OrderBookHolder Class Reference

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

Public Types
typedef OrderBookRegistry< OrderBookId, OrderBookInternal, OrderBookCreator >	BookRegistry
typedef BookRegistry::BookPtr	BookPtr
typedef boost::function< void(const OrderBookInternal &)>	OnOrderBookUpdatedCallback

Public Member Functions
	OrderBookHolder (const OnOrderBookUpdatedCallback &onOrderBookUpdated, OrderBookAllocator *bookAllocator, size_t bookDepth=DefaultBookDepth)
void	onOrderAdd (const AddOrderMsg &)
void	onOrderReplace (const OrderReplaceMsg &)
void	onOrderExecuted (const OrderExecutedMsg &)
void	onOrderExecutedWithPrice (const OrderExecutedWithPriceMsg &)
void	onOrderDelete (const OrderDeleteMsg &)
void	onBookOutOfDate (const boost::function< void(const OrderBookInternal &)> &onOrderBookOutOfDate)
void	reset ()
void	snapshotRecoveryStarted ()
void	snapshotRecoveryFinished ()

Detailed Description

Definition at line 69 of file OrderBookHolder.h.

Member Typedef Documentation

typedef BookRegistry::BookPtr BookPtr

Definition at line 73 of file OrderBookHolder.h.

typedef OrderBookRegistry<OrderBookId, OrderBookInternal, OrderBookCreator> BookRegistry

Definition at line 72 of file OrderBookHolder.h.

typedef boost::function<void(const OrderBookInternal&)> OnOrderBookUpdatedCallback

Definition at line 74 of file OrderBookHolder.h.

Constructor & Destructor Documentation

OrderBookHolder	(	const OnOrderBookUpdatedCallback &	onOrderBookUpdated,
		OrderBookAllocator *	bookAllocator,
		size_t	bookDepth = DefaultBookDepth
	)

Definition at line 63 of file OrderBookHolder.cpp.

Member Function Documentation

void onBookOutOfDate

(

const boost::function< void(const OrderBookInternal &)> &

onOrderBookOutOfDate

)

Definition at line 328 of file OrderBookHolder.cpp.

void onOrderAdd

(

const AddOrderMsg &

message

)

Definition at line 88 of file OrderBookHolder.cpp.

void onOrderDelete

(

const OrderDeleteMsg &

message

)

Definition at line 287 of file OrderBookHolder.cpp.

void onOrderExecuted

(

const OrderExecutedMsg &

message

)

Definition at line 154 of file OrderBookHolder.cpp.

void onOrderExecutedWithPrice

(

const OrderExecutedWithPriceMsg &

message

)

Definition at line 203 of file OrderBookHolder.cpp.

void onOrderReplace

(

const OrderReplaceMsg &

message

)

Definition at line 254 of file OrderBookHolder.cpp.

void reset

(

)

Definition at line 315 of file OrderBookHolder.cpp.

void snapshotRecoveryFinished

(

)

Definition at line 77 of file OrderBookHolder.cpp.

void snapshotRecoveryStarted

(

)

Definition at line 72 of file OrderBookHolder.cpp.

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

• src/OrderBookHolder.h
• src/OrderBookHolder.cpp