OrderBook.h File Reference

#include <vector>
#include <OnixS/SgxTitan/MarketData/Itch/Compiler.h>
#include <OnixS/SgxTitan/MarketData/Itch/ABI.h>
#include <OnixS/SgxTitan/MarketData/Itch/Defines.h>
#include <OnixS/SgxTitan/MarketData/Itch/Integral.h>
#include <OnixS/SgxTitan/MarketData/Itch/Price.h>

Go to the source code of this file.

Classes
struct	OrderInfo
struct	PriceLevel
struct	PriceLevelCollections
class	OrderBook

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

Typedefs
typedef std::vector< OrderInfo >	OrderInfos
typedef PriceLevelCollections::Array	PriceLevels
typedef PriceLevelCollections::ArrayEntry	PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry	PriceLevelsConstEntry

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)
ONIXS_SGXTITAN_ITCH_API std::ostream &	operator<< (std::ostream &stream, const OrderBook &book)
void	checkSanity (const OrderBook &book)