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 69 of file OrderBook.h.

Constructor & Destructor Documentation

◆ ~OrderBook()

~OrderBook ( )

Destructor.

Member Function Documentation

◆ asks()

const PriceLevelArray & asks ( ) const

Gets offer side of the price level book.

◆ bids()

const PriceLevelArray & bids ( ) const

Gets bid side of the price level book.

◆ brief() [1/2]

std::string brief ( ) const

inline

Returns brief book info.

Definition at line 114 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.

◆ toString() [1/2]

std::string toString ( ) const

inline

String presentation of the book.

Definition at line 121 of file OrderBook.h.

◆ toString() [2/2]

void toString ( std::string & ) const

String presentation of the book.

◆ OrderBookProcessor

friend class OrderBookProcessor

friend

Definition at line 71 of file OrderBook.h.

Public Member Functions

Friends