BookImpl.h File Reference

#include <OnixS/SgxTitan/MarketData/Itch/Enumerations.h>
#include <OnixS/SgxTitan/MarketData/Itch/OrderBook.h>
#include <OnixS/HandlerCore/OrderBook.h>
#include <OnixS/Core/Memory/FixedBlockAllocator.h>
#include "NamespaceHelper.h"

Go to the source code of this file.

Classes
struct	Order
struct	BaseFullOrderDepthBook
class	OrderBookInternal
class	OrderBookAllocator

Namespaces
	OnixS
	OnixS::SgxTitan
	OnixS::SgxTitan::MarketData
	OnixS::SgxTitan::MarketData::Itch
	OnixS::HandlerCore
	OnixS::HandlerCore::MarketData
	OnixS::HandlerCore::MarketData::Detail

Typedefs
typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook< PriceLevel, Order, OrderId, Price, BaseFullOrderDepthBook >	OrderDepthBook

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)
size_t	getHash (const OnixS::SgxTitan::MarketData::Itch::OrderId &value)