OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
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 &)
PriceLeveloperator= (const PriceLevel &other)
const Price8price () const
Quantity quantity () const
Quantity numberOfOrders () const
const OrderInfosorders () const
void swap (PriceLevel &) ONIXS_ESPEED_ITCH_NOTHROW
std::string toString () const
void toString (std::string &) const


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() 

Initializes the instances according to specified attributes.

~PriceLevel ( )

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

Definition at line 110 of file OrderBook.h.

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