| Interface | Description |
|---|---|
| BookSide |
| Class | Description |
|---|---|
| MFMarketDataHandlerToMFPriceDepthBookHandlerAdapter |
An adapter that converts the
MFMarketDataHandler to a MFPriceDepthBookHandler |
| PriceDepthBookImpl |
Constructs a price depth order book using
the market data events for a given venue and security pair.
|
| PriceLevelImpl |
An entry in a price depth book.
|
| PriceLevelImpl.BestBidComparator |
Comparator used to sort bids from best to worst.
|