OrderBook Class Reference

#include <OnixS/SgxTitan/MarketData/Itch/OrderBook.h>

Public Member Functions
	OrderBook ()
virtual	~OrderBook ()
OrderBookId	orderBookId () const
bool	empty () const
const PriceLevels &	asks () const
const PriceLevels &	bids () const
size_t	depth () const
std::string	toString () const
void	toString (std::string &) const
std::string	toShortString () const
void	toShortString (std::string &) const
std::string	toFormattedString () const
void	toFormattedString (std::string &) const
bool	bestAsk (Price &price, Quantity &quantity) const
bool	bestBid (Price &price, Quantity &quantity) const
void	setUserPointer (void *pointer)
void *	getUserPointer () const

Detailed Description

Definition at line 143 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook

(

)

Base initialization.

Definition at line 261 of file Book.cpp.

~OrderBook ( )

virtual

Destruction interface.

Definition at line 266 of file Book.cpp.

Member Function Documentation

const PriceLevels & asks

(

)

const

Returns a set of descending bid prices for the given security.

Definition at line 305 of file Book.cpp.

bool bestAsk	(	Price &	price,
		Quantity &	quantity
	)		const

Definition at line 280 of file Book.cpp.

bool bestBid	(	Price &	price,
		Quantity &	quantity
	)		const

Definition at line 285 of file Book.cpp.

const PriceLevels & bids

(

)

const

Returns a set of ascending ask prices for the given security.

Definition at line 310 of file Book.cpp.

size_t depth

(

)

const

Returns the maximum book depth.

Definition at line 290 of file Book.cpp.

bool empty

(

)

const

Indicates whether book has no bids & asks.

Definition at line 300 of file Book.cpp.

void * getUserPointer

(

)

const

returns kept user data pointer

Definition at line 275 of file Book.cpp.

OrderBookId orderBookId

(

)

const

Unique instrument Id as qualified.

Definition at line 295 of file Book.cpp.

void setUserPointer

(

void *

pointer

)

sets user data pointer

Definition at line 270 of file Book.cpp.

std::string toFormattedString

(

)

const

Returns formatted presentation of the book.

Definition at line 362 of file Book.cpp.

void toFormattedString

(

std::string &

str

)

const

Appends Formatted presentation of the book.

Definition at line 371 of file Book.cpp.

std::string toShortString

(

)

const

Returns brief book info.

Definition at line 344 of file Book.cpp.

void toShortString

(

std::string &

str

)

const

Appends brief book info to the string.

Definition at line 353 of file Book.cpp.

std::string toString

(

)

const

String presentation of the book.

Definition at line 315 of file Book.cpp.

void toString

(

std::string &

str

)

const

String presentation of the book.

Definition at line 324 of file Book.cpp.

---

The documentation for this class was generated from the following files:

• include/OnixS/SgxTitan/MarketData/Itch/OrderBook.h
• src/Book.cpp