OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
Public Member Functions | List of all members
OrderBook Class Referenceabstract

#include <OnixS/FenicsUST/MarketData/Bimp/OrderBook.h>

Public Member Functions

 OrderBook ()
 
virtual ~OrderBook ()
 
InstrumentId instrumentId () const
 
bool empty () const ONIXS_FENICSUST_BIMP_NOTHROW
 
bool bestAsk (Price &price, Quantity &quantity) const
 
bool bestBid (Price &price, Quantity &quantity) 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
 
const PriceLevels & asks () const
 
const PriceLevels & bids () const
 
UInt64 lastMessageSeqNumApplied () const
 

Detailed Description

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.

Definition at line 185 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook ( )
virtual ~OrderBook ( )
inlinevirtual

Destruction interface.

Definition at line 192 of file OrderBook.h.

Member Function Documentation

const PriceLevels & asks ( ) const
inline

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

Definition at line 308 of file OrderBook.h.

bool bestAsk ( Price &  price,
Quantity &  quantity 
) const
inline

Definition at line 318 of file OrderBook.h.

bool bestBid ( Price &  price,
Quantity &  quantity 
) const
inline

Definition at line 323 of file OrderBook.h.

const PriceLevels & bids ( ) const
inline

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

Definition at line 313 of file OrderBook.h.

bool empty ( ) const
inline

Indicates whether book has no bids & asks.

Definition at line 333 of file OrderBook.h.

InstrumentId instrumentId ( ) const
inline

Instrument Id.

Definition at line 328 of file OrderBook.h.

UInt64 lastMessageSeqNumApplied ( ) const
inline

Returns Last Message Seq Num Applied to the Book.

Definition at line 339 of file OrderBook.h.

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.

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