OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
OrderBook Class Reference

#include <OrderBook.h>

Public Member Functions

MarketId marketId () const
 
std::size_t depth () const
 
bool empty () const
 
const PriceLevelArraybids () const
 
const PriceLevelArrayoffers () const
 
const OrderArraybidOrders () const
 
const OrderArrayofferOrders () const
 
std::string brief () const
 
void brief (std::string &) const
 
std::string toString () const
 
void toString (std::string &) const
 
const OrderBooksnapshot () const
 
 ~OrderBook ()
 

Friends

class OrderBookHolder
 

Detailed Description

Definition at line 126 of file OrderBook.h.

Constructor & Destructor Documentation

~OrderBook ( )

Destructor.

Member Function Documentation

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.

Friends And Related Function Documentation

friend class OrderBookHolder
friend

Definition at line 170 of file OrderBook.h.


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