PriceLevel Struct Reference

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.