OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
API documentation
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OrderBook.h File Reference

Go to the source code of this file.

Classes

struct  OrderInfo
struct  PriceLevel
struct  PriceLevelCollections
class  OrderBook

Namespaces

namespace  OnixS
namespace  OnixS::FmxUST
namespace  OnixS::FmxUST::MarketData
namespace  OnixS::FmxUST::MarketData::Bimp

Typedefs

typedef std::vector< OrderInfoOrderInfos
typedef PriceLevelCollections::Array PriceLevels
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Functions

bool operator== (const PriceLevel &l, const PriceLevel &r) ONIXS_FMXUST_BIMP_NOTHROW
bool isValid (const PriceLevel &level) ONIXS_FMXUST_BIMP_NOTHROW
const PricegetPrice (const PriceLevel &level) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)