OrderBook.h File Reference

#include "Export.h"
#include "Containers.h"
#include "Rational.h"
#include "Time.h"
#include "Types.h"

Go to the source code of this file.

Classes
struct	PriceLevel
struct	Order
class	OrderBook

Namespaces
	OnixS
	OnixS::ICE
	OnixS::ICE::iMpact
	OnixS::ICE::iMpact::MarketData

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