BboThreshold Class Reference

#include <OnixS/CME/MDH/BookManagement.h>

Public Member Functions
	BboThreshold (const SettingGroup *group=nullptr)
	BboThreshold (const BboThreshold &other)
	~BboThreshold ()=default
bool	enabled () const noexcept
BboThreshold &	enabled (bool value)
const Messaging::Decimal &	threshold () const noexcept
BboThreshold &	threshold (const Messaging::Decimal &value)
BboThreshold &	operator= (const BboThreshold &other)

Protected Member Functions
const SettingGroup &	group () const
void	assignNoControl (const BboThreshold &other)

Friends
class	MboBboTracking
class	ImpliedBboTracking
class	DirectBboTracking

Detailed Description

A threshold is inactive until enabled explicitly. When active, it is used by the corresponding BBO tracking object to decide whether a change in price, quantity, or number of orders is large enough to raise a BBO-specific update.

Definition at line 46 of file BookManagement.h.

Constructor & Destructor Documentation

BboThreshold() [1/2]

BboThreshold ( const SettingGroup * group = nullptr )

inline

Initializes disabled tracking for a BBO attribute.

Parameters

group

Optional settings group used to validate and control assignments. When null, the setting is not associated with a group.

Definition at line 53 of file BookManagement.h.

BboThreshold() [2/2]

BboThreshold ( const BboThreshold & other )

inline

Copies threshold settings from another instance.

Parameters

other

Source settings.

Note

Assignment-control state is not copied; only setting values are copied.

Definition at line 65 of file BookManagement.h.

~BboThreshold()

~BboThreshold ( )

default

Finalizes the threshold settings.

Member Function Documentation

assignNoControl()

void assignNoControl ( const BboThreshold & other )

inlineprotected

Re-initializes the instance as a copy of the other one and bypassing assignment control.

Definition at line 163 of file BookManagement.h.

enabled() [1/2]

bool enabled ( ) const

inlinenoexcept

Indicates whether this threshold is active.

Returns

True when changes in the tracked attribute are tested against this threshold.

Definition at line 80 of file BookManagement.h.

enabled() [2/2]

BboThreshold & enabled ( bool value )

inline

Enables or disables this threshold.

Parameters

value

True to test the tracked attribute against this threshold.

Returns

Reference to this object.

Exceptions

`std::runtime_error`

If the setting belongs to a handler that is processing market data or being configured from another source.

Definition at line 91 of file BookManagement.h.

group()

const SettingGroup & group ( ) const

inlineprotected

Instance of a group which the given set of settings belongs to.

Definition at line 156 of file BookManagement.h.

operator=()

BboThreshold & operator= ( const BboThreshold & other )

inline

Copies threshold settings from another instance.

Parameters

other

Source settings.

Returns

Reference to this object.

Note

Assignment-control state is not copied; only setting values are copied.

Exceptions

std::runtime_error

If the setting belongs to a handler that is processing market data or being configured from another source.

Definition at line 136 of file BookManagement.h.

threshold() [1/2]

const Messaging::Decimal & threshold ( ) const

inlinenoexcept

Returns the relative threshold for the tracked attribute.

Returns

Configured threshold value.

Definition at line 102 of file BookManagement.h.

threshold() [2/2]

BboThreshold & threshold ( const Messaging::Decimal & value )

inline

Updates the relative threshold for the tracked attribute.

Parameters

value

New non-negative threshold value.

Returns

Reference to this object.

Exceptions

std::runtime_error	If value is negative.
std::runtime_error	If the setting belongs to a handler that is processing market data or being configured from another source.

Definition at line 114 of file BookManagement.h.

Friends And Related Symbol Documentation

DirectBboTracking

friend class DirectBboTracking

friend

Lets grouping and value assignment control functioning.

Definition at line 151 of file BookManagement.h.

ImpliedBboTracking

friend class ImpliedBboTracking

friend

Lets grouping and value assignment control functioning.

Definition at line 148 of file BookManagement.h.

MboBboTracking

friend class MboBboTracking

friend

Lets grouping and value assignment control functioning.

Definition at line 145 of file BookManagement.h.