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

PriceLevel

(

)

Default initialization.

PriceLevel	(	Decimal	price,
		Quantity	quantity,
		Quantity	numberOfOrders
	)

Initializes the instances according to specified attributes.

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 &

)

const

Appends representation of the instance to the string.

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.

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

• include/OnixS/Eurex/MarketData/OrderBook.h