31 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
56 #if defined(ONIXS_SGXTITAN_ITCH_COMPILER_CXX_RVALUE_REFERENCES) && ONIXS_SGXTITAN_ITCH_COMPILER_CXX_RVALUE_REFERENCES 58 PriceLevel(PriceLevel&&)
62 operator=(PriceLevel&& other)
67 PriceLevel(
const PriceLevel&);
70 operator=(
const PriceLevel& other);
73 const Price& price()
const;
88 std::string toString()
const;
91 void toString (std::string&)
const;
95 void price (
const Price& value);
104 void removeOrderId (
OrderId id);
118 ONIXS_SGXTITAN_ITCH_API
125 typedef std::vector<PriceLevel>
Array;
165 size_t depth()
const;
168 std::string toString()
const;
171 void toString (std::string&)
const;
174 std::string toShortString()
const;
177 void toShortString (std::string&)
const;
180 std::string toFormattedString()
const;
183 void toFormattedString (std::string&)
const;
190 void setUserPointer (
void* pointer);
193 void* getUserPointer()
const;
199 virtual size_t doDepth()
const = 0;
200 virtual bool doBestAsk (
Price& price,
Quantity& quantity)
const = 0;
201 virtual bool doBestBid (
Price& price,
Quantity& quantity)
const = 0;
208 ONIXS_SGXTITAN_ITCH_API
214 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
UInt64 OrderId
Alias for OrderId type.
Miscellaneous traits for PriceLevel class.
void checkSanity(const OrderBook &book)
checks whether the given book is properly built
Encapsulates price level concept.
#define ONIXS_SGXTITAN_ITCH_NOTHROW
UInt64 Quantity
Alias for Quantity type.
UInt32 OrderBookId
Alias for Security Id type.
PriceLevelCollections::Array PriceLevels
Sequence of price levels.
std::vector< PriceLevel > Array
Sequential collection of price levels.
const Price & getPrice(const PriceLevel &level)
std::vector< OrderInfo > OrderInfos
ONIXS_SGXTITAN_ITCH_API std::ostream & operator<<(std::ostream &stream, const OrderBook &book)
bool isValid(const PriceLevel &level)
Array::iterator ArrayEntry
Mutable entry iterator.
PriceLevelCollections::ArrayEntry PriceLevelsEntry
Iterator to access price levels with write permissions.
PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
Iterator over read-only collection of price levels.
Array::const_iterator ArrayConstEntry
Iterator for read-only access.