OnixS BME SENAF Handler C++ library  2.0.1
API documentation
PriceLevel Struct Reference

#include <OnixS/Senaf/MarketData/OrderBook.h>

Collaboration diagram for PriceLevel:

Public Member Functions

 PriceLevel (const Rational &inPrice=Rational(), const Rational &inYield=Rational(), int inQuantity=0, short inPositionCount=0)

Public Attributes

Rational price
Rational yield
int quantity
short positionCount

Detailed Description

Definition at line 35 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel ( const Rational inPrice = Rational(),
const Rational inYield = Rational(),
int  inQuantity = 0,
short  inPositionCount = 0 


Definition at line 50 of file OrderBook.h.

Member Data Documentation

short positionCount

Positions count at price.

Definition at line 47 of file OrderBook.h.

Rational price

Raw exchange price (fixed point).

Definition at line 38 of file OrderBook.h.

int quantity

Total order quantity at price.

Definition at line 44 of file OrderBook.h.

Rational yield

Raw exchange yield (fixed point).

Definition at line 41 of file OrderBook.h.

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