EPAM B2BITS ICE Impact Handler C++
1.1.4
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#include <B2BITS_IceMarketDepth.h>
Public Member Functions | |
~PriceBookMgr () | |
int | getTopN (unsigned marketID, int n, BookSideT &bidSide, BookSideT &askSide, int &orderPriceMultiplier) |
bool | onMessage (IceImpact::MessageEvent const &ev) |
void | onInstrumentReset (IceImpact::InstrumentResetEvent const &ev) |
void | onMessageFlowReset (const IceImpact::MessageFlowResetEvent &ev) |
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