#include <OnixS/CME/MDH/MboBook.h>
Definition at line 82 of file MboBook.h.
typedef SortedOrders::size_type Depth |
Book depth type.
Definition at line 97 of file MboBook.h.
Sorted orders are book entries.
Definition at line 100 of file MboBook.h.
Iterator over bids and offers.
Definition at line 105 of file MboBook.h.
Initializes blank order book.
Definition at line 108 of file MboBook.h.
Initializes book using given memory pool.
Definition at line 119 of file MboBook.h.
Initializes as copy of other book.
Definition at line 132 of file MboBook.h.
Disposes allocated resources.
Definition at line 144 of file MboBook.h.
List of descending bid prices.
Definition at line 149 of file MboBook.h.
List of descending bid prices.
Definition at line 165 of file MboBook.h.
List of ascending offer prices.
Definition at line 180 of file MboBook.h.
List of ascending offer prices.
Definition at line 196 of file MboBook.h.
Re-initializes as copy of other instance.
Definition at line 239 of file MboBook.h.
List of descending bid prices.
Definition at line 156 of file MboBook.h.
List of descending bid prices.
Definition at line 173 of file MboBook.h.
List of ascending offer prices.
Definition at line 187 of file MboBook.h.
List of ascending offer prices.
Definition at line 204 of file MboBook.h.
Wipes out all bids and offers and other data associated with book (like instance of last applied FIX message).
Definition at line 228 of file MboBook.h.
Indicates current state of book.
Definition at line 211 of file MboBook.h.
Updates state of book.
Definition at line 218 of file MboBook.h.
The documentation for this class was generated from the following file: