OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.2.2
API documentation
OrderBook.h File Reference
#include <OnixS/Eurex/MarketData/Defines.h>
#include <vector>

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Classes

struct  PriceLevel
 
struct  PriceLevelCollections
 
class  OrderBook
 

Namespaces

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

Typedefs

typedef PriceLevelCollections::Array PriceLevels
 
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
 
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
 

Functions

bool operator== (const PriceLevel &l, const PriceLevel &r)
 
std::ostream & operator<< (std::ostream &s, const PriceLevel &lvl)
 
bool isValid (const PriceLevel &level)
 
void checkSanity (const OrderBook &book)