OnixS C++ CME Market Data Handler  5.4.0
API documentation
MbpBook.h File Reference
#include <cassert>
#include <memory>
#include <string>
#include <stdexcept>
#include <OnixS/CME/MDH/Memory.h>
#include <OnixS/CME/MDH/VectorOverArray.h>
#include <OnixS/CME/MDH/BookAttributes.h>

Go to the source code of this file.

Classes

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

Namespaces

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

Functions

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