MboBook Class Reference

Public Types
typedef Order	Entry
typedef SortedOrders::size_type	Depth
typedef SortedOrders	Entries
typedef Entries::const_iterator	EntryIterator

Public Member Functions
	MboBook ()
	MboBook (MemoryPool &pool)
	MboBook (const MboBook &other)
	~MboBook ()
Entries &	bids ()
Entries &	operator[] (const Bids &)
const Entries &	bids () const
const Entries &	operator[] (const Bids &) const
Entries &	offers ()
Entries &	operator[] (const Offers &)
const Entries &	offers () const
const Entries &	operator[] (const Offers &) const
BookState::Enum	state () const
void	state (BookState::Enum state)
void	reset (BookState::Enum bookState)
MboBook &	operator= (const MboBook &other)

Detailed Description

Definition at line 71 of file MboBook.h.

Member Typedef Documentation

Depth

typedef SortedOrders::size_type Depth

Book depth type.

Definition at line 78 of file MboBook.h.

Entries

typedef SortedOrders Entries

Sorted orders are book entries.

Definition at line 81 of file MboBook.h.

Entry

typedef Order Entry

Order as book entry.

Definition at line 75 of file MboBook.h.

EntryIterator

typedef Entries::const_iterator EntryIterator

Iterator over bids and offers.

Definition at line 84 of file MboBook.h.

Constructor & Destructor Documentation

MboBook() [1/3]

MboBook ( )

inline

Initializes blank order book.

Definition at line 87 of file MboBook.h.

MboBook() [2/3]

MboBook ( MemoryPool & pool )

inline

Initializes book using given memory pool.

Definition at line 95 of file MboBook.h.

MboBook() [3/3]

MboBook ( const MboBook & other )

inline

Initializes as copy of other book.

Definition at line 104 of file MboBook.h.

~MboBook()

~MboBook ( )

inline

Disposes allocated resources.

Definition at line 115 of file MboBook.h.

Member Function Documentation

bids() [1/2]

Entries & bids ( )

inline

List of descending bid prices.

Definition at line 118 of file MboBook.h.

bids() [2/2]

const Entries & bids ( ) const

inline

List of descending bid prices.

Definition at line 130 of file MboBook.h.

offers() [1/2]

Entries & offers ( )

inline

List of ascending offer prices.

Definition at line 142 of file MboBook.h.

offers() [2/2]

const Entries & offers ( ) const

inline

List of ascending offer prices.

Definition at line 154 of file MboBook.h.

operator=()

MboBook & operator= ( const MboBook & other )

inline

Re-initializes as copy of other instance.

Definition at line 189 of file MboBook.h.

operator[]() [1/4]

Entries & operator[] ( const Bids & )

inline

List of descending bid prices.

Definition at line 124 of file MboBook.h.

operator[]() [2/4]

const Entries & operator[] ( const Bids & ) const

inline

List of descending bid prices.

Definition at line 136 of file MboBook.h.

operator[]() [3/4]

Entries & operator[] ( const Offers & )

inline

List of ascending offer prices.

Definition at line 148 of file MboBook.h.

operator[]() [4/4]

const Entries & operator[] ( const Offers & ) const

inline

List of ascending offer prices.

Definition at line 160 of file MboBook.h.

reset()

void reset ( BookState::Enum bookState )

inline

Wipes out all bids and offers and other data associated with book (like instance of last applied FIX message).

Definition at line 180 of file MboBook.h.

state() [1/2]

BookState::Enum state ( ) const

inline

Indicates current state of book.

Definition at line 166 of file MboBook.h.

state() [2/2]

void state ( BookState::Enum state )

inline

Updates state of book.

Definition at line 172 of file MboBook.h.