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

#include <BookManagement.h>

Public Member Functions

 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 184 of file BookManagement.h.

Constructor & Destructor Documentation

ImpliedBboTracking ( )
inline

Initializes tracking.

Definition at line 191 of file BookManagement.h.

Member Function Documentation

bool enabled ( ) const
inline

Indicates whether tracking enabled at all.

Definition at line 224 of file BookManagement.h.

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

Checks whether any of thresholds is exceeded.

Definition at line 235 of file BookManagement.h.

const BboThreshold& price ( ) const
inline

Price tracking attributes.

Definition at line 198 of file BookManagement.h.

BboThreshold& price ( )
inline

Price tracking attributes.

Definition at line 204 of file BookManagement.h.

const BboThreshold& quantity ( ) const
inline

Quantity tracking attributes.

Definition at line 212 of file BookManagement.h.

BboThreshold& quantity ( )
inline

Quantity tracking attributes.

Definition at line 218 of file BookManagement.h.


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