OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
EobiBookImpl.h File Reference
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/EOBI/EobiBook.h>
#include <OnixS/HandlerCore/OrderBook.h>
#include <OnixS/Core/Memory/FixedBlockAllocator.h>

Go to the source code of this file.

Classes

struct  Order
 
struct  BaseFullOrderDepthBook
 
class  OrderBookInternal
 
class  OrderBookAllocator
 

Namespaces

 OnixS
 
 OnixS::Eurex
 
 OnixS::Eurex::MarketData
 
 OnixS::Eurex::MarketData::EOBI
 
 OnixS::Eurex::MarketData::EOBI::Implementation
 
 OnixS::HandlerCore
 
 OnixS::HandlerCore::MarketData
 
 OnixS::HandlerCore::MarketData::Detail
 

Typedefs

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook< PriceLevel, Order, OrderId, Decimal, BaseFullOrderDepthBook > OrderDepthBook
 

Functions

void addOrder (const Order &order, PriceLevel &level)
 
void removeOrder (const Order &order, PriceLevel &level)
 
const OrderId & getOrderId (const Order &order)
 
const Decimal & getPrice (const Order &order)
 
bool isOrderAffectsPriceLevel (const Order &order)
 
size_t hash_value (OrderBookInternal const &book)
 
size_t getHash (const OnixS::Eurex::MarketData::EOBI::OrderId &value)