OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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OnixS
SgxTitan
MarketData
Itch
OrderBookInternal
OrderBookInternal Member List
This is the complete list of members for
OrderBookInternal
, including all inherited members.
AskFullOrderDepthMap
typedef
OrderBookInternal
askOrders
()
OrderBookInternal
askOrders
() const
OrderBookInternal
asks
() const
OrderBook
bestAsk
(Price &price, Quantity &quantity) const
OrderBook
bestBid
(Price &price, Quantity &quantity) const
OrderBook
BidFullOrderDepthMap
typedef
OrderBookInternal
bidOrders
()
OrderBookInternal
bidOrders
() const
OrderBookInternal
bids
() const
OrderBook
BookSide
typedef
OrderBookInternal
checkSanity
() const
OrderBookInternal
clear
()
OrderBookInternal
depth
() const
OrderBook
empty
() const
OrderBook
getUserPointer
() const
OrderBook
operator delete
(void *)
OrderBookInternal
static
operator delete
(void *, void *)
OrderBookInternal
static
operator new
(std::size_t)
OrderBookInternal
static
operator new
(std::size_t, void *)
OrderBookInternal
static
OrderBook
()
OrderBook
orderBookId
() const
OrderBook
OrderBookInternal
(const OrderBookId &id, size_t bookDepth, size_t maxAggregatedPriceLevelsCount=(size_t)-1, const PoolManagerPtr &poolManager=PoolManagerPtr())
OrderBookInternal
OrderIdMap
typedef
OrderBookInternal
PoolManager
typedef
OrderBookInternal
PoolManagerPtr
typedef
OrderBookInternal
remove
(const OrderId &orderId)
OrderBookInternal
setUserPointer
(void *pointer)
OrderBook
toFormattedString
() const
OrderBook
toFormattedString
(std::string &) const
OrderBook
toShortString
() const
OrderBook
toShortString
(std::string &) const
OrderBook
toString
() const
OrderBook
toString
(std::string &) const
OrderBook
~OrderBook
()
OrderBook
virtual
~OrderBookInternal
()
OrderBookInternal
virtual