OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
MbpBookFactory< PriceLevelType, DepthType > Class Template Reference

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

Public Types

typedef MbpBook< PriceLevelType, DepthType > Book
 
typedef Book::Entry Entry
 
typedef Book::Depth Depth
 

Static Public Member Functions

static size_t calcSize (Depth maxDepth)
 
static Bookconstruct (Depth maxDepth)
 
static void destruct (Book *book)
 
static BookinplaceConstruct (Depth maxDepth, void *block)
 

Detailed Description

template<class PriceLevelType, class DepthType>
class OnixS::CME::MDH::MbpBookFactory< PriceLevelType, DepthType >

Definition at line 245 of file MbpBook.h.

Member Typedef Documentation

typedef MbpBook<PriceLevelType, DepthType> Book

Type of book constructed by given factory.

Definition at line 249 of file MbpBook.h.

typedef Book::Depth Depth

Book depth type.

Definition at line 255 of file MbpBook.h.

typedef Book::Entry Entry

Book entry type.

Definition at line 252 of file MbpBook.h.

Member Function Documentation

static size_t calcSize ( Depth  maxDepth)
inlinestatic

Calculates size of memory required to keep in memory book of given depth.

Definition at line 259 of file MbpBook.h.

static Book* construct ( Depth  maxDepth)
inlinestatic

Constructs book instance of given capacity.

Book depth can be changed in bounds of specified capacity.

Definition at line 267 of file MbpBook.h.

static void destruct ( Book book)
inlinestatic

Destructs previously constructed book.

Definition at line 275 of file MbpBook.h.

static Book* inplaceConstruct ( Depth  maxDepth,
void *  block 
)
inlinestatic

Constructs book on a given memory block.

Definition at line 286 of file MbpBook.h.


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