OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Public Types | Public Member Functions | List of all members
OrderBookCreator Class Reference

#include </work/src/OrderBookHolder.h>

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Public Types

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBookCreator< OrderBookInternal, false > FullOrderDepthBookCreator
 
typedef OrderBookInternal::OrderIdMap OrderIdMap
 

Public Member Functions

 OrderBookCreator (size_t bookDepth, OrderBookAllocator *bookAllocator)
 
 OrderBookCreator (const OrderBookCreator &other)
 
boost::shared_ptr< OrderBookInternal > operator() (const OrderBookId &id) const
 
void reset ()
 

Detailed Description

Definition at line 52 of file OrderBookHolder.h.

Member Typedef Documentation

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBookCreator<OrderBookInternal, false> FullOrderDepthBookCreator

Definition at line 55 of file OrderBookHolder.h.

typedef OrderBookInternal::OrderIdMap OrderIdMap

Definition at line 56 of file OrderBookHolder.h.

Constructor & Destructor Documentation

OrderBookCreator ( size_t  bookDepth,
OrderBookAllocator *  bookAllocator 
)

Definition at line 31 of file OrderBookHolder.cpp.

OrderBookCreator ( const OrderBookCreator &  other)

Definition at line 38 of file OrderBookHolder.cpp.

Member Function Documentation

boost::shared_ptr< OrderBookInternal > operator() ( const OrderBookId &  id) const

Definition at line 46 of file OrderBookHolder.cpp.

void reset ( )

Definition at line 58 of file OrderBookHolder.cpp.

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