OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
PriceLevel Struct Reference

#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

typedef Rational Price

Definition at line 36 of file OrderBook.h.

Constructor & Destructor Documentation

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


Definition at line 54 of file OrderBook.h.

Member Data Documentation

short impliedOrderCount

Implied order count at price.

Definition at line 51 of file OrderBook.h.

int impliedQuantity

Implied order quantity at price.

Definition at line 45 of file OrderBook.h.

short orderCount

Order count at price.

Definition at line 48 of file OrderBook.h.

Rational price

Raw exchange price (fixed point).

Definition at line 39 of file OrderBook.h.

int quantity

Total order quantity at price.

Definition at line 42 of file OrderBook.h.

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