OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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MbpBook.h File Reference

Go to the source code of this file.

Classes

class  MbpBook< EntryType, DepthType >
class  MbpBookFactory< PriceLevelType, DepthType >

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::MDH

Functions

template<typename Depth>
void throwMbpBookRedepthFailure (Depth newDepth, Depth maxDepth)
template<class TargetPriceLevel, class SourcePriceLevel, class Depth>
MbpBook< TargetPriceLevel, Depth > & copy (MbpBook< TargetPriceLevel, Depth > &target, const MbpBook< SourcePriceLevel, Depth > &source, Depth maxDepth=static_cast< Depth >(-1))