Package deltix.qsrv.hf.blocks.booksim
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Interface Summary Interface Description BookPairHolder -
Class Summary Class Description AggregatedBookPair AggregatedBookPairs AggregatedLevel2Processor Using in multi-thread context:BookPair Level2Config Level2Processor Maintains a map of books. -
Enum Summary Enum Description CheckMode Value used to control policy checks.SelfValidationLevel -
Exception Summary Exception Description BadPriceException BadPriceOrderException BadSizeException BookDataException BookException CrossingException DepthOutOfCurrentRangeException DepthOutOfStaticRangeException OfferSnapshotMissingException OfferSnapshotOutOfOrderException SelfValidationException Thrown by the self-validation logic in the book simulator.SnapshotFrequencyException WrongDeleteSizeException WrongPriceException