BaseBookManagement< BboTracking >
class  FixedDepthBookManagement< BboTracking, Depth >
class  AnyDepthBookManagement< BboTracking, Depth >
struct  BookUpdateNotification
class  BookManagement




typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > MboBookManagement
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth > DirectBookManagement
typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth > ImpliedBookManagement
typedef BaseBookManagement< ImpliedBboTracking > ConsolidatedBookManagement


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)