jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY > Struct Template Reference

template specialization struct to handle differences between BUY and SELL version SELL side. More...

Static Public Member Functions
static half_quote	empty_quote ()
static auto	empty_quote_price ()
static bool	better_level (std::size_t const tk1, std::size_t const tk2)
static auto	limit_top_prices (std::size_t const tk_px, std::size_t const rel)
static auto	relative_to_level (std::size_t const tk_ini, std::size_t const rel)
	returns@ price level rel positions less than tk_ini More...
static auto	level_to_relative (std::size_t const tk_ini, std::size_t const tk_px)

Static Public Attributes
static bool constexpr	ascending = false

Detailed Description

template<typename compare_t>
template<typename ordering, class DUMMY = void>
struct jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >

template specialization struct to handle differences between BUY and SELL version SELL side.

Definition at line 530 of file array_based_order_book.hpp.

Member Function Documentation

better_level()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static bool jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::better_level ( std::size_t const  tk1, std::size_t const  tk2  )

inlinestatic

Definition at line 544 of file array_based_order_book.hpp.

empty_quote()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static half_quote jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::empty_quote ( )

inlinestatic

Returns

an empty offer.

Definition at line 534 of file array_based_order_book.hpp.

References jb::itch5::empty_offer().

empty_quote_price()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static auto jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::empty_quote_price ( )

inlinestatic

Returns

empty offer price repesentation.

Definition at line 539 of file array_based_order_book.hpp.

References jb::itch5::empty_offer_price().

level_to_relative()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static auto jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::level_to_relative ( std::size_t const  tk_ini, std::size_t const  tk_px  )

inlinestatic

Returns

relative position of tk_px compare with tk_ini

Definition at line 563 of file array_based_order_book.hpp.

References JB_ASSERT_THROW.

limit_top_prices()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static auto jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::limit_top_prices ( std::size_t const  tk_px, std::size_t const  rel  )

inlinestatic

Definition at line 550 of file array_based_order_book.hpp.

relative_to_level()

template<typename compare_t >

template<typename ordering , class DUMMY = void>

static auto jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::relative_to_level ( std::size_t const  tk_ini, std::size_t const  rel  )

inlinestatic

returns@ price level rel positions less than tk_ini

Definition at line 557 of file array_based_order_book.hpp.

Member Data Documentation

ascending

template<typename compare_t >

template<typename ordering , class DUMMY = void>

bool constexpr jb::itch5::array_based_book_side< compare_t >::side< ordering, DUMMY >::ascending = false

static

Definition at line 531 of file array_based_order_book.hpp.

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The documentation for this struct was generated from the following file:

• jb/itch5/array_based_order_book.hpp