ImpliedBook.h

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#pragma once

#include <OnixS/CME/MDH/MbpBook.h>
#include <OnixS/CME/MDH/MbpBookTraits.h>
#include <OnixS/CME/MDH/DirectPriceLevel.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Defines implied book.
typedef MbpBook<ImpliedPriceLevel, MbpBookDepth> ImpliedBook;

/// Factory for implied order books.
typedef MbpBookFactory<ImpliedPriceLevel, MbpBookDepth> ImpliedBookFactory;

/// Book brief info.
ONIXS_CMEMDH_EXPORTED
void brief(std::string&, const ImpliedBook&);

/// Book brief info.
inline std::string brief(const ImpliedBook& book)
{
    std::string str;

    brief(str, book);

    return str;
}

/// Serializes book.
ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const ImpliedBook&);

/// Serializes book.
inline std::string toStr(const ImpliedBook& book)
{
    std::string str;

    toStr(str, book);

    return str;
}

/// Serializes book in formatted form.
ONIXS_CMEMDH_EXPORTED
void toFormattedStr(std::string&, const ImpliedBook&);

/// Serializes book in formatted form.
inline std::string toFormattedStr(const ImpliedBook& book)
{
    std::string str;

    toFormattedStr(str, book);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END