Book.cpp File Reference

#include <OnixS/SgxTitan/MarketData/Itch/OrderBook.h>
#include "BookImpl.h"
#include <algorithm>
#include <sstream>
#include <boost/format.hpp>
#include <boost/foreach.hpp>
#include "NamespaceHelper.h"

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Classes
struct	FindById

Namespaces
	OnixS
	OnixS::SgxTitan
	OnixS::SgxTitan::MarketData
	OnixS::SgxTitan::MarketData::Itch

Functions
const Price &	getPrice (const PriceLevel &level)
bool	isValid (const PriceLevel &level) throw ()
ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const PriceLevel &value)
void	checkSanity (const OrderBook &book)

Variables
const size_t	OrderIdsDefaultSize = 10