49 bool bestAskAvailable_;
53 bool bestBidAvailable_;
58 UInt32 lastMsgSeqNumProcessed_;
UInt64 mdEntryTime() const
For bids and offers the official time of book entry, for trades official time of execution (all in na...
bool bestAsk(Decimal &price, Quantity &quantity) const
Returns best implied ask.
Decimal type for better precision.
PriceLevelCollections::Array PriceLevels
Sequence of price levels.
bool bestBid(Decimal &price, Quantity &quantity) const
Returns best implied bid.
OrderBookSnapshot(const OrderBook &other)
const PriceLevels & bids() const
Returns a set of ascending ask prices for the given security.
const PriceLevels & asks() const
Returns a set of descending bid prices for the given security.
UInt64 Quantity
Alias for Quantity type.
UInt32 lastMsgSeqNumProcessed() const
Sequence number of the last processed message.