95 void removeOrderId (
OrderId id);
102 friend struct Implementation::Order;
116 typedef std::vector<PriceLevel>
Array;
194 virtual size_t doDepth()
const = 0;
Decimal type for better precision.
PriceLevels PriceLevelsType
std::string toString() const
String presentation of the book.
void setUserPointer(void *pointer)
sets user data pointer
virtual ~OrderBook()
Destruction interface.
std::string toFormattedString() const
Returns formatted presentation of the book.
const PriceLevels & bids() const
Returns a set of ascending ask prices for the given security.
bool empty() const
Indicates whether book has no bids & asks.
size_t depth() const
Returns the maximum book depth.
void toFormattedString(std::string &) const
Appends Formatted presentation of the book.
const PriceLevels & asks() const
Returns a set of descending bid prices for the given security.
bool bestAsk(Decimal &price, QuantityType &quantity) const
void toString(std::string &) const
String presentation of the book.
OrderBook()
Base initialization.
SecurityId securityId() const
Unique instrument Id as qualified.
void toShortString(std::string &) const
Appends brief book info to the string.
bool bestBid(Decimal &price, QuantityType &quantity) const
std::string toShortString() const
Returns brief book info.
void * getUserPointer() const
returns kept user data pointer
PriceLevelCollections::Array PriceLevels
Sequence of price levels.
const Decimal & getPrice(const PriceLevel &level)
bool isValid(const PriceLevel &level)
std::vector< OrderInfo > OrderInfos
PriceLevelCollections::ArrayEntry PriceLevelsEntry
Iterator to access price levels with write permissions.
std::ostream & operator<<(std::ostream &stream, const EobiHandlerSettings &settings)
PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
Iterator over read-only collection of price levels.
void checkSanity(const OrderBook &book)
checks whether the given book is properly built
UInt64 Quantity
Alias for Quantity type.
Int64 SecurityId
Alias for Security Id type.
OrderInfo(OrderId orderId, QuantityType quantity)
Miscellaneous traits for PriceLevel class.
Array::iterator ArrayEntry
Mutable entry iterator.
std::vector< PriceLevel > Array
Sequential collection of price levels.
Array::const_iterator ArrayConstEntry
Iterator for read-only access.
Encapsulates price level concept.
std::string toString() const
Returns string representation of the instance.
const OrderInfos & orders() const
orders ids for a given level
const Decimal & price() const
Price value.
QuantityType numberOfOrders() const
Total number of orders of given price.
void toString(std::string &) const
Appends representation of the instance to the string.
PriceLevel(const Decimal &price, QuantityType quantity=0, QuantityType numberOfOrders=0, const OrderInfos &orders=OrderInfos())
Initializes the instances according to specified attributes.
QuantityType quantity() const
Quantify for the given price.
void swap(PriceLevel &)
swap values