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
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)