EPAM B2BITS CME MDP Handler C++  5.4.2
Public Member Functions | Protected Member Functions | List of all members
Cme::Mdp::OrderBook Class Referenceabstract

Order book. More...

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions

virtual InstrumentgetInstrument () const =0
 
virtual u32 getMaxDepth () const =0
 
virtual const OrderBookSidebidSide () const =0
 
virtual const OrderBookSideaskSide () const =0
 

Protected Member Functions

virtual ~OrderBook ()
 

Detailed Description

Order book.

Constructor & Destructor Documentation

virtual Cme::Mdp::OrderBook::~OrderBook ( )
inlineprotectedvirtual

Member Function Documentation

virtual const OrderBookSide& Cme::Mdp::OrderBook::askSide ( ) const
pure virtual

Returns order book ask side.

Returns
Reference to the order book ask side.
virtual const OrderBookSide& Cme::Mdp::OrderBook::bidSide ( ) const
pure virtual

Returns order book bid side.

Returns
Reference to the order book bid side.
virtual Instrument* Cme::Mdp::OrderBook::getInstrument ( ) const
pure virtual

Returns owning instrument.

Returns
Reference to the instrument instance.
virtual u32 Cme::Mdp::OrderBook::getMaxDepth ( ) const
pure virtual

Returns maximal order book depth.

Returns
Maximal order book depth.