Information about single market level as it present in 'strategy' kind of messages. More...
Public Member Functions | |
StrategyMarketLevelInfo () | |
Initialize default instance. | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
MarketDepthLevel::Enum | marketDepthLevel |
Level of market depth. | |
Rational | bidPrice |
Bid Price. | |
UInt64 | bidSize |
Bid Size. | |
UInt64 | numberOfBidOrders |
Number Of Bid Orders. | |
Rational | askPrice |
Ask Price. | |
UInt64 | askSize |
Ask Size. | |
UInt64 | numberOfAskOrders |
Number Of Ask Orders. | |
Information about single market level as it present in 'strategy' kind of messages.
Note that in the case as bidPrice and askPrice member could be positive or negative.