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OnixS EuroTLX MITCH Handler for C++
1.1.0.1
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OnixS EuroTLX MITCH Handler for C++
1.1.0.1
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Order Book. More...
Public Member Functions | |
| virtual | ~OrderBook () |
| Destruction interface. | |
| InstrumentId | instrumentId () const |
| Unique instrument Id (tag 48) as qualified. | |
| bool | empty () const |
| Indicates whether book has no bids & asks. | |
| bool | bestAsk (Decimal &price, Quantity &quantity) const |
| bool | bestBid (Decimal &price, Quantity &quantity) const |
| std::string | toString () const |
| String presentation of the book. | |
| void | toString (std::string &) const |
| String 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 | toFormattedString () const |
| Returns formatted presentation of the book. | |
| void | toFormattedString (std::string &) const |
| Appends Formatted presentation of the book. | |
| std::auto_ptr< OrderBook > | snapshot () const |
| Creates an immutable snapshot of the book. | |
| const PriceLevels & | asks () const |
| Returns a set of descending bid prices for the given security. | |
| const PriceLevels & | bids () const |
| Returns a set of ascending ask prices for the given security. | |
| bool | bestAsk (Price8 &price, Quantity &quantity) const |
| bool | bestBid (Price8 &price, Quantity &quantity) const |
Order Book.
A set of bid prices and ask prices for the given security (bids are descending and asks are ascending). The quantity is provided at each price level.