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OnixS ICE iMpact Multicast Feed Handler for C++
3.13.0.0
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OnixS ICE iMpact Multicast Feed Handler for C++
3.13.0.0
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Book instance composing price level book and full order depth book. More...
Public Member Functions | |
| MarketId | marketId () const |
| Unique identifier of a market. | |
| std::size_t | depth () const |
| Returns the maximum book depth. | |
| bool | empty () const |
| Indicates whether book has no bids & asks. | |
| const PriceLevelArray & | bids () const |
| Gets bid side of the price level book. | |
| const PriceLevelArray & | offers () const |
| Gets offer side of the price level book. | |
| const OrderArray & | bidOrders () const |
| Gets bid side of the full order depth book. | |
| const OrderArray & | offerOrders () const |
| Gets offer side of the full order depth book. | |
| std::string | brief () const |
| Returns brief book info. | |
| void | brief (std::string &) const |
| Appends brief book info to the string. | |
| std::string | toString () const |
| String presentation of the book. | |
| void | toString (std::string &) const |
| String presentation of the book. | |
| const OrderBook * | snapshot () const |
| Creates immutable snapshot of the book owned by caller. More... | |
| ~OrderBook () | |
| Destructor. | |
Friends | |
| class | OrderBookHolder |
Book instance composing price level book and full order depth book.
| const OrderBook* snapshot | ( | ) | const |
Creates immutable snapshot of the book owned by caller.
It's responsibility of caller to delete returned snapshot.