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OnixS SWXess Market Data Handler for C++
1.0.0.0
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OnixS SWXess Market Data Handler for C++
1.0.0.0
|
Order Book. More...
Public Types | |
| typedef std::string | SecurityID |
Public Member Functions | |
| OrderBook (Implementation::OrderBookImpl *impl) | |
| Base initialization. | |
| virtual | ~OrderBook () |
| Destruction interface. | |
| SecurityID | securityId () const |
| Unique instrument Id (tag 48) as qualified. | |
| bool | empty () const |
| Indicates whether book has no bids & asks. | |
| const PriceLevels & | asks () const |
| Returns a set of descending bid prices for the given security. | |
| const PriceLevels & | bids () const |
| Returns a set of ascending ask prices for the given security. | |
| std::string | toString () const |
| String presentation of the book. | |
| void | toString (std::string &) const |
| String presentation of the book. | |
| std::string | toShortString () const |
| Returns brief book info. | |
| void | toShortString (std::string &) const |
| Appends brief book info to the string. | |
| std::string | toFormattedString () const |
| Returns formatted presentation of the book. | |
| void | toFormattedString (std::string &) const |
| Appends Formatted presentation of the book. | |
| std::auto_ptr< OrderBook > | snapshot () const |
| Creates a read-only snapshot of the workbook. | |
Order Book.
A set of bid prices and ask prices for the given security (bids are descending and asks are ascending). The quantity is provided at each price level.