EPAM B2BITS CME MDP Handler C++
5.4.2
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Consolidated order book top. More...
#include <B2BITS_CmeMdpOrderBook.h>
Public Member Functions | |
virtual Instrument * | getInstrument () const =0 |
virtual const ConsolidatedOrderBookLevel & | bidLevel () const =0 |
virtual const ConsolidatedOrderBookLevel & | askLevel () const =0 |
Protected Member Functions | |
virtual | ~ConsolidatedOrderBookTop () |
Consolidated order book top.
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inlineprotectedvirtual |
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pure virtual |
Returns order book top ask side level.
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pure virtual |
Returns order book top bid side level.
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pure virtual |
Returns owning instrument.