PriceLevel Struct Reference

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_FMXUST_BIMP_NOTHROW
void	setPrice (const Price &value) ONIXS_FMXUST_BIMP_NOTHROW
Quantity	quantity () const ONIXS_FMXUST_BIMP_NOTHROW
void	quantity (Quantity value) ONIXS_FMXUST_BIMP_NOTHROW
Quantity	numberOfOrders () const ONIXS_FMXUST_BIMP_NOTHROW
void	numberOfOrders (Quantity value) ONIXS_FMXUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FMXUST_BIMP_NOTHROW
void	timestamp (Integer8) ONIXS_FMXUST_BIMP_NOTHROW
std::string	toString () const
void	toString (std::string &) const
void	swap (PriceLevel &) ONIXS_FMXUST_BIMP_NOTHROW
const OrderInfos &	orders () const ONIXS_FMXUST_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() [1/3]

PriceLevel

(

)

Default initialization.

PriceLevel() [2/3]

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() [3/3]

PriceLevel

(

const PriceLevel &

)

Member Function Documentation

addOrderId()

void addOrderId	(	OrderId	id,
		Quantity	quantity )

add OrderId to the list

getPrice()

const Price & getPrice ( ) const

inline

Price8 value.

Definition at line 242 of file OrderBook.h.

numberOfOrders() [1/2]

Quantity numberOfOrders ( ) const

inline

Total number of orders of given price.

Definition at line 266 of file OrderBook.h.

numberOfOrders() [2/2]

void numberOfOrders ( Quantity value )

inline

Updates total number of orders.

Definition at line 272 of file OrderBook.h.

operator=()

PriceLevel & operator=

(

const PriceLevel &

other

)

orders()

const OrderInfos & orders

(

)

const

returns list of order IDs for the price level

quantity() [1/2]

Quantity quantity ( ) const

inline

Quantify for the given price.

Definition at line 254 of file OrderBook.h.

quantity() [2/2]

void quantity ( Quantity value )

inline

Updates quantity value.

Definition at line 260 of file OrderBook.h.

removeOrderId()

void removeOrderId

(

OrderId

id

)

remove OrderId from the list

setPrice()

void setPrice ( const Price & value )

inline

Updates price value.

Definition at line 248 of file OrderBook.h.

swap()

void swap

(

PriceLevel &

)

swap values

timestamp() [1/2]

Integer8 timestamp ( ) const

inline

Timestamp.

Definition at line 290 of file OrderBook.h.

timestamp() [2/2]

void timestamp ( Integer8 timestamp )

inline

Definition at line 296 of file OrderBook.h.

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.

updateOrderId()

void updateOrderId	(	OrderId	id,
		Quantity	quantity )

upate order by Id