41 throw std::runtime_error
43 "Threshold for tracking best bids " 44 "or offers can't be a negative value. " 95 threshold_ = other.threshold_;
96 enabled_ = other.enabled_;
107 , threshold_(), enabled_(false)
148 "BBO Threshold Enable",
199 "BBO Threshold Settings",
200 &BboThreshold::assignNoControl,
211 ONIXS_CMEMDH_EXPORTED
220 ONIXS_CMEMDH_EXPORTED
245 return price_.
group();
274 : price_(other.price_)
309 const Order& previous,
310 const Order& current)
const 334 "MBO BBO Tracking Settings",
335 &MboBboTracking::assignNoControl,
345 ONIXS_CMEMDH_EXPORTED
359 toStr(str, tracking);
383 return price_.
group();
401 : price_(group), quantity_(group)
413 : price_(other.price_)
414 , quantity_(other.quantity_)
498 "Implied BBO Tracking Settings",
499 &ImpliedBboTracking::assignNoControl,
509 ONIXS_CMEMDH_EXPORTED
523 toStr(str, tracking);
550 assignNoControl(other);
554 other.numberOfOrders_);
563 , numberOfOrders_(group)
580 other.numberOfOrders_)
592 numberOfOrders()
const 594 return numberOfOrders_;
601 return numberOfOrders_;
609 ImpliedBboTracking::enabled()
656 "Direct BBO Tracking Settings",
657 &DirectBboTracking::assignNoControl,
667 ONIXS_CMEMDH_EXPORTED
681 toStr(str, tracking);
699 BboTracking bboTracking_;
716 return bboTracking_.group();
738 : maintain_(false), bboTracking_(group)
750 : maintain_(other.maintain_)
751 , bboTracking_(other.bboTracking_)
801 BboTracking& bboTracking()
820 "Base Book Management Settings",
821 &BaseBookManagement::assignNoControl,
869 Base::assignNoControl(other);
880 Depth defaultDepth = 0)
916 return defaultDepth_;
953 "Fixed Depth Book Management Settings",
954 &FixedDepthBookManagement::assignNoControl,
1002 Base::assignNoControl(other);
1045 "Any Depth Book Management Settings",
1046 &AnyDepthBookManagement::assignNoControl,
1084 ONIXS_CMEMDH_EXPORTED
1098 toStr(str, strategy);
1110 SortedOrders::size_type
1185 other.directBooks_);
1189 other.impliedBooks_);
1193 other.consolidatedBooks_);
1195 updateNotification_ =
1196 other.updateNotification_;
1205 , mboBooks_(&group())
1206 , directBooks_(&group(), 10)
1207 , impliedBooks_(&group(), 2)
1208 , updateNotification_(
1228 other.impliedBooks_)
1229 , consolidatedBooks_(
1230 other.consolidatedBooks_)
1231 , updateNotification_(
1232 other.updateNotification_)
1261 return directBooks_;
1268 return directBooks_;
1274 impliedBooks()
const 1276 return impliedBooks_;
1283 return impliedBooks_;
1289 consolidatedBooks()
const 1291 return consolidatedBooks_;
1298 return consolidatedBooks_;
1305 updateNotification()
const 1307 return updateNotification_;
1318 "Update Notification",
1319 updateNotification_,
1337 "Book Management Settings",
1338 &BookManagement::assignNoControl,
1348 ONIXS_CMEMDH_EXPORTED
1362 toStr(str, settings);
AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > MboBookManagement
Management and tracking parameters for MBO books.
Encapsulates price level concept.
#define ONIXS_CMEMDH_LTWT_CLASS
void assignNoControl(const BboThreshold &other)
Handler's configuration settings.
Int32 quantity() const
Quantify for the given price.
Defines tracking for BBO in direct books.
const Decimal & threshold() const
Threshold for the parameter being tracked.
Defines tracking for BBO in MBO books.
const SettingGroup & group() const
Order as the member of the Market By Order (MBO) book.
std::string toStr(const BookManagement &settings)
Serializes book management settings into string.
Int32 & numberOfOrders()
Updates total number of orders.
const Decimal & price() const
Order price.
Mantissa mantissa() const
Returns mantissa of given decimal.
bool value(Number &number, const MultiContainer &container, Tag tag)
Defines tracking for BBO in implied books.
Encapsulates price level concept.
Defines tracking attributes for a particular BBO parameter.
#define ONIXS_CMEMDH_LTWT_STRUCT
Defines book update notification strategies.
UInt8 MbpBookDepth
Market by price order book depth type.
const Decimal & price() const
A real number with floating exponent.
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth > ImpliedBookManagement
Management and tracking parameters for implied books.
Base services for settings grouped by a certain criteria.
bool enabled() const
Indicates whether tracking is enabled.
FixedDepthBookManagement< DirectBboTracking, MbpBookDepth > DirectBookManagement
Management and tracking parameters for direct books.
#define ONIXS_CMEMDH_LTWT_CLASS_DECL(name)
BaseBookManagement< ImpliedBboTracking > ConsolidatedBookManagement
Management and tracking parameters for consolidated books.
void throwBadBboThreshold()
Raises exception on invalid best bid/offer threshold value.
Parameters affecting book management machinery.
ONIXS_CMEMDH_EXPORTED bool thresholdExceeded(const Decimal &, Int32, Int32)
UInt32 Base
Integral type used as basement for constants.
#define ONIXS_CMEMDH_NAMESPACE_END