OnixS C++ CME Market Data Handler  5.4.0
API documentation
ImpliedBook.h
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20 
21 #pragma once
22 
23 #include <OnixS/CME/MDH/MbpBook.h>
26 
28 
29 /// Defines implied book.
30 typedef
31 MbpBook
32 <
33  ImpliedPriceLevel,
35 >
37 
38 /// Factory for implied order books.
39 typedef
41 <
44 >
46 
47 /// Book brief info.
48 ONIXS_CMEMDH_EXPORTED
49 void
50 brief(
51  std::string&,
52  const ImpliedBook&);
53 
54 /// Book brief info.
55 inline
56 std::string
58  const ImpliedBook& book)
59 {
60  std::string str;
61 
62  brief(str, book);
63 
64  return str;
65 }
66 
67 /// Serializes book.
68 ONIXS_CMEMDH_EXPORTED
69 void
70 toStr(
71  std::string&,
72  const ImpliedBook&);
73 
74 /// Serializes book.
75 inline
76 std::string
78  const ImpliedBook& book)
79 {
80  std::string str;
81 
82  toStr(str, book);
83 
84  return str;
85 }
86 
87 /// Serializes book in formatted form.
88 ONIXS_CMEMDH_EXPORTED
89 void
91  std::string&,
92  const ImpliedBook&);
93 
94 /// Serializes book in formatted form.
95 inline
96 std::string
98  const ImpliedBook& book)
99 {
100  std::string str;
101 
102  toFormattedStr(str, book);
103 
104  return str;
105 }
106 
std::string brief(const ImpliedBook &book)
Book brief info.
Definition: ImpliedBook.h:57
Encapsulates price level concept.
UInt8 MbpBookDepth
Market by price order book depth type.
Definition: MbpBookTraits.h:28
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:152
MbpBookFactory< ImpliedPriceLevel, MbpBookDepth > ImpliedBookFactory
Factory for implied order books.
Definition: ImpliedBook.h:45
MbpBook< ImpliedPriceLevel, MbpBookDepth > ImpliedBook
Defines implied book.
Definition: ImpliedBook.h:36
std::string toFormattedStr(const ImpliedBook &book)
Serializes book in formatted form.
Definition: ImpliedBook.h:97
std::string toStr(const ImpliedBook &book)
Serializes book.
Definition: ImpliedBook.h:77
Serves as a factory for book of given type.
Definition: MbpBook.h:332
#define ONIXS_CMEMDH_NAMESPACE_END
Definition: Bootstrap.h:156