OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
MarketSnapshotPriceLevel.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::MarketSnapshotPriceLevel` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Market Snapshot Price Level Message.
36 struct ONIXS_ICEMDH_EXPORT MarketSnapshotPriceLevel
37 {
38  /// Message type constant
39  enum { messageType = 'm' };
40 
41  /// Unique identifier of the market.
43 
44  /// Indicate whether it's bid or offer.
46 
47  /// Position of the price level.
49 
50  /// Value of price for the level. OrderPriceDenominator for the market
51  /// should be applied to get the real price.
53 
54  /// Total quantity at the price level.
55  int quantity;
56 
57  /// Number of all orders at the price level.
58  short orderCount;
59 
60  /// Quantity that were implied.
62 
63  /// Number of implied orders at the price level.
65 
66  /// Default constructor.
68 
69  /// Initialize from raw message data.
70  MarketSnapshotPriceLevel(const char* data, size_t dataSize);
71 
72  /// Deserialize from raw data.
73  void deserialize(const char* data, size_t dataSize);
74 
75  /// Reset all fields to default values.
76  void reset();
77 
78  /// Returns string representation.
79  std::string toString() const;
80 };
81 
82 /// Make it printable using C++ I/O streams.
83 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSnapshotPriceLevel&);
84 
85 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
short impliedOrderCount
Number of implied orders at the price level.
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
short orderCount
Number of all orders at the price level.
Side::Enum side
Indicate whether it&#39;s bid or offer.
This class represents the Market Snapshot Price Level Message.
Enum
Trading side constants.
Definition: Enumerations.h:38