OrderBook.h File Reference

#include <vector>
#include <OnixS/eSpeed/MarketData/Itch/Compiler.h>
#include <OnixS/eSpeed/MarketData/Itch/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Defines.h>
#include <OnixS/eSpeed/MarketData/Itch/Integral.h>

Go to the source code of this file.

Classes
struct	OrderInfo
struct	PriceLevel
struct	PriceLevelCollections
class	OrderBook

Typedefs
typedef std::vector< OrderInfo >	OrderInfos
typedef PriceLevelCollections::Array	PriceLevels
typedef PriceLevelCollections::ArrayEntry	PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry	PriceLevelsConstEntry

Functions
const Price8 &	getPrice (const PriceLevel &level)
bool	isValid (const PriceLevel &level) ONIXS_ESPEED_ITCH_NOTHROW
ONIXS_ESPEED_ITCH_API std::ostream &	operator<< (std::ostream &stream, const PriceLevel &value)
ONIXS_ESPEED_ITCH_API std::ostream &	operator<< (std::ostream &stream, const OrderBook &book)
void	checkSanity (const OrderBook &book)

Typedef Documentation

typedef std::vector<OrderInfo> OrderInfos

Definition at line 43 of file OrderBook.h.

typedef PriceLevelCollections::Array PriceLevels

Sequence of price levels.

Definition at line 134 of file OrderBook.h.

typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Iterator over read-only collection of price levels.

Definition at line 140 of file OrderBook.h.

typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry

Iterator to access price levels with write permissions.

Definition at line 137 of file OrderBook.h.

Function Documentation

void checkSanity

(

const OrderBook &

book

)

checks whether the given book is properly built

const Price8& getPrice

(

const PriceLevel &

level

)

bool isValid

(

const PriceLevel &

level

)

ONIXS_ESPEED_ITCH_API std::ostream& operator<<	(	std::ostream &	stream,
		const PriceLevel &	value
	)

ONIXS_ESPEED_ITCH_API std::ostream& operator<<	(	std::ostream &	stream,
		const OrderBook &	book
	)