OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
OrderBookInternal Member List

This is the complete list of members for OrderBookInternal, including all inherited members.

AskFullOrderDepthMap typedefOrderBookInternal
askOrders()OrderBookInternal
askOrders() const OrderBookInternal
asks() const OrderBook
bestAsk(Price &price, Quantity &quantity) const OrderBook
bestBid(Price &price, Quantity &quantity) const OrderBook
BidFullOrderDepthMap typedefOrderBookInternal
bidOrders()OrderBookInternal
bidOrders() const OrderBookInternal
bids() const OrderBook
BookSide typedefOrderBookInternal
checkSanity() const OrderBookInternal
clear()OrderBookInternal
depth() const OrderBook
empty() const OrderBook
getUserPointer() const OrderBook
operator delete(void *)OrderBookInternalstatic
operator delete(void *, void *)OrderBookInternalstatic
operator new(std::size_t)OrderBookInternalstatic
operator new(std::size_t, void *)OrderBookInternalstatic
OrderBook()OrderBook
orderBookId() const OrderBook
OrderBookInternal(const OrderBookId &id, size_t bookDepth, size_t maxAggregatedPriceLevelsCount=(size_t)-1, const PoolManagerPtr &poolManager=PoolManagerPtr())OrderBookInternal
OrderIdMap typedefOrderBookInternal
PoolManager typedefOrderBookInternal
PoolManagerPtr typedefOrderBookInternal
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()OrderBookvirtual
~OrderBookInternal()OrderBookInternalvirtual