B2BITS CME MDP Handler API Reference
Public Member Functions | Protected Member Functions | List of all members
ConsolidatedOrderBookTop Class Referenceabstract

Consolidated order book top.

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions

virtual InstrumentgetInstrument () const =0
 Returns owning instrument. More...
 
virtual const
ConsolidatedOrderBookLevel
bidLevel () const =0
 Returns order book top bid side level. More...
 
virtual const
ConsolidatedOrderBookLevel
askLevel () const =0
 Returns order book top ask side level. More...
 

Protected Member Functions

virtual ~ConsolidatedOrderBookTop ()
 

Constructor & Destructor Documentation

virtual ~ConsolidatedOrderBookTop ( )
inlineprotectedvirtual

Member Function Documentation

virtual Instrument* getInstrument ( ) const
pure virtual
Returns
Reference to the instrument instance.
virtual const ConsolidatedOrderBookLevel& bidLevel ( ) const
pure virtual
Returns
Reference to the order book bid side level.
virtual const ConsolidatedOrderBookLevel& askLevel ( ) const
pure virtual
Returns
Reference to the order book ask side level.