OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
MarketSnapshotPriceLevel Struct Reference

#include <MarketSnapshotPriceLevel.h>

Public Types

enum  { messageType = 'm' }
 

Public Member Functions

 MarketSnapshotPriceLevel ()
 
 MarketSnapshotPriceLevel (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
 

Detailed Description

Definition at line 36 of file MarketSnapshotPriceLevel.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file MarketSnapshotPriceLevel.h.

Constructor & Destructor Documentation

Default constructor.

MarketSnapshotPriceLevel ( 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 MarketSnapshotPriceLevel.h.

int impliedQuantity

Quantity that were implied.

Definition at line 61 of file MarketSnapshotPriceLevel.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file MarketSnapshotPriceLevel.h.

short orderCount

Number of all orders at the price level.

Definition at line 58 of file MarketSnapshotPriceLevel.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 MarketSnapshotPriceLevel.h.

char priceLevelPosition

Position of the price level.

Definition at line 48 of file MarketSnapshotPriceLevel.h.

int quantity

Total quantity at the price level.

Definition at line 55 of file MarketSnapshotPriceLevel.h.

Side::Enum side

Indicate whether it's bid or offer.

Definition at line 45 of file MarketSnapshotPriceLevel.h.


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