OrderBook.h File Reference

#include <OnixS/FenicsUST/MarketData/Bimp/ABI.h>
#include <OnixS/FenicsUST/MarketData/Bimp/Defines.h>
#include <OnixS/FenicsUST/MarketData/Bimp/String.h>
#include <vector>
#include <memory>

Go to the source code of this file.

Classes
struct	OrderInfo
struct	PriceLevel
struct	PriceLevelCollections
class	OrderBook

Namespaces
	OnixS
	OnixS::FenicsUST
	OnixS::FenicsUST::MarketData
	OnixS::FenicsUST::MarketData::Bimp

Typedefs
typedef std::vector< OrderInfo >	OrderInfos
typedef PriceLevelCollections::Array	PriceLevels
typedef PriceLevelCollections::ArrayEntry	PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry	PriceLevelsConstEntry

Functions
bool	operator== (const PriceLevel &l, const PriceLevel &r) ONIXS_FENICSUST_BIMP_NOTHROW
bool	isValid (const PriceLevel &level) ONIXS_FENICSUST_BIMP_NOTHROW
const Price &	getPrice (const PriceLevel &level) ONIXS_FENICSUST_BIMP_NOTHROW
ONIXS_FENICSUST_BIMP_API std::ostream &	operator<< (std::ostream &stream, const PriceLevel &value)