Public Member Functions
MarketId	marketId () const
std::size_t	depth () const
bool	empty () const
const PriceLevelArray &	bids () const
const PriceLevelArray &	offers () const
const OrderArray &	bidOrders () const
const OrderArray &	offerOrders () const
std::string	brief () const
void	brief (std::string &) const
std::string	toString () const
void	toString (std::string &) const
const OrderBook *	snapshot () const
	~OrderBook ()

Friends
class	OrderBookHolder

Detailed Description

Definition at line 126 of file OrderBook.h.

Constructor & Destructor Documentation

◆ ~OrderBook()

~OrderBook ( )

Destructor.

Member Function Documentation

◆ bidOrders()

const OrderArray & bidOrders ( ) const

Gets bid side of the full order depth book. The bid orders are stored in order of arrival.

Note: Always empty for price level books.

◆ bids()

const PriceLevelArray & bids ( ) const

Gets bid side of the price level book. The bids are stored in descending order based on price.

Note: Could be affected by the bid orders.

◆ brief() [1/2]

std::string brief ( ) const

inline

Returns brief book info.

Definition at line 194 of file OrderBook.h.

◆ brief() [2/2]

void brief ( std::string & ) const

Appends brief book info to the string.

◆ depth()

std::size_t depth ( ) const

Returns the maximum book depth.

◆ empty()

bool empty ( ) const

Indicates whether book has no bids & asks.

◆ marketId()

MarketId marketId ( ) const

Unique identifier of a market.

◆ offerOrders()

const OrderArray & offerOrders ( ) const

Gets offer side of the full order depth book. The offer orders are stored in order of arrival.

Note: Always empty for price level books.

◆ offers()

const PriceLevelArray & offers ( ) const

Gets offer side of the price level book. The offers are stored in ascending order based on price.

Note: Could be affected by the offer orders.

◆ snapshot()

const OrderBook * snapshot ( ) const

Creates immutable snapshot of the book owned by caller. It's responsibility of caller to delete returned snapshot.

◆ toString() [1/2]

std::string toString ( ) const

inline

String presentation of the book.

Definition at line 201 of file OrderBook.h.

◆ toString() [2/2]

void toString ( std::string & ) const