OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
OrderBook Class Referenceabstract

#include <OnixS/eSpeed/MarketData/Itch/OrderBook.h>

Public Member Functions

 OrderBook ()
 
virtual ~OrderBook ()
 
OrderBookId orderBookId () const
 
bool empty () const
 
const PriceLevelsasks () const
 
const PriceLevelsbids () const
 
size_t depth () const
 
std::string toString () const
 
void toString (std::string &) const
 
std::string toShortString () const
 
void toShortString (std::string &) const
 
std::string toFormattedString () const
 
void toFormattedString (std::string &) const
 
bool bestAsk (Price8 &price, Quantity &quantity) const
 
bool bestBid (Price8 &price, Quantity &quantity) const
 
void setUserPointer (void *pointer)
 
void * getUserPointer () const
 

Detailed Description

Definition at line 142 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook ( )

Base initialization.

virtual ~OrderBook ( )
virtual

Destruction interface.

Member Function Documentation

const PriceLevels& asks ( ) const

Returns a set of descending bid prices for the given security.

bool bestAsk ( Price8 price,
Quantity quantity 
) const
bool bestBid ( Price8 price,
Quantity quantity 
) const
const PriceLevels& bids ( ) const

Returns a set of ascending ask prices for the given security.

size_t depth ( ) const

Returns the maximum book depth.

bool empty ( ) const

Indicates whether book has no bids & asks.

void* getUserPointer ( ) const

returns kept user data pointer

OrderBookId orderBookId ( ) const

Unique instrument Id as qualified.

void setUserPointer ( void *  pointer)

sets user data pointer

std::string toFormattedString ( ) const

Returns formatted presentation of the book.

void toFormattedString ( std::string &  ) const

Appends Formatted presentation of the book.

std::string toShortString ( ) const

Returns brief book info.

void toShortString ( std::string &  ) const

Appends brief book info to the string.

std::string toString ( ) const

String presentation of the book.

void toString ( std::string &  ) const

String presentation of the book.


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