ImpliedBook.h

Go to the documentation of this file.

// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is 
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable 
// OnixS Software Services Agreement (the Agreement) and Customer end user license 
// agreements granting a non-assignable, non-transferable and non-exclusive license 
// to use the software for it's own data processing purposes under the terms defined 
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or 
// reproduction of any part of this source code or associated reference material 
// to any other location for further reproduction or redistribution, and any 
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in 
// accordance with the terms of the Agreement is a violation of copyright law.
//

#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