MarketSnapshotPriceLevel Struct Reference

Public Types
enum

Public Member Functions
	MarketSnapshotPriceLevel ()
	MarketSnapshotPriceLevel (const char *data, std::size_t dataSize)
void	deserialize (const char *data, std::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

Detailed Description

Definition at line 36 of file MarketSnapshotPriceLevel.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType	'm'

Definition at line 39 of file MarketSnapshotPriceLevel.h.

Constructor & Destructor Documentation

MarketSnapshotPriceLevel() [1/2]

MarketSnapshotPriceLevel

(

)

Default constructor.

MarketSnapshotPriceLevel() [2/2]

MarketSnapshotPriceLevel	(	const char *	data,
		std::size_t	dataSize )

Initialize from raw message data.

Member Function Documentation

deserialize()

void deserialize	(	const char *	data,
		std::size_t	dataSize )

Deserialize from raw data.

reset()

void reset

(

)

Reset all fields to default values.

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

impliedOrderCount

short impliedOrderCount

Number of implied orders at the price level.

Definition at line 67 of file MarketSnapshotPriceLevel.h.

impliedQuantity

int impliedQuantity

Quantity that were implied.

Definition at line 64 of file MarketSnapshotPriceLevel.h.

marketId

MarketId marketId

Unique identifier of the market.

Definition at line 45 of file MarketSnapshotPriceLevel.h.

orderCount

short orderCount

Number of all orders at the price level.

Definition at line 61 of file MarketSnapshotPriceLevel.h.

price

Price price

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

Definition at line 55 of file MarketSnapshotPriceLevel.h.

priceLevelPosition

char priceLevelPosition

Position of the price level.

Definition at line 51 of file MarketSnapshotPriceLevel.h.

quantity

int quantity

Total quantity at the price level.

Definition at line 58 of file MarketSnapshotPriceLevel.h.

side

Side::Enum side

Indicate whether it's bid or offer.

Definition at line 48 of file MarketSnapshotPriceLevel.h.