OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
PriceLevel Struct Reference

#include <OnixS/Eurex/MarketData/OrderBook.h>

Collaboration diagram for PriceLevel:

Public Member Functions

 PriceLevel ()
 
 PriceLevel (Decimal price, Quantity quantity, Quantity numberOfOrders)
 
Decimal price () const
 
void price (Decimal value)
 
Quantity quantity () const
 
void quantity (Quantity value)
 
Quantity numberOfOrders () const
 
void numberOfOrders (Quantity value)
 
std::string toString () const
 
void toString (std::string &) const
 

Protected Attributes

Decimal price_
 
Quantity qty_
 
Quantity ordersQty_
 

Detailed Description

Definition at line 33 of file OrderBook.h.

Constructor & Destructor Documentation

Default initialization.

Definition at line 36 of file OrderBook.cpp.

PriceLevel ( Decimal  price,
Quantity  quantity,
Quantity  numberOfOrders 
)

Initializes the instances according to specified attributes.

Definition at line 43 of file OrderBook.cpp.

Member Function Documentation

Quantity numberOfOrders ( ) const
inline

Total number of orders of given price.

Definition at line 100 of file OrderBook.h.

void numberOfOrders ( Quantity  value)
inline

Updates total number of orders.

Definition at line 105 of file OrderBook.h.

Decimal price ( ) const
inline

Price value.

Definition at line 80 of file OrderBook.h.

void price ( Decimal  value)
inline

Updates price value.

Definition at line 85 of file OrderBook.h.

Quantity quantity ( ) const
inline

Quantify for the given price.

Definition at line 90 of file OrderBook.h.

void quantity ( Quantity  value)
inline

Updates quantity value.

Definition at line 95 of file OrderBook.h.

std::string toString ( ) const
inline

Returns string representation of the instance.

Definition at line 110 of file OrderBook.h.

void toString ( std::string &  str) const

Appends representation of the instance to the string.

Definition at line 50 of file OrderBook.cpp.

Member Data Documentation

Quantity ordersQty_
protected

Definition at line 70 of file OrderBook.h.

Decimal price_
protected

Definition at line 67 of file OrderBook.h.

Quantity qty_
protected

Definition at line 69 of file OrderBook.h.


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