EPAM B2BITS ICE Impact Handler C++  1.1.4
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Public Member Functions | List of all members
IceImpact::DemoMarketDepth::PriceBookMgr Class Reference

#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)
 

Constructor & Destructor Documentation

IceImpact::DemoMarketDepth::PriceBookMgr::~PriceBookMgr ( )
inline

Member Function Documentation

int IceImpact::DemoMarketDepth::PriceBookMgr::getTopN ( unsigned  marketID,
int  n,
BookSideT bidSide,
BookSideT askSide,
int &  orderPriceMultiplier 
)
inline
void IceImpact::DemoMarketDepth::PriceBookMgr::onInstrumentReset ( IceImpact::InstrumentResetEvent const &  ev)
inline
bool IceImpact::DemoMarketDepth::PriceBookMgr::onMessage ( IceImpact::MessageEvent const &  ev)
inline
void IceImpact::DemoMarketDepth::PriceBookMgr::onMessageFlowReset ( const IceImpact::MessageFlowResetEvent ev)
inline