BookManagement Class Reference

#include <BookManagement.h>

Public Types
typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type >	MboBookManagement
typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth >	DirectBookManagement
typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth >	ImpliedBookManagement
typedef BaseBookManagement< ImpliedBboTracking >	ConsolidatedBookManagement

Public Member Functions
	BookManagement ()
const MboBookManagement &	mboBooks () const
MboBookManagement &	mboBooks ()
const DirectBookManagement &	directBooks () const
DirectBookManagement &	directBooks ()
const ImpliedBookManagement &	impliedBooks () const
ImpliedBookManagement &	impliedBooks ()
const ConsolidatedBookManagement &	consolidatedBooks () const
ConsolidatedBookManagement &	consolidatedBooks ()
BookUpdateNotification::Enum	updateNotification () const
void	updateNotification (BookUpdateNotification::Enum value)

Detailed Description

Definition at line 525 of file BookManagement.h.

Member Typedef Documentation

typedef BaseBookManagement< ImpliedBboTracking > ConsolidatedBookManagement

Management and tracking parameters for consolidated books.

Definition at line 561 of file BookManagement.h.

typedef FixedDepthBookManagement< DirectBboTracking, MbpBookDepth > DirectBookManagement

Management and tracking parameters for direct books.

Definition at line 544 of file BookManagement.h.

typedef FixedDepthBookManagement< ImpliedBboTracking, MbpBookDepth > ImpliedBookManagement

Management and tracking parameters for implied books.

Definition at line 553 of file BookManagement.h.

typedef AnyDepthBookManagement< MboBboTracking, SortedOrders::size_type > MboBookManagement

Management and tracking parameters for MBO books.

Definition at line 535 of file BookManagement.h.

Constructor & Destructor Documentation

BookManagement ( )

inline

Initializes instance with default values.

Definition at line 564 of file BookManagement.h.

Member Function Documentation

const ConsolidatedBookManagement& consolidatedBooks ( ) const

inline

Management and tracking parameters for consolidated books.

Definition at line 623 of file BookManagement.h.

ConsolidatedBookManagement& consolidatedBooks ( )

inline

Management and tracking parameters for consolidated books.

Definition at line 630 of file BookManagement.h.

const DirectBookManagement& directBooks ( ) const

inline

Management and tracking parameters for direct books.

Definition at line 593 of file BookManagement.h.

DirectBookManagement& directBooks ( )

inline

Management and tracking parameters for direct books.

Definition at line 600 of file BookManagement.h.

const ImpliedBookManagement& impliedBooks ( ) const

inline

Management and tracking parameters for implied books.

Definition at line 608 of file BookManagement.h.

ImpliedBookManagement& impliedBooks ( )

inline

Management and tracking parameters for implied books.

Definition at line 615 of file BookManagement.h.

const MboBookManagement& mboBooks ( ) const

inline

Management and tracking parameters for direct books.

Definition at line 578 of file BookManagement.h.

MboBookManagement& mboBooks ( )

inline

Management and tracking parameters for direct books.

Definition at line 585 of file BookManagement.h.

BookUpdateNotification::Enum updateNotification ( ) const

inline

Defines the way Handler raises onBookUpdated callbacks.

Note

Default is BookUpdateNotification::OnEndOfEvent.

Definition at line 639 of file BookManagement.h.

void updateNotification ( BookUpdateNotification::Enum  value )

inline

Defines the way Handler raises order book update event.

Definition at line 646 of file BookManagement.h.

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

• /work/include/OnixS/CME/MDH/BookManagement.h