OnixS Brokertec ITCH Market Data Handler for C++
Public Member Functions | Friends
PriceLevel Struct Reference

Encapsulates price level concept. More...

List of all members.

Public Member Functions

 PriceLevel (const Price4 &price, Quantity quantity=0, Quantity numberOfOrders=0, const OrderInfos &orders=OrderInfos())
 Initializes the instances according to specified attributes.
bool isValid () const
 Validity check.
const Price4 & price () const
 Price4 value.
Quantity quantity () const
 Quantify for the given price.
Quantity numberOfOrders () const
 Total number of orders of given price.
const OrderInfos & orders () const
 orders ids for a given level
void swap (PriceLevel &)
 swap values
std::string toString () const
 Returns string representation of the instance.
void toString (std::string &) const
 Appends representation of the instance to the string.


struct Implementation::Order

Detailed Description

Encapsulates price level concept.