Cme::Mdp::OrderBookSide Class Reference

Order book side. More...

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions
virtual u32	getDepth () const =0
virtual const OrderBookLevel &	getTopLevel () const =0
virtual const OrderBookLevel &	getLevel (u32 level) const =0
virtual const OrderBookLevel &	getBottomLevel () const =0

Protected Member Functions
virtual	~OrderBookSide ()

Detailed Description

Order book side.

Constructor & Destructor Documentation

virtual Cme::Mdp::OrderBookSide::~OrderBookSide ( )

inlineprotectedvirtual

Member Function Documentation

virtual const OrderBookLevel& Cme::Mdp::OrderBookSide::getBottomLevel ( ) const

pure virtual

Returns order book side bottom level.

Returns

Reference to the order book bottom level.

virtual u32 Cme::Mdp::OrderBookSide::getDepth ( ) const

pure virtual

Returns order book side depth.

Returns

Order book side depth.

virtual const OrderBookLevel& Cme::Mdp::OrderBookSide::getLevel ( u32  level ) const

pure virtual

Returns Order book side level by 1-based index.

Returns

Reference to the order book level.

virtual const OrderBookLevel& Cme::Mdp::OrderBookSide::getTopLevel ( ) const

pure virtual

Returns order book side top level.

Returns

Reference to the order book top level.