OrderBook Class Reference

Order book.

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions
virtual Instrument *	getInstrument () const =0
	Returns owning instrument. More...
virtual u32	getMaxDepth () const =0
	Returns maximal order book depth. More...
virtual const OrderBookSide &	bidSide () const =0
	Returns order book bid side. More...
virtual const OrderBookSide &	askSide () const =0
	Returns order book ask side. More...

Protected Member Functions
virtual	~OrderBook ()

Constructor & Destructor Documentation

virtual ~OrderBook ( )

inlineprotectedvirtual

Member Function Documentation

virtual Instrument* getInstrument ( ) const

pure virtual

Returns

Reference to the instrument instance.

virtual u32 getMaxDepth ( ) const

pure virtual

Returns

Maximal order book depth.

virtual const OrderBookSide& bidSide ( ) const

pure virtual

Returns

Reference to the order book bid side.

virtual const OrderBookSide& askSide ( ) const

pure virtual

Returns

Reference to the order book ask side.