Definition at line 142 of file OrderBook.h.
◆ OrderBook()
◆ ~OrderBook()
◆ asks()
Returns a set of descending bid prices for the given security.
◆ bestAsk()
◆ bestBid()
◆ bids()
Returns a set of ascending ask prices for the given security.
◆ depth()
Returns the maximum book depth.
◆ empty()
Indicates whether book has no bids & asks.
◆ getUserPointer()
void * getUserPointer |
( |
| ) |
const |
returns kept user data pointer
◆ orderBookId()
Unique instrument Id as qualified.
◆ setUserPointer()
void setUserPointer |
( |
void * | pointer | ) |
|
◆ toFormattedString() [1/2]
std::string toFormattedString |
( |
| ) |
const |
Returns formatted presentation of the book.
◆ toFormattedString() [2/2]
void toFormattedString |
( |
std::string & | | ) |
const |
Appends Formatted presentation of the book.
◆ toShortString() [1/2]
std::string toShortString |
( |
| ) |
const |
◆ toShortString() [2/2]
void toShortString |
( |
std::string & | | ) |
const |
Appends brief book info to the string.
◆ toString() [1/2]
std::string toString |
( |
| ) |
const |
String presentation of the book.
◆ toString() [2/2]
void toString |
( |
std::string & | | ) |
const |
String presentation of the book.