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API2::OrderBook Struct Reference

The OrderBook struct. More...

#include <sgOrderBookDefines.h>

Public Member Functions

void insert (CMD::SingleOrder *order)
 insert More...
 
void insert (SingleOrder *order)
 insert More...
 
void insert (CMD::SpreadOrder *order)
 
CMD::SingleOrder * getOrder (long clOrderId)
 getOrder More...
 
CMD::SpreadOrder * getSpreadOrder (long clOrderId)
 getSpreadOrder More...
 
SingleOrder * getApiOrder (long clOrderId)
 getApiOrder More...
 
int update (OrderConfirmation &confirmation, bool reconcileOldOrders=false)
 update More...
 
void alignOrders (CMD::SingleOrder *order)
 alignOrders More...
 

Public Attributes

boost::unordered_map< long,
CMD::SingleOrder * > 		_orderBook
 
boost::unordered_map< long,
CMD::SpreadOrder * > 		_spreadOrderBook
 
std::multimap< std::string,
std::string > 		_exchangeOrderIdToTradeId
 

Detailed Description

The OrderBook struct.

Member Function Documentation

void API2::OrderBook::alignOrders ( CMD::SingleOrder *  order)

alignOrders

Parameters
order
SingleOrder* API2::OrderBook::getApiOrder ( long  clOrderId)

getApiOrder

Parameters
clOrderId
Returns
CMD::SingleOrder* API2::OrderBook::getOrder ( long  clOrderId)

getOrder

Parameters
clOrderId
Returns
CMD::SpreadOrder* API2::OrderBook::getSpreadOrder ( long  clOrderId)

getSpreadOrder

Parameters
clOrderId
Returns
void API2::OrderBook::insert ( CMD::SingleOrder *  order)

insert

Parameters
order
void API2::OrderBook::insert ( SingleOrder *  order)

insert

Parameters
order
int API2::OrderBook::update ( OrderConfirmation &  confirmation,
bool  reconcileOldOrders = false 
)

update

Parameters
confirmation
reconcileOldOrders
Returns
The documentation for this struct was generated from the following file: