Public Member Functions
	OrderBook ()

virtual	~OrderBook ()

OrderBookId	orderBookId () const

bool	empty () const

const PriceLevels &	asks () const

const PriceLevels &	bids () 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.

const PriceLevels& asks ( ) const

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

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: