ConsolidatedPriceLevel Class Reference

Price level data attributes of bid or ask of consolidated order book. More...

Public Member Functions
	ConsolidatedPriceLevel ()
	Initializes instance indicating absence of consolidated data. More...
	ConsolidatedPriceLevel (const ConsolidatedPriceLevel &other)
	Initializes instance as copy of the other one.
	~ConsolidatedPriceLevel ()
	Cleans instance up.
bool	exist () const
	Indicates whether instance has a valid data and actually exists at the level accessed. More...
const DirectPriceLevel &	direct () const
	Reference to price level from direct book consolidated into given instance. More...
void	consolidate (const DirectPriceLevel &direct)
	Consolidates direct price level data part.
const ImpliedPriceLevel &	implied () const
	Reference to price level from implied book consolidated into given instance. More...
void	consolidate (const ImpliedPriceLevel &implied)
	Consolidates implied price level data part.
const Price &	price () const
	Price component.
SignedQuantity	quantity () const
	Quantity component.
	operator ImpliedPriceLevel () const
	Casts instance to implied price level.
ConsolidatedPriceLevel &	operator= (const ConsolidatedPriceLevel &other)
	Re-initializes instance as copy of other one.
std::string	toString () const
	Builds text presentation of price level.
void	toString (std::string &) const
	Builds text presentation of price level.

Detailed Description

Price level data attributes of bid or ask of consolidated order book.

Instance exposes consolidated price level data as well as provides references to price level from direct and implied order books which comply consolidated price level.

Constructor & Destructor Documentation

ConsolidatedPriceLevel ( )

inline

Initializes instance indicating absence of consolidated data.

Member Function Documentation

const DirectPriceLevel& direct ( ) const

inline

Reference to price level from direct book consolidated into given instance.

Use 'exist' member of returned reference to check whether returned instance refers to a valid data or there were no corresponding level available in direct book.

bool exist ( ) const

inline

Indicates whether instance has a valid data and actually exists at the level accessed.

const ImpliedPriceLevel& implied ( ) const

inline

Reference to price level from implied book consolidated into given instance.

Use 'exist' member of returned reference to check whether returned instance refers to a valid data or there were no corresponding level available in implied book.