OnixS C++ CME Market Data Handler  5.4.0
API documentation
ConsolidatedPriceLevel Class Reference

#include <OnixS/CME/MDH/ConsolidatedPriceLevel.h>

Public Member Functions

 ConsolidatedPriceLevel ()
 
 ConsolidatedPriceLevel (const DirectPriceLevel &direct)
 
 ConsolidatedPriceLevel (const ImpliedPriceLevel &implied)
 
 ConsolidatedPriceLevel (const DirectPriceLevel &direct, const ImpliedPriceLevel &implied)
 
 ConsolidatedPriceLevel (const ConsolidatedPriceLevel &other)
 
 ~ConsolidatedPriceLevel ()
 
bool exist () const
 
const Decimalprice () const
 
Int32 quantity () const
 
const DirectPriceLeveldirect () const
 
void consolidate (const DirectPriceLevel &direct)
 
const ImpliedPriceLevelimplied () const
 
void consolidate (const ImpliedPriceLevel &implied)
 
 operator ImpliedPriceLevel () const
 
ConsolidatedPriceLeveloperator= (const ConsolidatedPriceLevel &other)
 

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.

Definition at line 35 of file ConsolidatedPriceLevel.h.

Constructor & Destructor Documentation

Initializes instance indicating absence of consolidated data.

Definition at line 59 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const DirectPriceLevel direct)
inline

Initializes instance from direct price level only.

Definition at line 66 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const ImpliedPriceLevel implied)
inline

Initializes instance from implied price level only.

Definition at line 73 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const DirectPriceLevel direct,
const ImpliedPriceLevel implied 
)
inline

Initializes instance from both direct and implied price levels.

Definition at line 81 of file ConsolidatedPriceLevel.h.

Initializes instance as copy of the other one.

Definition at line 89 of file ConsolidatedPriceLevel.h.

Finalizes instance.

Definition at line 97 of file ConsolidatedPriceLevel.h.

Member Function Documentation

void consolidate ( const DirectPriceLevel direct)
inline

Consolidates direct price level data part.

Definition at line 146 of file ConsolidatedPriceLevel.h.

void consolidate ( const ImpliedPriceLevel implied)
inline

Consolidates implied price level data part.

Definition at line 168 of file ConsolidatedPriceLevel.h.

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.

Definition at line 139 of file ConsolidatedPriceLevel.h.

bool exist ( ) const
inline

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

Definition at line 103 of file ConsolidatedPriceLevel.h.

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.

Definition at line 161 of file ConsolidatedPriceLevel.h.

operator ImpliedPriceLevel ( ) const
inline

Casts instance to implied price level.

Definition at line 175 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel& operator= ( const ConsolidatedPriceLevel other)
inline

Re-initializes instance as copy of other one.

Definition at line 192 of file ConsolidatedPriceLevel.h.

const Decimal& price ( ) const
inline

Price component.

Definition at line 112 of file ConsolidatedPriceLevel.h.

Int32 quantity ( ) const
inline

Quantity component.

Definition at line 122 of file ConsolidatedPriceLevel.h.


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