OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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PriceLevel Struct Reference

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

Friends

struct Order

Detailed Description

Definition at line 46 of file OrderBook.h.

Constructor & Destructor Documentation

◆ PriceLevel() [1/3]

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

Initializes the instances according to specified attributes.

◆ PriceLevel() [2/3]

◆ ~PriceLevel()

~PriceLevel ( )
inline

Definition at line 53 of file OrderBook.h.

◆ PriceLevel() [3/3]

PriceLevel ( const PriceLevel & )

Member Function Documentation

◆ numberOfOrders()

Quantity numberOfOrders ( ) const

Total number of orders of given price.

◆ operator=()

PriceLevel & operator= ( const PriceLevel & other)

◆ orders()

const OrderInfos & orders ( ) const

orders ids for a given level

◆ price()

const Price8 & price ( ) const

Price value.

◆ quantity()

Quantity quantity ( ) const

Quantify for the given price.

◆ swap()

void swap ( PriceLevel & )

swap values

◆ toString() [1/2]

std::string toString ( ) const

Returns string representation of the instance.

◆ toString() [2/2]

void toString ( std::string & ) const

Appends representation of the instance to the string.

◆ Order

friend struct Order
friend

Definition at line 110 of file OrderBook.h.