MarketDepthModel< O >::SortedOrderSet< Less > Struct Template Reference

Represents a set of orders, sorted by a comparator. More...

#include <MarketDepthModel.hpp>

Public Member Functions
bool	isChanged () const
void	setDepthLimit (std::size_t depthLimit)
	Sets the depth limit.
bool	insert (const std::shared_ptr< O > &order)
	Inserts an order to set.
bool	erase (const std::shared_ptr< O > &order)
	Removes an order from the set.
void	clearBySource (const IndexedEventSource &source)
	Clears orders from the set by source.

Detailed Description

template<Derived< OrderBase > O>
template<typename Less>
struct MarketDepthModel< O >::SortedOrderSet< Less >

Represents a set of orders, sorted by a comparator.

Template Parameters

Less	The comparator type.

Member Function Documentation

clearBySource()

template<Derived< OrderBase > O>

template<typename Less>

void MarketDepthModel< O >::SortedOrderSet< Less >::clearBySource ( const IndexedEventSource & source )

inline

Clears orders from the set by source.

Parameters

source

The source to clear orders by.

erase()

template<Derived< OrderBase > O>

template<typename Less>

bool MarketDepthModel< O >::SortedOrderSet< Less >::erase ( const std::shared_ptr< O > & order )

inline

Removes an order from the set.

Parameters

order

The order to remove.

Returns

true if order was removed.

insert()

template<Derived< OrderBase > O>

template<typename Less>

bool MarketDepthModel< O >::SortedOrderSet< Less >::insert ( const std::shared_ptr< O > & order )

inline

Inserts an order to set.

Parameters

order

The order to add.

Returns

true if order was added.

isChanged()

template<Derived< OrderBase > O>

template<typename Less>

bool MarketDepthModel< O >::SortedOrderSet< Less >::isChanged ( ) const

inline

Returns

A value indicating whether this set has changed.

setDepthLimit()

template<Derived< OrderBase > O>

template<typename Less>

void MarketDepthModel< O >::SortedOrderSet< Less >::setDepthLimit ( std::size_t depthLimit )

inline

Sets the depth limit.

Parameters

depthLimit

The new depth limit.