Order book.
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#include <B2BITS_CmeMdpOrderBook.h>
virtual Cme::Mdp::OrderBook::~OrderBook |
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inlineprotectedvirtual |
virtual const OrderBookSide& Cme::Mdp::OrderBook::askSide |
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const |
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pure virtual |
Returns order book ask side.
- Returns
- Reference to the order book ask side.
virtual const OrderBookSide& Cme::Mdp::OrderBook::bidSide |
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const |
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pure virtual |
Returns order book bid side.
- Returns
- Reference to the order book bid side.
virtual Instrument* Cme::Mdp::OrderBook::getInstrument |
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const |
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pure virtual |
Returns owning instrument.
- Returns
- Reference to the instrument instance.
virtual u32 Cme::Mdp::OrderBook::getMaxDepth |
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const |
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pure virtual |
Returns maximal order book depth.
- Returns
- Maximal order book depth.