OrderBook Class Reference

#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 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

typedef PriceLevels PriceLevelsType

Definition at line 137 of file EobiBook.h.

Constructor & Destructor Documentation

OrderBook

(

)

Base initialization.

virtual ~OrderBook ( )

virtual

Destruction interface.

Member Function Documentation

const PriceLevels& asks

(

)

const

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

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

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

const PriceLevels& bids

(

)

const

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

size_t depth

(

)

const

Returns the maximum book depth.

bool empty

(

)

const

Indicates whether book has no bids & asks.

void* getUserPointer

(

)

const

returns kept user data pointer

SecurityId securityId

(

)

const

Unique instrument Id as qualified.

void setUserPointer

(

void *

pointer

)

sets user data pointer

std::string toFormattedString

(

)

const

Returns formatted presentation of the book.

void toFormattedString

(

std::string &

)

const

Appends Formatted presentation of the book.

std::string toShortString

(

)

const

Returns brief book info.

void toShortString

(

std::string &

)

const

Appends brief book info to the string.

std::string toString

(

)

const

String presentation of the book.

void toString

(

std::string &

)

const

String presentation of the book.

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

• include/OnixS/Eurex/MarketData/EOBI/EobiBook.h