FixedDepthBookManagement< BboTracking, Depth > Class Template Reference

#include <BookManagement.h>

Collaboration diagram for FixedDepthBookManagement< BboTracking, Depth >:

Public Member Functions
	FixedDepthBookManagement (Depth defaultDepth=0)
Depth	defaultDepth () const
void	defaultDepth (Depth value)
Public Member Functions inherited from BaseBookManagement< BboTracking >
	BaseBookManagement ()
bool	maintain () const
void	maintain (bool value)
const BboTracking &	bboTracking () const
BboTracking &	bboTracking ()

Detailed Description

template<class BboTracking, typename Depth>
class OnixS::CME::MDH::FixedDepthBookManagement< BboTracking, Depth >

Parameters affecting book management machinery for a particular book type (direct, implied, consolidated).

Definition at line 417 of file BookManagement.h.

Constructor & Destructor Documentation

FixedDepthBookManagement ( Depth  defaultDepth = 0 )

inline

Initializes instance with default values.

Definition at line 428 of file BookManagement.h.

Member Function Documentation

Depth defaultDepth ( ) const

inline

Defines default depth of order book for the security whose definition wasn't received or had no corresponding data.

Definition at line 438 of file BookManagement.h.

void defaultDepth ( Depth  value )

inline

Defines default depth of order book for the security whose definition wasn't received or had no corresponding data.

Definition at line 446 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