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

#include <OrderBookChangeListener.h>

Public Member Functions

 OrderBookChange (Side::Enum side, const Rational &price, int quantity, short orderCount)
 
std::string toString () const
 

Public Attributes

Side::Enum side
 
Rational price
 
int quantity
 
short orderCount
 

Detailed Description

Definition at line 33 of file OrderBookChangeListener.h.

Constructor & Destructor Documentation

OrderBookChange ( Side::Enum  side,
const Rational price,
int  quantity,
short  orderCount 
)

Constructor.

Member Function Documentation

std::string toString ( ) const

Convert to string.

Member Data Documentation

short orderCount

Order count at price.

Definition at line 45 of file OrderBookChangeListener.h.

Rational price

Price.

Definition at line 39 of file OrderBookChangeListener.h.

int quantity

Total order quantity at price.

Definition at line 42 of file OrderBookChangeListener.h.

Side::Enum side

Side.

Definition at line 36 of file OrderBookChangeListener.h.


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