OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
DirectBboTracking Class Reference

#include <BookManagement.h>

Collaboration diagram for DirectBboTracking:

Public Member Functions

 DirectBboTracking ()
 
const BboThreshold & numberOfOrders () const
 
BboThreshold & numberOfOrders ()
 
bool enabled () const
 
bool exceeded (const DirectPriceLevel &previous, const DirectPriceLevel &current) const
 
- Public Member Functions inherited from ImpliedBboTracking
 ImpliedBboTracking ()
 
const BboThreshold & price () const
 
BboThreshold & price ()
 
const BboThreshold & quantity () const
 
BboThreshold & quantity ()
 
bool enabled () const
 
bool exceeded (const ImpliedPriceLevel &previous, const ImpliedPriceLevel &current) const
 

Detailed Description

Definition at line 278 of file BookManagement.h.

Constructor & Destructor Documentation

DirectBboTracking ( )
inline

Initializes tracking.

Definition at line 286 of file BookManagement.h.

Member Function Documentation

bool enabled ( ) const
inline

Indicates whether tracking enabled at all.

Definition at line 305 of file BookManagement.h.

bool exceeded ( const DirectPriceLevel &  previous,
const DirectPriceLevel &  current 
) const
inline

Checks whether any of thresholds is exceeded.

Definition at line 316 of file BookManagement.h.

const BboThreshold& numberOfOrders ( ) const
inline

Tracking for order quantity.

Definition at line 293 of file BookManagement.h.

BboThreshold& numberOfOrders ( )
inline

Tracking for order quantity.

Definition at line 299 of file BookManagement.h.


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