OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.3
API documentation
EobiBook.h File Reference
#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)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)
 
ONIXS_EUREX_EMDI_API std::ostream & operator<< (std::ostream &stream, const OrderBook &book)
 
void checkSanity (const OrderBook &book)