EPAM B2BITS ICE Impact Handler C++  1.1.4
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IceImpact::DemoMarketDepth::InstrPriceBook Member List

This is the complete list of members for IceImpact::DemoMarketDepth::InstrPriceBook, including all inherited members.

ask_IceImpact::DemoMarketDepth::InstrPriceBook
ask_compare(std::pair< price_t, qty_t > const &l, std::pair< price_t, qty_t > const &r)IceImpact::DemoMarketDepth::InstrPriceBookinlinestatic
bid_IceImpact::DemoMarketDepth::InstrPriceBook
bid_compare(std::pair< price_t, qty_t > const &l, std::pair< price_t, qty_t > const &r)IceImpact::DemoMarketDepth::InstrPriceBookinlinestatic
bookMutex_IceImpact::DemoMarketDepth::InstrPriceBook
deleteOrder(BookSideT &book, Order &order)IceImpact::DemoMarketDepth::InstrPriceBookinline
events_IceImpact::DemoMarketDepth::InstrPriceBook
getTopN(int n, BookSideT &bidSide, BookSideT &askSide, int &orderPriceMultiplier)IceImpact::DemoMarketDepth::InstrPriceBookinline
InstrPriceBook()IceImpact::DemoMarketDepth::InstrPriceBookinline
onInstrumentReset(IceImpact::InstrumentResetEvent const &ev)IceImpact::DemoMarketDepth::InstrPriceBookinline
onMessage(IceImpact::MessageEvent const &ev)IceImpact::DemoMarketDepth::InstrPriceBookinline
orderPriceMultiplier_IceImpact::DemoMarketDepth::InstrPriceBook
orders_IceImpact::DemoMarketDepth::InstrPriceBook
replayOrders()IceImpact::DemoMarketDepth::InstrPriceBookinline
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