OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.13.1
API documentation
AddPriceLevel Struct Reference

#include <AddPriceLevel.h>

Public Types

enum  { messageType = 't' }

Public Member Functions

 AddPriceLevel ()
 AddPriceLevel (const char *data, size_t dataSize)
void deserialize (const char *data, size_t dataSize)
void reset ()
std::string toString () const

Public Attributes

MarketId marketId
Side::Enum side
char priceLevelPosition
Price price
int quantity
short orderCount
int impliedQuantity
short impliedOrderCount
DateTime timestamp

Detailed Description

Definition at line 36 of file AddPriceLevel.h.

Member Enumeration Documentation

anonymous enum

Message type constant.


Definition at line 39 of file AddPriceLevel.h.

Constructor & Destructor Documentation

Default constructor.

AddPriceLevel ( const char *  data,
size_t  dataSize 

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

short impliedOrderCount

Number of implied orders at the price level.

Definition at line 64 of file AddPriceLevel.h.

int impliedQuantity

Quantity that were implied.

Definition at line 61 of file AddPriceLevel.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file AddPriceLevel.h.

short orderCount

Number of all orders at the price level.

Definition at line 58 of file AddPriceLevel.h.

Price price

Value of price for the level. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 52 of file AddPriceLevel.h.

char priceLevelPosition

Position of the price level.

Definition at line 48 of file AddPriceLevel.h.

int quantity

Total quantity at the price level.

Definition at line 55 of file AddPriceLevel.h.

Side::Enum side

Indicate whether it's bid or offer.

Definition at line 45 of file AddPriceLevel.h.

DateTime timestamp

Timestamp of last update used to derive the price level message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.

Definition at line 69 of file AddPriceLevel.h.

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