Public Member Functions |
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| OrderBook () |
| | Base initialization.
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virtual | ~OrderBook () |
| | Destruction interface.
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OrderBookId | orderBookId () const |
| | Unique instrument Id as qualified.
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bool | empty () const |
| | Indicates whether book has no bids & asks.
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const PriceLevels & | asks () const |
| | Returns a set of descending bid prices for the given security.
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const PriceLevels & | bids () const |
| | Returns a set of ascending ask prices for the given security.
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size_t | depth () const |
| | Returns the maximum book depth.
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std::string | toString () const |
| | String presentation of the book.
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void | toString (std::string &) const |
| | String presentation of the book.
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std::string | toShortString () const |
| | Returns brief book info.
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void | toShortString (std::string &) const |
| | Appends brief book info to the string.
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std::string | toFormattedString () const |
| | Returns formatted presentation of the book.
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void | toFormattedString (std::string &) const |
| | Appends Formatted presentation of the book.
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std::auto_ptr< OrderBook > | snapshot () const |
| | Creates a read-only snapshot of the workbook.
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bool | bestAsk (Price4 &price, Quantity &quantity) const |
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bool | bestBid (Price4 &price, Quantity &quantity) const |
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void | setUserPointer (void *pointer) |
| | sets user data pointer
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void * | getUserPointer () const |
| | returns kept user data pointer
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