OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  18.2.0
API documentation
EobiBook.h File Reference

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Classes

struct  OrderInfo
 
struct  PriceLevel
 
struct  PriceLevelCollections
 
class  OrderBook
 

Namespaces

 OnixS
 
 OnixS::Eurex
 
 OnixS::Eurex::MarketData
 
 OnixS::Eurex::MarketData::EOBI
 
 OnixS::Eurex::MarketData::EOBI::Implementation
 

Typedefs

typedef UInt64 OrderId
 
typedef std::vector< OrderInfo > OrderInfos
 
typedef PriceLevelCollections::Array PriceLevels
 
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
 
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
 

Functions

const Decimal & getPrice (const PriceLevel &level)
 
bool isValid (const PriceLevel &level)
 
std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)
 
std::ostream & operator<< (std::ostream &stream, const OrderBook &book)
 
void checkSanity (const OrderBook &book)