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.

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

• OnixS/ICE/iMpact/MarketData/OrderBookChangeListener.h