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

TX Quantity Information. More...

Public Member Functions

std::string toString () const
 Returns string representation.
 

Public Attributes

int64 mpQuantity
 Number of units (options, futures, forwards and so on) in an order related transaction.
 
int64 totalVolume
 Total number of units (options, futures, forwards and so on) in an order related transaction.
 
uint8 deltaQuantity
 When changing quantities there are two options: delta and absolute. More...
 
uint8 itemNumber
 The item number of a block transaction that relates to this change.
 
Side::Enum side
 Bid or Ask.
 

Detailed Description

TX Quantity Information.

Member Data Documentation

uint8 deltaQuantity

When changing quantities there are two options: delta and absolute.

Delta changes amend the quantity/total volume of an order by the given amount, positive to increase the quantity, negative to reduce the quantity. Absolute changes means that the quantity/total volume should be set to the value in the quantity/total volume field.