ConsolidatedBook.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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// protected by copyright law and international copyright treaties.
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// OnixS Software Services Agreement (the Agreement) and Customer end user license
// agreements granting a non-assignable, non-transferable and non-exclusive license
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// in the Agreement.
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// Except as otherwise granted within the terms of the Agreement, copying or
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// amendments to this copyright notice, are expressly prohibited.
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#pragma once
 
#include <OnixS/CME/MDH/DirectBook.h>
#include <OnixS/CME/MDH/ImpliedBook.h>
 
#include <OnixS/CME/MDH/ConsolidatedPriceLevel.h>
 
ONIXS_CMEMDH_NAMESPACE_BEGIN

typedef MbpBook<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBook;

typedef MbpBookFactory<ConsolidatedPriceLevel, MbpBookDepth> ConsolidatedBookFactory;

ONIXS_CMEMDH_EXPORTED
void brief(std::string&, const ConsolidatedBook&);

inline std::string brief(const ConsolidatedBook& book)
{
    std::string str;
 
    brief(str, book);
 
    return str;
}

ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const ConsolidatedBook&);

inline std::string toStr(const ConsolidatedBook& book)
{
    std::string str;
 
    toStr(str, book);
 
    return str;
}

ONIXS_CMEMDH_EXPORTED
void toFormattedStr(std::string&, const ConsolidatedBook&);

inline std::string toFormattedStr(const ConsolidatedBook& book)
{
    std::string str;
 
    toFormattedStr(str, book);
 
    return str;
}
 
//

ONIXS_CMEMDH_EXPORTED
void consolidate(ConsolidatedBook&, const DirectBook&, const ImpliedBook&);
 
ONIXS_CMEMDH_NAMESPACE_END