OrderBookInternal Class Reference

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

Collaboration diagram for OrderBookInternal:

Public Types
typedef OrderDepthBook::AskFullOrderDepthMap	AskFullOrderDepthMap
typedef OrderDepthBook::BidFullOrderDepthMap	BidFullOrderDepthMap
typedef OrderDepthBook::PoolManager	PoolManager
typedef OrderDepthBook::PoolManagerPtr	PoolManagerPtr
typedef OrderDepthBook::OrderIdMap	OrderIdMap
typedef OrderIdMap::Map	BookSide

Public Member Functions
	OrderBookInternal (const OrderBookId &id, size_t bookDepth, size_t maxAggregatedPriceLevelsCount=(size_t)-1, const PoolManagerPtr &poolManager=PoolManagerPtr())
virtual	~OrderBookInternal ()
AskFullOrderDepthMap &	askOrders ()
const AskFullOrderDepthMap &	askOrders () const
BidFullOrderDepthMap &	bidOrders ()
const BidFullOrderDepthMap &	bidOrders () const
void	remove (const OrderId &orderId)
void	clear ()
void	checkSanity () const
Public Member Functions inherited from OrderBook
	OrderBook ()
virtual	~OrderBook ()
OrderBookId	orderBookId () const
bool	empty () const
const PriceLevels &	asks () const
const PriceLevels &	bids () const
size_t	depth () const
std::string	toString () const
void	toString (std::string &) const
std::string	toShortString () const
void	toShortString (std::string &) const
std::string	toFormattedString () const
void	toFormattedString (std::string &) const
bool	bestAsk (Price &price, Quantity &quantity) const
bool	bestBid (Price &price, Quantity &quantity) const
void	setUserPointer (void *pointer)
void *	getUserPointer () const

Static Public Member Functions
static void *	operator new (std::size_t)
static void	operator delete (void *)
static void *	operator new (std::size_t, void *)
static void	operator delete (void *, void *)

Detailed Description

Definition at line 62 of file BookImpl.h.

Member Typedef Documentation

typedef OrderDepthBook::AskFullOrderDepthMap AskFullOrderDepthMap

Definition at line 65 of file BookImpl.h.

typedef OrderDepthBook::BidFullOrderDepthMap BidFullOrderDepthMap

Definition at line 66 of file BookImpl.h.

typedef OrderIdMap::Map BookSide

Definition at line 70 of file BookImpl.h.

typedef OrderDepthBook::OrderIdMap OrderIdMap

Definition at line 69 of file BookImpl.h.

typedef OrderDepthBook::PoolManager PoolManager

Definition at line 67 of file BookImpl.h.

typedef OrderDepthBook::PoolManagerPtr PoolManagerPtr

Definition at line 68 of file BookImpl.h.

Constructor & Destructor Documentation

OrderBookInternal	(	const OrderBookId &	id,
		size_t	bookDepth,
		size_t	maxAggregatedPriceLevelsCount = (size_t)-1,
		const PoolManagerPtr &	poolManager = PoolManagerPtr()
	)

Definition at line 96 of file BookImpl.cpp.

~OrderBookInternal ( )

virtual

Definition at line 108 of file BookImpl.cpp.

Member Function Documentation

OrderBookInternal::AskFullOrderDepthMap & askOrders

(

)

Definition at line 270 of file BookImpl.cpp.

const OrderBookInternal::AskFullOrderDepthMap & askOrders

(

)

const

Definition at line 275 of file BookImpl.cpp.

OrderBookInternal::BidFullOrderDepthMap & bidOrders

(

)

Definition at line 280 of file BookImpl.cpp.

const OrderBookInternal::BidFullOrderDepthMap & bidOrders

(

)

const

Definition at line 285 of file BookImpl.cpp.

void checkSanity

(

)

const

Definition at line 175 of file BookImpl.cpp.

void clear

(

)

Definition at line 295 of file BookImpl.cpp.

void operator delete ( void *  )

static

Definition at line 162 of file BookImpl.cpp.

void operator delete ( void *  , void *    )

static

Definition at line 171 of file BookImpl.cpp.

void * operator new ( std::size_t  )

static

Definition at line 157 of file BookImpl.cpp.

void * operator new ( std::size_t  , void *  p  )

static

Definition at line 166 of file BookImpl.cpp.

void remove

(

const OrderId &

orderId

)

Definition at line 290 of file BookImpl.cpp.

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

• src/BookImpl.h
• src/BookImpl.cpp