OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++  1.1.2.0
Public Member Functions | Public Attributes | List of all members
OrderBook Class Reference

Order book. More...

Public Member Functions

 OrderBook (const OrderBookId &id, const PriceLevels &asks, const PriceLevels &bids)
 Initialize default instance.
 
std::string toString () const
 Returns string representation.
 

Public Attributes

OrderBookId id
 Identifier of order book.
 
const PriceLevels & asks
 Ask levels.
 
const PriceLevels & bids
 Bid levels.
 

Detailed Description

Order book.