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

Go to the source code of this file.

Classes

struct  PriceLevel
struct  PriceLevelCollections
class  OrderBook

Namespaces

namespace  OnixS
namespace  OnixS::Eurex
namespace  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)