ConsolidatedOrderBookTop Class Reference

Consolidated order book top.

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions
virtual Instrument *	getInstrument () 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.