OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.0.0
API documentation
OrderBookHolder Class Reference

#include </work/src/EOBI/EobiOrderBookHolder.h>

Public Types

typedef OrderBookRegistry< SecurityId, OrderBookInternal, OrderBookCreatorBookRegistry
typedef BookRegistry::BookPtr BookPtr
typedef boost::function< void(const OrderBookInternal &)> OnOrderBookUpdatedCallback

Public Member Functions

 OrderBookHolder (const OnOrderBookUpdatedCallback &onOrderBookUpdated, OrderBookAllocator *bookAllocator, size_t bookDepth=DefaultBookDepth)
void orderAdd (const EOBI::OrderAdd &)
void onOrderModify (const EOBI::OrderModify &)
void onOrderModifySamePriority (const EOBI::OrderModifySamePriority &)
void onOrderDelete (const EOBI::OrderDelete &)
void onOrderMassDelete (const EOBI::OrderMassDelete &)
void onPartialOrderExecution (const EOBI::PartialOrderExecution &)
void onFullOrderExecution (const EOBI::FullOrderExecution &)
void onSnapshotOrder (const EOBI::SnapshotOrder &, SecurityId secId)
void emptyBook (SecurityId securityId, bool complete)
void onInactivity (const boost::function< void(const OrderBookInternal &)> &onOrderBookOutOfDate)
void reset ()

Detailed Description

Definition at line 76 of file EobiOrderBookHolder.h.

Member Typedef Documentation

typedef BookRegistry::BookPtr BookPtr

Definition at line 80 of file EobiOrderBookHolder.h.

Definition at line 79 of file EobiOrderBookHolder.h.

typedef boost::function<void(const OrderBookInternal&)> OnOrderBookUpdatedCallback

Definition at line 81 of file EobiOrderBookHolder.h.

Constructor & Destructor Documentation

OrderBookHolder ( const OnOrderBookUpdatedCallback onOrderBookUpdated,
OrderBookAllocator bookAllocator,
size_t  bookDepth = DefaultBookDepth 

Definition at line 74 of file EobiOrderBookHolder.cpp.

Member Function Documentation

void emptyBook ( SecurityId  securityId,
bool  complete 

Definition at line 259 of file EobiOrderBookHolder.cpp.

void onFullOrderExecution ( const EOBI::FullOrderExecution message)

Definition at line 308 of file EobiOrderBookHolder.cpp.

void onInactivity ( const boost::function< void(const OrderBookInternal &)> &  onOrderBookOutOfDate)

Definition at line 386 of file EobiOrderBookHolder.cpp.

void onOrderDelete ( const EOBI::OrderDelete message)

Definition at line 223 of file EobiOrderBookHolder.cpp.

void onOrderMassDelete ( const EOBI::OrderMassDelete message)

Definition at line 250 of file EobiOrderBookHolder.cpp.

void onOrderModify ( const EOBI::OrderModify message)

Definition at line 143 of file EobiOrderBookHolder.cpp.

void onOrderModifySamePriority ( const EOBI::OrderModifySamePriority message)

Definition at line 193 of file EobiOrderBookHolder.cpp.

void onPartialOrderExecution ( const EOBI::PartialOrderExecution message)

Definition at line 271 of file EobiOrderBookHolder.cpp.

void onSnapshotOrder ( const EOBI::SnapshotOrder message,
SecurityId  secId 

Definition at line 335 of file EobiOrderBookHolder.cpp.

void orderAdd ( const EOBI::OrderAdd message)

Definition at line 82 of file EobiOrderBookHolder.cpp.

void reset ( )

Definition at line 368 of file EobiOrderBookHolder.cpp.

The documentation for this class was generated from the following files: