OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
BookManagement.h File Reference

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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

 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)