OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
DirectPriceLevel Class Reference

#include <OnixS/CME/ConflatedUDP/DirectPriceLevel.h>

Public Member Functions

 DirectPriceLevel ()
 
 DirectPriceLevel (const DirectPriceLevel &other)
 
 DirectPriceLevel (const Decimal &price, Int32 qty, Int32 ordersQty)
 
 ~DirectPriceLevel ()
 
bool exist () const
 
bool & exist ()
 
const Decimalprice () const
 
Decimalprice ()
 
Int64 quantity () const
 
Int64 & quantity ()
 
Int32numberOfOrders ()
 
Int32 numberOfOrders () const
 
DirectPriceLeveloperator= (const DirectPriceLevel &other)
 

Detailed Description

Definition at line 28 of file DirectPriceLevel.h.

Constructor & Destructor Documentation

DirectPriceLevel ( )
inline

Initializes undefined level.

Definition at line 45 of file DirectPriceLevel.h.

DirectPriceLevel ( const DirectPriceLevel other)
inline

Initializes as copy of other level.

Definition at line 54 of file DirectPriceLevel.h.

DirectPriceLevel ( const Decimal price,
Int32  qty,
Int32  ordersQty 
)
inline

Initializes defined level according to specified attributes.

Definition at line 65 of file DirectPriceLevel.h.

~DirectPriceLevel ( )
inline

Definition at line 77 of file DirectPriceLevel.h.

Member Function Documentation

bool exist ( ) const
inline

Identifies whether price level exist.

Definition at line 82 of file DirectPriceLevel.h.

bool& exist ( )
inline

Updates existence status.

Definition at line 88 of file DirectPriceLevel.h.

Int32& numberOfOrders ( )
inline

Updates total number of orders.

Definition at line 125 of file DirectPriceLevel.h.

Int32 numberOfOrders ( ) const
inline

Total number of orders of given price.

Definition at line 131 of file DirectPriceLevel.h.

DirectPriceLevel& operator= ( const DirectPriceLevel other)
inline

Re-initializes as copy of other instance.

Definition at line 138 of file DirectPriceLevel.h.

const Decimal& price ( ) const
inline

Price value.

Note
For CME Globex channels (market data groups) value presents if price level exists. However, for CME Partner Exchanges channels like BVMF price value may be NULL in a valid (existent) price level.
See also
NullPRICE.

Definition at line 101 of file DirectPriceLevel.h.

Decimal& price ( )
inline

Price value.

Definition at line 107 of file DirectPriceLevel.h.

Int64 quantity ( ) const
inline

Quantify for the given price.

Definition at line 113 of file DirectPriceLevel.h.

Int64& quantity ( )
inline

Quantify for the given price.

Definition at line 119 of file DirectPriceLevel.h.


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