PriceLevel Struct Reference

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 37 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel()

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

inlineexplicit

Constructor.

Definition at line 52 of file OrderBook.h.

Member Data Documentation

positionCount

short positionCount

Positions count at price.

Definition at line 49 of file OrderBook.h.

price

Rational price

Raw exchange price (fixed point).

Definition at line 40 of file OrderBook.h.

quantity

int quantity

Total order quantity at price.

Definition at line 46 of file OrderBook.h.

yield

Rational yield

Raw exchange yield (fixed point).

Definition at line 43 of file OrderBook.h.