IceImpact::DemoMarketDepth Namespace Reference

Classes
struct	Order
struct	BookModEvent
struct	InstrPriceBook
struct	EventFlowTrack
class	PriceBookMgr

Typedefs
typedef std::map< order_id_t, Order >	OrderBookT
typedef std::map< price_t, qty_t >	PriceBookT
typedef std::vector< std::pair < price_t, qty_t > >	BookSideT
typedef std::vector< BookModEvent >	OrderEventVectorT
typedef UNORDERED_MAP_T < instr_id_t, InstrPriceBook * >	InstrumentBooksT
typedef std::set < InstrPriceBook * >	PriceBookSetT
typedef UNORDERED_MAP_T < event_flow_id_t, EventFlowTrack >	EventFlowTrackersT

Enumerations
enum	BookModEventType { AddModOrder, DelOrder }
enum	MsgBundleMarker { Start, End }

Typedef Documentation

typedef std::vector< std::pair<price_t, qty_t> > IceImpact::DemoMarketDepth::BookSideT

typedef UNORDERED_MAP_T< event_flow_id_t, EventFlowTrack > IceImpact::DemoMarketDepth::EventFlowTrackersT

typedef UNORDERED_MAP_T< instr_id_t, InstrPriceBook* > IceImpact::DemoMarketDepth::InstrumentBooksT

typedef std::map< order_id_t, Order > IceImpact::DemoMarketDepth::OrderBookT

typedef std::vector<BookModEvent> IceImpact::DemoMarketDepth::OrderEventVectorT

typedef std::set< InstrPriceBook* > IceImpact::DemoMarketDepth::PriceBookSetT

typedef std::map< price_t, qty_t > IceImpact::DemoMarketDepth::PriceBookT

Enumeration Type Documentation

enum IceImpact::DemoMarketDepth::BookModEventType

Enumerator
AddModOrder
DelOrder

enum IceImpact::DemoMarketDepth::MsgBundleMarker

Enumerator
Start
End