OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
Public Types | Public Member Functions | List of all members
MbpBook< EntryType, DepthType > Class Template Reference

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

Public Types

typedef EntryType Entry
 
typedef DepthType Depth
 
typedef VectorOverArray< Entry, Depth > Entries
 
typedef Entries::ConstIterator EntryIterator
 

Public Member Functions

 MbpBook (Depth capacity, Entry *bids, Entry *offers)
 
 ~MbpBook ()
 
Depth depth () const
 
Depth capacity () const
 
void depth (Depth depth)
 
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)
 

Detailed Description

template<class EntryType, class DepthType>
class OnixS::CME::MDH::MbpBook< EntryType, DepthType >

A set of bids and offers data for the given security (bids are descending and offers are ascending).

Definition at line 59 of file MbpBook.h.

Member Typedef Documentation

typedef DepthType Depth

Aliases book dimension type.

Definition at line 66 of file MbpBook.h.

typedef VectorOverArray<Entry, Depth> Entries

Collection of price levels allowing modifications.

Definition at line 69 of file MbpBook.h.

typedef EntryType Entry

Indicates price level data type.

Definition at line 63 of file MbpBook.h.

typedef Entries::ConstIterator EntryIterator

Iterator over bids and offers.

Definition at line 72 of file MbpBook.h.

Constructor & Destructor Documentation

MbpBook ( Depth  capacity,
Entry *  bids,
Entry *  offers 
)
inline

Initializes instance with given attributes.

Bids and offers are stored in given segments of plain arrays. Book constructs vectors over input arrays of fixed size. That provides more flexibility on memory layout for internally used data.

Definition at line 80 of file MbpBook.h.

~MbpBook ( )
inline

Definition at line 89 of file MbpBook.h.

Member Function Documentation

Entries& bids ( )
inline

List of descending bid prices.

Definition at line 122 of file MbpBook.h.

const Entries& bids ( ) const
inline

List of descending bid prices.

Definition at line 134 of file MbpBook.h.

Depth capacity ( ) const
inline

Indicates book capacity which is maximal value of book depth allowed.

Definition at line 99 of file MbpBook.h.

Depth depth ( ) const
inline

Returns the maximal number of price levels.

Definition at line 92 of file MbpBook.h.

void depth ( Depth  depth)
inline

Updates the maximal number of price levels.

Definition at line 105 of file MbpBook.h.

Entries& offers ( )
inline

List of ascending offer prices.

Definition at line 146 of file MbpBook.h.

const Entries& offers ( ) const
inline

List of ascending offer prices.

Definition at line 158 of file MbpBook.h.

Entries& operator[] ( const Bids &  )
inline

List of descending bid prices.

Definition at line 128 of file MbpBook.h.

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

List of descending bid prices.

Definition at line 140 of file MbpBook.h.

Entries& operator[] ( const Offers &  )
inline

List of ascending offer prices.

Definition at line 152 of file MbpBook.h.

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

List of ascending offer prices.

Definition at line 164 of file MbpBook.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 184 of file MbpBook.h.

BookState::Enum state ( ) const
inline

Indicates current state of book.

Definition at line 170 of file MbpBook.h.

void state ( BookState::Enum  state)
inline

Updates state of book.

Definition at line 176 of file MbpBook.h.

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