OnixS C++ CME Market Data Handler  5.4.0
API documentation
MboBook Class Reference

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

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 ()
 
Entriesbids ()
 
Entriesoperator[] (const Bids &)
 
const Entriesbids () const
 
const Entriesoperator[] (const Bids &) const
 
Entriesoffers ()
 
Entriesoperator[] (const Offers &)
 
const Entriesoffers () const
 
const Entriesoperator[] (const Offers &) const
 
BookState::Enum state () const
 
void state (BookState::Enum state)
 
void reset (BookState::Enum bookState)
 
MboBookoperator= (const MboBook &other)
 

Detailed Description

Definition at line 82 of file MboBook.h.

Member Typedef Documentation

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.

typedef Order Entry

Order as book entry.

Definition at line 92 of file MboBook.h.

typedef Entries::const_iterator EntryIterator

Iterator over bids and offers.

Definition at line 105 of file MboBook.h.

Constructor & Destructor Documentation

MboBook ( )
inline

Initializes blank order book.

Definition at line 108 of file MboBook.h.

MboBook ( MemoryPool pool)
inline

Initializes book using given memory pool.

Definition at line 119 of file MboBook.h.

MboBook ( const MboBook other)
inline

Initializes as copy of other book.

Definition at line 132 of file MboBook.h.

~MboBook ( )
inline

Disposes allocated resources.

Definition at line 144 of file MboBook.h.

Member Function Documentation

Entries& bids ( )
inline

List of descending bid prices.

Definition at line 149 of file MboBook.h.

const Entries& bids ( ) const
inline

List of descending bid prices.

Definition at line 165 of file MboBook.h.

Entries& offers ( )
inline

List of ascending offer prices.

Definition at line 180 of file MboBook.h.

const Entries& offers ( ) const
inline

List of ascending offer prices.

Definition at line 196 of file MboBook.h.

MboBook& operator= ( const MboBook other)
inline

Re-initializes as copy of other instance.

Definition at line 239 of file MboBook.h.

Entries& operator[] ( const Bids )
inline

List of descending bid prices.

Definition at line 156 of file MboBook.h.

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

List of descending bid prices.

Definition at line 173 of file MboBook.h.

Entries& operator[] ( const Offers )
inline

List of ascending offer prices.

Definition at line 187 of file MboBook.h.

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

List of ascending offer prices.

Definition at line 204 of file MboBook.h.

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 228 of file MboBook.h.

BookState::Enum state ( ) const
inline

Indicates current state of book.

Definition at line 211 of file MboBook.h.

void state ( BookState::Enum  state)
inline

Updates state of book.

Definition at line 218 of file MboBook.h.


The documentation for this class was generated from the following file: