PriceLevel Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/OrderBook.h>

Public Member Functions
	PriceLevel ()
	PriceLevel (const BinaryPrice &price, Quantity quantity=0, Quantity numberOfOrders=0, Time unitTimestamp=0, Time timeOffset=0, const OrderInfos &orders=OrderInfos())
	PriceLevel (const PriceLevel &)
PriceLevel &	operator= (const PriceLevel &other)
const BinaryPrice &	getPrice () const ONIXS_BATS_PITCH_NOTHROW
void	setPrice (const BinaryPrice &value) ONIXS_BATS_PITCH_NOTHROW
Quantity	quantity () const ONIXS_BATS_PITCH_NOTHROW
void	quantity (Quantity value) ONIXS_BATS_PITCH_NOTHROW
Quantity	numberOfOrders () const ONIXS_BATS_PITCH_NOTHROW
void	numberOfOrders (Quantity value) ONIXS_BATS_PITCH_NOTHROW
Time	unitTimestamp () const ONIXS_BATS_PITCH_NOTHROW
void	unitTimestamp (Time) ONIXS_BATS_PITCH_NOTHROW
Time	timeOffset () const ONIXS_BATS_PITCH_NOTHROW
void	timeOffset (Time) ONIXS_BATS_PITCH_NOTHROW
std::string	toString () const
void	toString (std::string &) const
void	swap (PriceLevel &) ONIXS_BATS_PITCH_NOTHROW
const OrderInfos &	orders () const ONIXS_BATS_PITCH_NOTHROW
void	addOrderId (OrderId id, Quantity quantity)
void	removeOrderId (OrderId id)
void	updateOrderId (OrderId id, Quantity quantity)

Detailed Description

Definition at line 48 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel

(

)

Default initialization.

PriceLevel ( const BinaryPrice &  price, Quantity  quantity = 0, Quantity  numberOfOrders = 0, Time  unitTimestamp = 0, Time  timeOffset = 0, const OrderInfos &  orders = OrderInfos()  )

explicit

Initializes the instances according to specified attributes.

PriceLevel

(

const PriceLevel &

)

Member Function Documentation

void addOrderId	(	OrderId	id,
		Quantity	quantity
	)

add OrderId to the list

const BinaryPrice & getPrice ( ) const

inline

Price8 value.

Definition at line 255 of file OrderBook.h.

Quantity numberOfOrders ( ) const

inline

Total number of orders of given price.

Definition at line 279 of file OrderBook.h.

void numberOfOrders ( Quantity  value )

inline

Updates total number of orders.

Definition at line 285 of file OrderBook.h.

PriceLevel& operator=

(

const PriceLevel &

other

)

const OrderInfos& orders

(

)

const

returns list of order IDs for the price level

Quantity quantity ( ) const

inline

Quantify for the given price.

Definition at line 267 of file OrderBook.h.

void quantity ( Quantity  value )

inline

Updates quantity value.

Definition at line 273 of file OrderBook.h.

void removeOrderId

(

OrderId

id

)

remove OrderId from the list

void setPrice ( const BinaryPrice &  value )

inline

Updates price value.

Definition at line 261 of file OrderBook.h.

void swap

(

PriceLevel &

)

swap values

Time timeOffset ( ) const

inline

Time offset of Unit timestamp.

Definition at line 303 of file OrderBook.h.

void timeOffset ( Time  offset )

inline

Definition at line 309 of file OrderBook.h.

std::string toString

(

)

const

Returns string representation of the instance.

void toString

(

std::string &

)

const

Appends representation of the instance to the string.

Time unitTimestamp ( ) const

inline

Unit timestamp.

Definition at line 315 of file OrderBook.h.

void unitTimestamp ( Time  timestamp )

inline

Definition at line 321 of file OrderBook.h.

void updateOrderId	(	OrderId	id,
		Quantity	quantity
	)

upate order by Id

---

The documentation for this struct was generated from the following file:

• include/OnixS/CboeCFE/MarketData/Pitch/OrderBook.h