OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
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