OnixS EBS BrokerTec Market Data and Trading Handler for C++  2.14.1.0
Public Member Functions | Public Attributes | List of all members
OrderBookEntry Struct Reference

Order book entry. More...

Public Member Functions

 OrderBookEntry ()
 Default constructor.
 
 OrderBookEntry (const OrderId &orderId, const Price &price, int64 quantity, uint32 blockSize, uint32 sequenceNumber)
 Constructor. More...
 
std::string toString () const
 Returns string representation.
 

Public Attributes

OrderId orderId
 Order number.
 
Price price
 Price of the order.
 
int64 quantity
 Quantity of the order.
 
uint32 blockSize
 Block size.
 
uint32 sequenceNumber
 Sequence number.
 

Detailed Description

Order book entry.

Constructor & Destructor Documentation

OrderBookEntry ( const OrderId orderId,
const Price price,
int64  quantity,
uint32  blockSize,
uint32  sequenceNumber 
)

Constructor.

Parameters
orderIdOrder number.
pricePrice.
quantityQuantity.
blockSizeBlock size.
sequenceNumberSequence number.