OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderBook Class Referenceabstract

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()

OrderBook ( )

Base initialization.

◆ ~OrderBook()

virtual ~OrderBook ( )
virtual

Destruction interface.

Member Function Documentation

◆ asks()

const PriceLevels & asks ( ) const

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

◆ bestAsk()

bool bestAsk ( Price8 & price,
Quantity & quantity ) const

◆ bestBid()

bool bestBid ( Price8 & price,
Quantity & quantity ) const

◆ bids()

const PriceLevels & bids ( ) const

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

◆ depth()

size_t depth ( ) const

Returns the maximum book depth.

◆ empty()

bool empty ( ) const

Indicates whether book has no bids & asks.

◆ getUserPointer()

void * getUserPointer ( ) const

returns kept user data pointer

◆ orderBookId()

OrderBookId orderBookId ( ) const

Unique instrument Id as qualified.

◆ setUserPointer()

void setUserPointer ( void * pointer)

sets user data 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

Returns brief book info.

◆ 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.