OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.2.2
API documentation
InterfaceDescriptorBuilder.cpp File Reference
#include <boost/assert.hpp>
#include <boost/foreach.hpp>
#include <OnixS/Eurex/MarketData/ProductSnapshot.h>
#include "Formatting.h"
#include "InterfaceDescriptorBuilder.h"

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Namespaces

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

Functions

void fillFeedDescriptor (const Feed &feed, FeedDescriptor &descriptor)
 
void fillMarketDepth (const Feed &feed, UInt32 &highMarketDepth)
 
void fillDescriptor (const ProductSnapshot &msg, EmdiDescriptor &descriptor, UInt32 &depth)
 
void fillDescriptor (const ProductSnapshot &msg, EobiDescriptor &descriptor)
 

Variables

const size_t InterfaceDescriptorPresetSize = 100