Namespaces | |
Implementation | |
Typedefs | |
typedef Int64 | QuantityType |
typedef UInt64 | OrderId |
typedef std::vector< OrderInfo > | OrderInfos |
typedef PriceLevelCollections::Array | PriceLevels |
typedef PriceLevelCollections::ArrayEntry | PriceLevelsEntry |
typedef PriceLevelCollections::ArrayConstEntry | PriceLevelsConstEntry |
typedef UInt64 OrderId |
Definition at line 41 of file EobiBook.h.
typedef std::vector<OrderInfo> OrderInfos |
Definition at line 52 of file EobiBook.h.
Sequence of price levels.
Definition at line 126 of file EobiBook.h.
Iterator over read-only collection of price levels.
Definition at line 132 of file EobiBook.h.
Iterator to access price levels with write permissions.
Definition at line 129 of file EobiBook.h.
typedef Int64 QuantityType |
void OnixS::Eurex::MarketData::EOBI::checkSanity | ( | const OrderBook & | book | ) |
checks whether the given book is properly built
const Decimal& OnixS::Eurex::MarketData::EOBI::getPrice | ( | const PriceLevel & | level | ) |
bool OnixS::Eurex::MarketData::EOBI::isValid | ( | const PriceLevel & | level | ) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
AddComplexInstrument | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ExecutionSummary | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ProductStateChange | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
AddFlexibleInstrument | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderBook | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
ProductSummary | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderAdd | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
QuoteRequest | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
InstrumentStateChange | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
AddScaledSimpleInstrument | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderModify | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
InstrumentSummary | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
MassInstrumentStateChange | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
CrossRequest | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderModifySamePriority | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
SnapshotOrder | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
TradeReport | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderDelete | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
OrderMassDelete | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
TESTradeReport | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
TradeReversal | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
PartialOrderExecution | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
FullOrderExecution | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
AuctionBestBidOffer | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
AuctionClearingPrice | |||
) |
OnixS::Eurex::MarketData::EOBI::ONIXS_EUREX_EMDI_API_DECL | ( | class | , |
TopOfBook | |||
) |
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< | ( | std::ostream & | stream, |
const PriceLevel & | value | ||
) |
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< | ( | std::ostream & | stream, |
const OrderBook & | book | ||
) |
std::ostream& OnixS::Eurex::MarketData::EOBI::operator<< | ( | std::ostream & | stream, |
const EobiHandlerSettings & | settings | ||
) |
void OnixS::Eurex::MarketData::EOBI::replayPcap | ( | const std::vector< EobiHandler * > & | handlers, |
const ReplayOptions & | options | ||
) |
Replay pcap files.