PriceLevel Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/OrderBook.h>

Public Member Functions
	PriceLevel (const Price8 &price, Quantity quantity=0, Quantity numberOfOrders=0, const OrderInfos &orders=OrderInfos())
	PriceLevel ()
	~PriceLevel ()
	PriceLevel (const PriceLevel &)
PriceLevel &	operator= (const PriceLevel &other)
const Price8 &	price () const
Quantity	quantity () const
Quantity	numberOfOrders () const
const OrderInfos &	orders () const
void	swap (PriceLevel &) ONIXS_ESPEED_ITCH_NOTHROW
std::string	toString () const
void	toString (std::string &) const

Friends
struct	Order

Detailed Description

Definition at line 46 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel ( const Price8 &  price, Quantity  quantity = 0, Quantity  numberOfOrders = 0, const OrderInfos &  orders = OrderInfos()  )

explicit

Initializes the instances according to specified attributes.

PriceLevel

(

)

~PriceLevel ( )

inline

Definition at line 53 of file OrderBook.h.

PriceLevel

(

const PriceLevel &

)

Member Function Documentation

Quantity numberOfOrders

(

)

const

Total number of orders of given price.

PriceLevel& operator=

(

const PriceLevel &

other

)

const OrderInfos& orders

(

)

const

orders ids for a given level

const Price8& price

(

)

const

Price value.

Quantity quantity

(

)

const

Quantify for the given price.

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.

Friends And Related Function Documentation

friend struct Order

friend

Definition at line 110 of file OrderBook.h.

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

• include/OnixS/eSpeed/MarketData/Itch/OrderBook.h