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 Change 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.
ChangePriceLevel(const char *data, std::size_t dataSize)
Initialize from raw message data.
char priceLevelPosition
Position of the price level.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
Side::Enum side
Indicates whether it's bid or offer.
ChangePriceLevel()
Default constructor.
void reset()
Reset all fields to default values.
int quantity
Total quantity at the price level.
MarketId marketId
Unique identifier of the market.
Enum
Trading side constants.