Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
This class represents the Add Price Level Message.
short orderCount
Number of all orders at the price level.
short impliedOrderCount
Number of implied orders at the price level.
std::string toString() const
Returns string representation.
int impliedQuantity
Quantity that were implied.
char priceLevelPosition
Position of the price level.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
Side::Enum side
Indicate whether it's bid or offer.
AddPriceLevel()
Default constructor.
void reset()
Reset all fields to default values.
AddPriceLevel(const char *data, std::size_t dataSize)
Initialize from raw message data.
int quantity
Total quantity at the price level.
MarketId marketId
Unique identifier of the market.
Enum
Trading side constants.