lob::OrderEvent Class Reference

Type-safe event-first command for the matching engine. More...

#include <order_event.hpp>

Public Member Functions
	OrderEvent (NewOrder order)
	Creates a NEW event.
	OrderEvent (CancelOrder order)
	Creates a CANCEL event.
	OrderEvent (ReduceOrder order)
	Creates a REDUCE event.
OrderEventType	getEventType () const
	Returns the operation represented by the active payload.
const NewOrder &	getNewOrder () const
	Returns the NEW payload or throws when this is not a NEW event.
const CancelOrder &	getCancelOrder () const
	Returns the CANCEL payload or throws when this is not a CANCEL event.
const ReduceOrder &	getReduceOrder () const
	Returns the REDUCE payload or throws when this is not a REDUCE event.

Detailed Description

Type-safe event-first command for the matching engine.

The active payload determines which fields are relevant. Accessing a payload for a different event type throws std::logic_error.

Definition at line 77 of file order_event.hpp.

Constructor & Destructor Documentation

OrderEvent() [1/3]

lob::OrderEvent::OrderEvent ( NewOrder order )

explicit

Creates a NEW event.

Constructs a NEW event from its payload.

Definition at line 14 of file order_event.cpp.

OrderEvent() [2/3]

lob::OrderEvent::OrderEvent ( CancelOrder order )

explicit

Creates a CANCEL event.

Constructs a CANCEL event from its payload.

Definition at line 17 of file order_event.cpp.

OrderEvent() [3/3]

lob::OrderEvent::OrderEvent ( ReduceOrder order )

explicit

Creates a REDUCE event.

Constructs a REDUCE event from its payload.

Definition at line 20 of file order_event.cpp.

Member Function Documentation

getEventType()

OrderEventType lob::OrderEvent::getEventType

(

)

const

Returns the operation represented by the active payload.

Returns the variant index corresponding to the event operation.

Definition at line 23 of file order_event.cpp.

Referenced by lob::MatchingEngine::processEvent().

getNewOrder()

const NewOrder & lob::OrderEvent::getNewOrder

(

)

const

Returns the NEW payload or throws when this is not a NEW event.

The accessors test the active alternative once through get_if rather than pairing holds_alternative with get, which would discriminate the variant twice on every dispatched event.

Definition at line 32 of file order_event.cpp.

getCancelOrder()

const CancelOrder & lob::OrderEvent::getCancelOrder

(

)

const

Returns the CANCEL payload or throws when this is not a CANCEL event.

Returns the CANCEL payload after checking the active event type.

Definition at line 41 of file order_event.cpp.

Referenced by lob::MatchingEngine::processEvent().

getReduceOrder()

const ReduceOrder & lob::OrderEvent::getReduceOrder

(

)

const

Returns the REDUCE payload or throws when this is not a REDUCE event.

Returns the REDUCE payload after checking the active event type.

Definition at line 50 of file order_event.cpp.

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The documentation for this class was generated from the following files:

• include/lob/order/order_event.hpp
• src/order/order_event.cpp