OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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OrderBookChange Struct Reference

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()

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

Constructor.

Member Function Documentation

◆ toString()

std::string toString ( ) const

Convert to string.

Member Data Documentation

◆ orderCount

short orderCount

Order count at price.

Definition at line 45 of file OrderBookChangeListener.h.

◆ price

Rational price

Price.

Definition at line 39 of file OrderBookChangeListener.h.

◆ quantity

int quantity

Total order quantity at price.

Definition at line 42 of file OrderBookChangeListener.h.

◆ side

Side::Enum side

Side.

Definition at line 36 of file OrderBookChangeListener.h.