OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OrderBook Class Referenceabstract

#include <OnixS/Eurex/MarketData/EOBI/EobiBook.h>

Public Types

typedef PriceLevels PriceLevelsType
 

Public Member Functions

 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
 

Detailed Description

Definition at line 137 of file EobiBook.h.

Member Typedef Documentation

Definition at line 140 of file EobiBook.h.

Constructor & Destructor Documentation

OrderBook ( )

Base initialization.

Definition at line 214 of file EobiBook.cpp.

~OrderBook ( )
virtual

Destruction interface.

Definition at line 219 of file EobiBook.cpp.

Member Function Documentation

const PriceLevels & asks ( ) const

Returns a set of descending bid prices for the given security.

Definition at line 258 of file EobiBook.cpp.

bool bestAsk ( Decimal price,
QuantityType quantity 
) const

Definition at line 233 of file EobiBook.cpp.

bool bestBid ( Decimal price,
QuantityType quantity 
) const

Definition at line 238 of file EobiBook.cpp.

const PriceLevels & bids ( ) const

Returns a set of ascending ask prices for the given security.

Definition at line 263 of file EobiBook.cpp.

size_t depth ( ) const

Returns the maximum book depth.

Definition at line 243 of file EobiBook.cpp.

bool empty ( ) const

Indicates whether book has no bids & asks.

Definition at line 253 of file EobiBook.cpp.

void * getUserPointer ( ) const

returns kept user data pointer

Definition at line 228 of file EobiBook.cpp.

SecurityId securityId ( ) const

Unique instrument Id as qualified.

Definition at line 248 of file EobiBook.cpp.

void setUserPointer ( void *  pointer)

sets user data pointer

Definition at line 223 of file EobiBook.cpp.

std::string toFormattedString ( ) const

Returns formatted presentation of the book.

Definition at line 315 of file EobiBook.cpp.

void toFormattedString ( std::string &  str) const

Appends Formatted presentation of the book.

Definition at line 324 of file EobiBook.cpp.

std::string toShortString ( ) const

Returns brief book info.

Definition at line 297 of file EobiBook.cpp.

void toShortString ( std::string &  str) const

Appends brief book info to the string.

Definition at line 306 of file EobiBook.cpp.

std::string toString ( ) const

String presentation of the book.

Definition at line 268 of file EobiBook.cpp.

void toString ( std::string &  str) const

String presentation of the book.

Definition at line 277 of file EobiBook.cpp.


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