OrderBookSide Class Reference

Order book side.

#include <B2BITS_CmeMdpOrderBook.h>

Public Member Functions
virtual u32	getDepth () const =0
	Returns order book side depth. More...
virtual const OrderBookLevel &	getTopLevel () const =0
	Returns order book side top level. More...
virtual const OrderBookLevel &	getLevel (u32 level) const =0
	Returns Order book side level by 1-based index. More...
virtual const OrderBookLevel &	getBottomLevel () const =0
	Returns order book side bottom level. More...

Protected Member Functions
virtual	~OrderBookSide ()

Constructor & Destructor Documentation

virtual ~OrderBookSide ( )

inlineprotectedvirtual

Member Function Documentation

virtual u32 getDepth ( ) const

pure virtual

Returns

Order book side depth.

virtual const OrderBookLevel& getTopLevel ( ) const

pure virtual

Returns

Reference to the order book top level.

virtual const OrderBookLevel& getLevel ( u32  level ) const

pure virtual

Returns

Reference to the order book level.

virtual const OrderBookLevel& getBottomLevel ( ) const

pure virtual

Returns

Reference to the order book bottom level.