OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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OrderBook.h File Reference

Go to the source code of this file.

Classes

struct  PriceLevel
struct  Order
class  OrderBook

Namespaces

namespace  OnixS
namespace  OnixS::ICE
namespace  OnixS::ICE::iMpact
namespace  OnixS::ICE::iMpact::MarketData

Typedefs

typedef ArrayRef< const PriceLevel, std::size_t > PriceLevelArray
typedef ArrayRef< const Order, std::size_t > OrderArray