OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.1.0
API documentation
PriceLevel Struct Reference

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

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.

PriceLevel ( Decimal  price,
Quantity  quantity,
Quantity  numberOfOrders 

Initializes the instances according to specified attributes.

Member Function Documentation

Quantity numberOfOrders ( ) const

Total number of orders of given price.

Definition at line 100 of file OrderBook.h.

void numberOfOrders ( Quantity  value)

Updates total number of orders.

Definition at line 105 of file OrderBook.h.

Decimal price ( ) const

Price value.

Definition at line 80 of file OrderBook.h.

void price ( Decimal  value)

Updates price value.

Definition at line 85 of file OrderBook.h.

Quantity quantity ( ) const

Quantify for the given price.

Definition at line 90 of file OrderBook.h.

void quantity ( Quantity  value)

Updates quantity value.

Definition at line 95 of file OrderBook.h.

std::string toString ( ) const

Returns string representation of the instance.

Definition at line 110 of file OrderBook.h.

void toString ( std::string &  ) const

Appends representation of the instance to the string.

Member Data Documentation

Quantity ordersQty_

Definition at line 70 of file OrderBook.h.

Decimal price_

Definition at line 67 of file OrderBook.h.

Quantity qty_

Definition at line 69 of file OrderBook.h.

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