Book associated with the market. More...

Public Types
enum	{ DepthOfBook = 5 }
	This value indicates max depth of book.

Public Member Functions
virtual const BookSummary &	summary () const =0
	Returns a set of summary fields.

virtual const PriceLevels &	asks () const =0
	Returns a set of ascending ask prices for the given security.

virtual const PriceLevels &	bids () const =0
	Returns a set of descending bid prices for the given security.

virtual std::string	toString () const =0
	Returns the string representation.

Protected Member Functions
virtual	~OrderBook ()
	Life-time of market book objects is not supposed to be maintained by public users. More...

Detailed Description

Book associated with the market.

Depth of Book is restricted to 3 levels.

Constructor & Destructor Documentation

virtual ~OrderBook ( )

inlineprotectedvirtual

Life-time of market book objects is not supposed to be maintained by public users.