OnixS C++ CME MDP Premium Market Data Handler 5.11.1
Users' manual and API documentation
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DirectBook.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
26
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36
39
44void brief(std::string& str, const DirectBook& book);
45
49inline ONIXS_CMEMDH_NODISCARD std::string brief(const DirectBook& book)
50{
51 std::string str;
52
53 brief(str, book);
54
55 return str;
56}
57
62void toStr(std::string& str, const DirectBook& book);
63
67inline ONIXS_CMEMDH_NODISCARD std::string toStr(const DirectBook& book)
68{
69 std::string str;
70
71 toStr(str, book);
72
73 return str;
74}
75
80void toFormattedStr(std::string& str, const DirectBook& book);
81
85inline ONIXS_CMEMDH_NODISCARD std::string toFormattedStr(const DirectBook& book)
86{
87 std::string str;
88
89 toFormattedStr(str, book);
90
91 return str;
92}
93
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:69
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:73
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:163
#define ONIXS_CMEMDH_NODISCARD
Definition Compiler.h:165
Serves as a factory for book of given type.
Definition MbpBook.h:249
void toFormattedStr(std::string &str, const ConsolidatedBook &book)
Appends a human-readable formatted serialization of a consolidated book to a string.
void brief(std::string &str, const ConsolidatedBook &book)
Appends a compact summary of a consolidated book to a string.
MbpBook< DirectPriceLevel, MbpBookDepth > DirectBook
Multi-depth order book containing direct price levels.
Definition DirectBook.h:35
MbpBookFactory< DirectPriceLevel, MbpBookDepth > DirectBookFactory
Allocates and constructs direct books with contiguous level storage.
Definition DirectBook.h:38
void toStr(std::string &str, BookState::Enum bookState)
Appends a string representation of a book state.