#include <OrderBook.h>

Detailed Description

Definition at line 126 of file OrderBook.h.

Constructor & Destructor Documentation

~OrderBook ( )

Destructor.

const OrderArray& bidOrders ( ) const

Gets bid side of the full order depth book.

const PriceLevelArray& bids ( ) const

Gets bid side of the price level book.

std::string brief ( ) const

inline

Returns brief book info.

Definition at line 182 of file OrderBook.h.

void brief ( std::string & ) const

Appends brief book info to the string.

std::size_t depth ( ) const

Returns the maximum book depth.

bool empty ( ) const

Indicates whether book has no bids & asks.

MarketId marketId ( ) const

Unique identifier of a market.

const OrderArray& offerOrders ( ) const

Gets offer side of the full order depth book.

const PriceLevelArray& offers ( ) const

Gets offer side of the price level book.

const OrderBook* snapshot ( ) const

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

std::string toString ( ) const

inline

String presentation of the book.

Definition at line 189 of file OrderBook.h.

void toString ( std::string & ) const

String presentation of the book.

friend class OrderBookHolder

friend

Definition at line 170 of file OrderBook.h.

The documentation for this class was generated from the following file: