Public Types
typedef PriceLevels	PriceLevelsType

Public Member Functions
	OrderBook ()
virtual	~OrderBook ()
SecurityId	securityId () const
bool	empty () const
const PriceLevels &	asks () const
const PriceLevels &	bids () 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 134 of file EobiBook.h.

Member Typedef Documentation

◆ PriceLevelsType

typedef PriceLevels PriceLevelsType

Definition at line 137 of file EobiBook.h.

Constructor & Destructor Documentation

◆ OrderBook()

OrderBook ( )

Base initialization.

◆ ~OrderBook()

virtual ~OrderBook ( )

virtual

Destruction interface.

Member Function Documentation

◆ asks()

const PriceLevels & asks ( ) const

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

◆ bestAsk()

bool bestAsk	(	Decimal &	price,
		QuantityType &	quantity ) const

◆ bestBid()

bool bestBid	(	Decimal &	price,
		QuantityType &	quantity ) const

◆ bids()

const PriceLevels & bids ( ) const

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

◆ depth()

size_t depth ( ) const

Returns the maximum book depth.

◆ empty()

bool empty ( ) const

Indicates whether book has no bids & asks.

◆ getUserPointer()

void * getUserPointer ( ) const

returns kept user data pointer

◆ securityId()

SecurityId securityId ( ) const

Unique instrument Id as qualified.

◆ setUserPointer()

void setUserPointer ( void * pointer )

sets user data pointer

◆ toFormattedString() [1/2]

std::string toFormattedString ( ) const

Returns formatted presentation of the book.

◆ toFormattedString() [2/2]

void toFormattedString ( std::string & ) const

Appends Formatted presentation of the book.

◆ toShortString() [1/2]

std::string toShortString ( ) const

Returns brief book info.

◆ toShortString() [2/2]

void toShortString ( std::string & ) const

Appends brief book info to the string.

◆ toString() [1/2]

std::string toString ( ) const

String presentation of the book.

◆ toString() [2/2]

void toString ( std::string & ) const