#include <B2BITS_IceMarketDepth.h>

Collaboration diagram for IceImpact::DemoMarketDepth::InstrPriceBook:

Public Member Functions
	InstrPriceBook ()

void	onMessage (IceImpact::MessageEvent const &ev)

void	onInstrumentReset (IceImpact::InstrumentResetEvent const &ev)

template<typename BookSideT >
void	deleteOrder (BookSideT &book, Order &order)

void	replayOrders ()

int	getTopN (int n, BookSideT &bidSide, BookSideT &askSide, int &orderPriceMultiplier)

Static Public Member Functions
static bool	bid_compare (std::pair< price_t, qty_t > const &l, std::pair< price_t, qty_t > const &r)

static bool	ask_compare (std::pair< price_t, qty_t > const &l, std::pair< price_t, qty_t > const &r)

Constructor & Destructor Documentation

IceImpact::DemoMarketDepth::InstrPriceBook::InstrPriceBook ( )

inline

Member Function Documentation

static bool IceImpact::DemoMarketDepth::InstrPriceBook::ask_compare	(	std::pair< price_t, qty_t > const &	l,
		std::pair< price_t, qty_t > const &	r
	)

inlinestatic

static bool IceImpact::DemoMarketDepth::InstrPriceBook::bid_compare	(	std::pair< price_t, qty_t > const &	l,
		std::pair< price_t, qty_t > const &	r
	)

inlinestatic

template<typename BookSideT >

void IceImpact::DemoMarketDepth::InstrPriceBook::deleteOrder	(	BookSideT &	book,
		Order &	order
	)

inline

int IceImpact::DemoMarketDepth::InstrPriceBook::getTopN	(	int	n,
		BookSideT &	bidSide,
		BookSideT &	askSide,
		int &	orderPriceMultiplier
	)

inline

void IceImpact::DemoMarketDepth::InstrPriceBook::onInstrumentReset ( IceImpact::InstrumentResetEvent const & ev )

inline

void IceImpact::DemoMarketDepth::InstrPriceBook::onMessage ( IceImpact::MessageEvent const & ev )

inline

void IceImpact::DemoMarketDepth::InstrPriceBook::replayOrders ( )

inline

PriceBookT IceImpact::DemoMarketDepth::InstrPriceBook::ask_

PriceBookT IceImpact::DemoMarketDepth::InstrPriceBook::bid_

HelperMutex IceImpact::DemoMarketDepth::InstrPriceBook::bookMutex_

OrderEventVectorT IceImpact::DemoMarketDepth::InstrPriceBook::events_

int IceImpact::DemoMarketDepth::InstrPriceBook::orderPriceMultiplier_

OrderBookT IceImpact::DemoMarketDepth::InstrPriceBook::orders_