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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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This is the complete list of members for OrderBookHolder, including all inherited members.
| BookPtr typedef | OrderBookHolder | |
| BookRegistry typedef | OrderBookHolder | |
| onBookOutOfDate(const boost::function< void(const OrderBookInternal &)> &onOrderBookOutOfDate) | OrderBookHolder | |
| onOrderAdd(const AddOrderMsg &) | OrderBookHolder | |
| OnOrderBookUpdatedCallback typedef | OrderBookHolder | |
| onOrderDelete(const OrderDeleteMsg &) | OrderBookHolder | |
| onOrderExecuted(const OrderExecutedMsg &) | OrderBookHolder | |
| onOrderExecutedWithPrice(const OrderExecutedWithPriceMsg &) | OrderBookHolder | |
| onOrderReplace(const OrderReplaceMsg &) | OrderBookHolder | |
| OrderBookHolder(const OnOrderBookUpdatedCallback &onOrderBookUpdated, OrderBookAllocator *bookAllocator, size_t bookDepth=DefaultBookDepth) | OrderBookHolder | |
| reset() | OrderBookHolder | |
| snapshotRecoveryFinished() | OrderBookHolder | |
| snapshotRecoveryStarted() | OrderBookHolder |