array_based_order_book.cpp File Reference

#include "jb/itch5/array_based_order_book.hpp"
#include <sstream>

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Namespaces
	jb
	The top-level namespace for the JayBeams library.
	jb::itch5
	Contains classes and functions to parse NASDAQ ITCH-5.0 messages, more information about ITCH-5.0 can be found at: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHSpecification.pdf.
	jb::itch5::defaults
	Default the default values for ITCH-5.x configuation.
	jb::itch5::detail

Macros
#define	JB_ITCH5_DEFAULTS_array_based_book_max_size   8192

Functions
void	jb::itch5::detail::raise_invalid_operation_parameters (char const *operation, int qty, price4_t px)
	Raise the right exception when we detect invalid parameters for add_order() or reduce_order() More...
void	jb::itch5::detail::raise_invalid_reduce (std::string const &msg, std::size_t tk_begin_top, std::size_t tk_inside, price4_t px, int book_qty, int qty)
	Raise an exception describing a invalid reduce operation. More...

Variables
int	jb::itch5::defaults::max_size = JB_ITCH5_DEFAULTS_array_based_book_max_size

Macro Definition Documentation

JB_ITCH5_DEFAULTS_array_based_book_max_size

#define JB_ITCH5_DEFAULTS_array_based_book_max_size   8192

Definition at line 10 of file array_based_order_book.cpp.