ConsolidatedBook.h File Reference

#include <OnixS/CME/MDH/DirectBook.h>
#include <OnixS/CME/MDH/ImpliedBook.h>
#include <OnixS/CME/MDH/ConsolidatedPriceLevel.h>

Go to the source code of this file.

Namespaces
	OnixS
	OnixS::CME
	OnixS::CME::MDH

Typedefs
typedef MbpBook< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBook
typedef MbpBookFactory< ConsolidatedPriceLevel, MbpBookDepth >	ConsolidatedBookFactory

Functions
void	brief (std::string &, const ConsolidatedBook &)
std::string	brief (const ConsolidatedBook &book)
void	toStr (std::string &, const ConsolidatedBook &)
std::string	toStr (const ConsolidatedBook &book)
void	toFormattedStr (std::string &, const ConsolidatedBook &)
std::string	toFormattedStr (const ConsolidatedBook &book)
void	consolidate (ConsolidatedBook &, const DirectBook &, const ImpliedBook &)