OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
OrderBookInternal Class Reference

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

Collaboration diagram for OrderBookInternal:

Public Types

typedef OrderDepthBook::AskFullOrderDepthMap AskFullOrderDepthMap
typedef OrderDepthBook::BidFullOrderDepthMap BidFullOrderDepthMap
typedef OrderDepthBook::PoolManager PoolManager
typedef OrderDepthBook::PoolManagerPtr PoolManagerPtr
typedef OrderDepthBook::OrderIdMap OrderIdMap
typedef OrderIdMap::Map BookSide
- Public Types inherited from OrderBook
typedef PriceLevels PriceLevelsType

Public Member Functions

 OrderBookInternal (const SecurityId &id, size_t bookDepth, size_t maxAggregatedPriceLevelsCount=(size_t)-1, const PoolManagerPtr &poolManager=PoolManagerPtr())
AskFullOrderDepthMapaskOrders ()
const AskFullOrderDepthMapaskOrders () const
BidFullOrderDepthMapbidOrders ()
const BidFullOrderDepthMapbidOrders () const
void remove (const OrderId &orderId)
void clear ()
void checkSanity () const
- Public Member Functions inherited from OrderBook
 OrderBook ()
virtual ~OrderBook ()
SecurityId securityId () const
bool empty () const
const PriceLevelsasks () const
const PriceLevelsbids () const
size_t depth () const
std::string toString () const
void toString (std::string &) const
std::string toShortString () const
void toShortString (std::string &) const
std::string toFormattedString () const
void toFormattedString (std::string &) const
bool bestAsk (Decimal &price, QuantityType &quantity) const
bool bestBid (Decimal &price, QuantityType &quantity) const
void setUserPointer (void *pointer)
void * getUserPointer () const

Static Public Member Functions

static void operator delete (void *book)
static void operator delete (void *, void *)

Detailed Description

Definition at line 66 of file EobiBookImpl.h.

Member Typedef Documentation

typedef OrderDepthBook::AskFullOrderDepthMap AskFullOrderDepthMap

Definition at line 69 of file EobiBookImpl.h.

typedef OrderDepthBook::BidFullOrderDepthMap BidFullOrderDepthMap

Definition at line 70 of file EobiBookImpl.h.

typedef OrderIdMap::Map BookSide

Definition at line 74 of file EobiBookImpl.h.

typedef OrderDepthBook::OrderIdMap OrderIdMap

Definition at line 73 of file EobiBookImpl.h.

typedef OrderDepthBook::PoolManager PoolManager

Definition at line 71 of file EobiBookImpl.h.

typedef OrderDepthBook::PoolManagerPtr PoolManagerPtr

Definition at line 72 of file EobiBookImpl.h.

Constructor & Destructor Documentation

OrderBookInternal ( const SecurityId id,
size_t  bookDepth,
size_t  maxAggregatedPriceLevelsCount = (size_t)-1,
const PoolManagerPtr poolManager = PoolManagerPtr() 

Definition at line 99 of file EobiBookImpl.cpp.

Member Function Documentation

Definition at line 186 of file EobiBookImpl.cpp.

const OrderBookInternal::AskFullOrderDepthMap & askOrders ( ) const

Definition at line 191 of file EobiBookImpl.cpp.

Definition at line 196 of file EobiBookImpl.cpp.

const OrderBookInternal::BidFullOrderDepthMap & bidOrders ( ) const

Definition at line 201 of file EobiBookImpl.cpp.

void checkSanity ( ) const

Definition at line 178 of file EobiBookImpl.cpp.

void clear ( )

Definition at line 211 of file EobiBookImpl.cpp.

void operator delete ( void *  book)

Definition at line 171 of file EobiBookImpl.cpp.

static void operator delete ( void *  ,
void *   

Definition at line 100 of file EobiBookImpl.h.

void remove ( const OrderId orderId)

Definition at line 206 of file EobiBookImpl.cpp.

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