sgOrderBookDefines.h

#ifndef ORDER_BOOK_DEFINES_H
#define ORDER_BOOK_DEFINES_H
#include <boost/unordered_map.hpp>
namespace CMD {

  class SingleOrder;
  class SpreadOrder;
}
namespace API2   {

  struct OrderBook
  {
    void insert(CMD::SingleOrder* order);

    void insert(SingleOrder* order);

    void insert(CMD::SpreadOrder* order);

    CMD::SingleOrder* getOrder(long clOrderId);

    CMD::SpreadOrder* getSpreadOrder(long clOrderId);

    SingleOrder* getApiOrder(long clOrderId);

    int update(OrderConfirmation& confirmation, bool reconcileOldOrders = false);

    void alignOrders(CMD::SingleOrder * order);
    // Client order Id to order mapping
    boost::unordered_map<long, CMD::SingleOrder*> _orderBook;
    boost::unordered_map<long, CMD::SpreadOrder*> _spreadOrderBook;
    //boost::unordered_map<long, CMD::ThreeLegOrder*> _orderBookThreeLeg;

    // ExchangeOrderId to TradeId mapping -- used in reconcilation to find duplicate fills
    std::multimap<std::string, std::string> _exchangeOrderIdToTradeId;
  };

}
#endif