#include <vector>
#include <memory>
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
Go to the source code of this file.
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) |