#include <OrderBook.h>

Public Types
typedef Rational	Price

Public Member Functions
	PriceLevel (const Rational &inPrice=Rational(), int inQuantity=0, int inImpliedQuantity=0, short inOrderCount=0, short inImpliedOrderCount=0)

Public Attributes
Rational	price
int	quantity
int	impliedQuantity
short	orderCount
short	impliedOrderCount

Detailed Description

Definition at line 34 of file OrderBook.h.

Member Typedef Documentation

◆ Price

typedef Rational Price

Definition at line 36 of file OrderBook.h.

Constructor & Destructor Documentation

◆ PriceLevel()

PriceLevel	(	const Rational &	inPrice = Rational(),
		int	inQuantity = 0,
		int	inImpliedQuantity = 0,
		short	inOrderCount = 0,
		short	inImpliedOrderCount = 0 )

inlineexplicit

Constructor.

Definition at line 54 of file OrderBook.h.

Member Data Documentation

◆ impliedOrderCount

short impliedOrderCount

Implied order count at price.

Definition at line 51 of file OrderBook.h.

◆ impliedQuantity

int impliedQuantity

Implied order quantity at price.

Definition at line 45 of file OrderBook.h.

◆ orderCount

short orderCount

Order count at price.

Definition at line 48 of file OrderBook.h.

◆ price

Rational price

Raw exchange price (fixed point).

Definition at line 39 of file OrderBook.h.

◆ quantity

int quantity

Total order quantity at price.

Definition at line 42 of file OrderBook.h.

Public Types

Public Member Functions

Public Attributes