OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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DirectBboTracking Class Reference

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

Public Member Functions

 DirectBboTracking (const SettingGroup *group=nullptr)
 DirectBboTracking (const DirectBboTracking &other)
 ~DirectBboTracking ()
const BboThreshold & numberOfOrders () const
BboThreshold & numberOfOrders ()
bool enabled () const
bool exceeded (const DirectPriceLevel &previous, const DirectPriceLevel &current) const
DirectBboTracking & operator= (const DirectBboTracking &other)
Public Member Functions inherited from ImpliedBboTracking
 ImpliedBboTracking (const SettingGroup *group=nullptr)
 ImpliedBboTracking (const ImpliedBboTracking &other)
 ~ImpliedBboTracking ()
const BboThreshold & price () const
BboThreshold & price ()
const BboThreshold & quantity () const
BboThreshold & quantity ()
bool enabled () const
bool exceeded (const ImpliedPriceLevel &previous, const ImpliedPriceLevel &current) const
ImpliedBboTracking & operator= (const ImpliedBboTracking &other)

Protected Member Functions

void assignNoControl (const DirectBboTracking &other)
Protected Member Functions inherited from ImpliedBboTracking
const SettingGroup & group () const
void assignNoControl (const ImpliedBboTracking &other)

Friends

template<class>
class BaseBookManagement

Detailed Description

Definition at line 380 of file BookManagement.h.

Constructor & Destructor Documentation

◆ DirectBboTracking() [1/2]

DirectBboTracking ( const SettingGroup * group = nullptr)
inline

Initializes tracking with the optional grouping services enabled.

Definition at line 385 of file BookManagement.h.

◆ DirectBboTracking() [2/2]

DirectBboTracking ( const DirectBboTracking & other)
inline

Initializes the instance as a copy of the other one.

Attributes controlling value assignment aren't cloned and thus only settings are copied.

Definition at line 397 of file BookManagement.h.

◆ ~DirectBboTracking()

~DirectBboTracking ( )
inline

Finalizes the instance.

Definition at line 404 of file BookManagement.h.

Member Function Documentation

◆ assignNoControl()

void assignNoControl ( const DirectBboTracking & other)
inlineprotected

Re-initializes as a copy of the other instance without involving value assignment control services.

Definition at line 455 of file BookManagement.h.

◆ enabled()

bool enabled ( ) const
inline

Indicates whether tracking enabled at all.

Definition at line 419 of file BookManagement.h.

◆ exceeded()

bool exceeded ( const DirectPriceLevel & previous,
const DirectPriceLevel & current ) const
inline

Checks whether any of thresholds is exceeded.

Definition at line 425 of file BookManagement.h.

◆ numberOfOrders() [1/2]

BboThreshold & numberOfOrders ( )
inline

Tracking for order quantity.

Definition at line 413 of file BookManagement.h.

◆ numberOfOrders() [2/2]

const BboThreshold & numberOfOrders ( ) const
inline

Tracking for order quantity.

Definition at line 407 of file BookManagement.h.

◆ operator=()

DirectBboTracking & operator= ( const DirectBboTracking & other)
inline

Re-initializes instance as a copy of the other one.

Attributes controlling value assignment aren't cloned and thus only settings are copied.

Definition at line 440 of file BookManagement.h.

◆ BaseBookManagement

template<class>
friend class BaseBookManagement
friend

Lets grouping and value assignment control functioning.

Definition at line 451 of file BookManagement.h.