PriceLevel Struct Reference

#include <OnixS/FenicsUST/MarketData/Bimp/OrderBook.h>

Public Member Functions
	PriceLevel ()
	PriceLevel (const Price &price, Quantity quantity=0, Quantity numberOfOrders=0, Integer8 imestamp=0, const OrderInfos &orders=OrderInfos())
	PriceLevel (const PriceLevel &)
PriceLevel &	operator= (const PriceLevel &other)
const Price &	getPrice () const ONIXS_FENICSUST_BIMP_NOTHROW
void	setPrice (const Price &value) ONIXS_FENICSUST_BIMP_NOTHROW
Quantity	quantity () const ONIXS_FENICSUST_BIMP_NOTHROW
void	quantity (Quantity value) ONIXS_FENICSUST_BIMP_NOTHROW
Quantity	numberOfOrders () const ONIXS_FENICSUST_BIMP_NOTHROW
void	numberOfOrders (Quantity value) ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FENICSUST_BIMP_NOTHROW
void	timestamp (Integer8) ONIXS_FENICSUST_BIMP_NOTHROW
std::string	toString () const
void	toString (std::string &) const
void	swap (PriceLevel &) ONIXS_FENICSUST_BIMP_NOTHROW
const OrderInfos &	orders () const ONIXS_FENICSUST_BIMP_NOTHROW
void	addOrderId (OrderId id, Quantity quantity)
void	removeOrderId (OrderId id)
void	updateOrderId (OrderId id, Quantity quantity)

Detailed Description

Definition at line 48 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel

(

)

Default initialization.

PriceLevel ( const Price &  price, Quantity  quantity = 0, Quantity  numberOfOrders = 0, Integer8  imestamp = 0, const OrderInfos &  orders = OrderInfos()  )

explicit

Initializes the instances according to specified attributes.

PriceLevel

(

const PriceLevel &

)

Member Function Documentation

void addOrderId	(	OrderId	id,
		Quantity	quantity
	)

add OrderId to the list

const Price & getPrice ( ) const

inline

Price8 value.

Definition at line 242 of file OrderBook.h.

Quantity numberOfOrders ( ) const

inline

Total number of orders of given price.

Definition at line 266 of file OrderBook.h.

void numberOfOrders ( Quantity  value )

inline

Updates total number of orders.

Definition at line 272 of file OrderBook.h.

PriceLevel& operator=

(

const PriceLevel &

other

)

const OrderInfos& orders

(

)

const

returns list of order IDs for the price level

Quantity quantity ( ) const

inline

Quantify for the given price.

Definition at line 254 of file OrderBook.h.

void quantity ( Quantity  value )

inline

Updates quantity value.

Definition at line 260 of file OrderBook.h.

void removeOrderId

(

OrderId

id

)

remove OrderId from the list

void setPrice ( const Price &  value )

inline

Updates price value.

Definition at line 248 of file OrderBook.h.

void swap

(

PriceLevel &

)

swap values

Integer8 timestamp ( ) const

inline

Timestamp.

Definition at line 290 of file OrderBook.h.

void timestamp ( Integer8  timestamp )

inline

Definition at line 296 of file OrderBook.h.

std::string toString

(

)

const

Returns string representation of the instance.

void toString

(

std::string &

)

const

Appends representation of the instance to the string.

void updateOrderId	(	OrderId	id,
		Quantity	quantity
	)

upate order by Id

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

• include/OnixS/FenicsUST/MarketData/Bimp/OrderBook.h