OrderBook Class Reference

#include <OnixS/Senaf/MarketData/OrderBook.h>

Public Member Functions
MarketId	marketId () const
std::size_t	depth () const
bool	empty () const
const PriceLevelArray &	bids () const
const PriceLevelArray &	asks () const
std::string	brief () const
void	brief (std::string &) const
std::string	toString () const
void	toString (std::string &) const
	~OrderBook ()

Friends
class	OrderBookProcessor

Detailed Description

Definition at line 67 of file OrderBook.h.

Constructor & Destructor Documentation

~OrderBook

(

)

Destructor.

Member Function Documentation

const PriceLevelArray& asks

(

)

const

Gets offer side of the price level 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 111 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.

std::string toString ( ) const

inline

String presentation of the book.

Definition at line 118 of file OrderBook.h.

void toString

(

std::string &

)

const

String presentation of the book.

Friends And Related Function Documentation

friend class OrderBookProcessor

friend

Definition at line 69 of file OrderBook.h.

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

• include/OnixS/Senaf/MarketData/OrderBook.h