OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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DirectPriceLevel Class Reference

Public Member Functions

 DirectPriceLevel ()
 DirectPriceLevel (const DirectPriceLevel &other)
 DirectPriceLevel (const Decimal &price, Int32 qty, Int32 ordersQty)
 ~DirectPriceLevel ()
Int32numberOfOrders ()
Int32 numberOfOrders () const
DirectPriceLeveloperator= (const DirectPriceLevel &other)
Public Member Functions inherited from ImpliedPriceLevel
 ImpliedPriceLevel ()
 ImpliedPriceLevel (const ImpliedPriceLevel &other)
 ImpliedPriceLevel (const Decimal &price, MbpBookQuantity qty)
 ~ImpliedPriceLevel ()
bool exist () const
bool & exist ()
const Decimalprice () const
Decimalprice ()
MbpBookQuantity quantity () const
MbpBookQuantityquantity ()
ImpliedPriceLeveloperator= (const ImpliedPriceLevel &other)

Detailed Description

Definition at line 28 of file DirectPriceLevel.h.

Constructor & Destructor Documentation

◆ DirectPriceLevel() [1/3]

DirectPriceLevel ( )
inline

Initializes undefined level.

Definition at line 32 of file DirectPriceLevel.h.

◆ DirectPriceLevel() [2/3]

DirectPriceLevel ( const DirectPriceLevel & other)
inline

Initializes as copy of other level.

Definition at line 38 of file DirectPriceLevel.h.

◆ DirectPriceLevel() [3/3]

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

Initializes defined level according to specified attributes.

Definition at line 46 of file DirectPriceLevel.h.

◆ ~DirectPriceLevel()

~DirectPriceLevel ( )
inline

Definition at line 53 of file DirectPriceLevel.h.

Member Function Documentation

◆ numberOfOrders() [1/2]

Int32 & numberOfOrders ( )
inline

Updates total number of orders.

Definition at line 56 of file DirectPriceLevel.h.

◆ numberOfOrders() [2/2]

Int32 numberOfOrders ( ) const
inline

Total number of orders of given price.

Definition at line 62 of file DirectPriceLevel.h.

◆ operator=()

DirectPriceLevel & operator= ( const DirectPriceLevel & other)
inline

Re-initializes as copy of other instance.

Definition at line 68 of file DirectPriceLevel.h.