OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.13.1
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 


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


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


Definition at line 36 of file OrderBookChangeListener.h.

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