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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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Go to the source code of this file.
Namespaces | |
| OnixS | |
| OnixS::SgxTitan | |
| OnixS::SgxTitan::MarketData | |
| OnixS::SgxTitan::MarketData::Itch | |
Functions | |
| void | addOrder (const Order &order, PriceLevel &level) |
| void | removeOrder (const Order &order, PriceLevel &level) |
| bool | isOrderAffectsPriceLevel (const Order &order) |
| const OrderId & | getOrderId (const Order &order) |
| const Price & | getPrice (const Order &order) |
| size_t | hash_value (OrderBookInternal const &book) |