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

Go to the source code of this file.

Classes

struct  OrderInfo
struct  PriceLevel
struct  PriceLevelCollections
class  OrderBook

Namespaces

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

Typedefs

typedef UInt64 OrderId
typedef std::vector< OrderInfoOrderInfos
typedef PriceLevelCollections::Array PriceLevels
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Functions

const DecimalgetPrice (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)