OnixS SGX Derivatives Handler for C++  2.17.0.0
Public Member Functions | Public Attributes | List of all members
PriceLevel Struct Reference

Price Level. More...

Public Member Functions

 PriceLevel (Price price, unsigned quantity, unsigned numOfOrders, HiddenQuantity::Enum hiddenQuantity)
 

Public Attributes

Price price
 Price on given price level.
 
unsigned quantity
 Quantity on given price level.
 
unsigned numOfOrders
 Number of orders on given price level.
 
HiddenQuantity::Enum hiddenQuantity
 Shows if order quantity available but not shown.
 

Detailed Description

Price Level.