OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Order Struct Reference

#include </work/src/BookImpl.h>

Collaboration diagram for Order:

Public Member Functions

 Order ()
 
 Order (const OrderId &inId, const Price &inPrice, Quantity inQuantity)
 

Static Public Member Functions

static void addOrder (const Order &order, PriceLevel &level)
 
static void removeOrder (const Order &order, PriceLevel &level)
 
static bool isOrderAffectsPriceLevel (const Order &order)
 

Public Attributes

OrderId id_
 
Price price_
 
Quantity quantity_
 

Detailed Description

Definition at line 33 of file BookImpl.h.

Constructor & Destructor Documentation

Order ( )

Definition at line 26 of file BookImpl.cpp.

Order ( const OrderId inId,
const Price inPrice,
Quantity  inQuantity 
)

Definition at line 33 of file BookImpl.cpp.

Member Function Documentation

void addOrder ( const Order order,
PriceLevel level 
)
static

Definition at line 40 of file BookImpl.cpp.

bool isOrderAffectsPriceLevel ( const Order order)
static

Definition at line 65 of file BookImpl.cpp.

void removeOrder ( const Order order,
PriceLevel level 
)
static

Definition at line 51 of file BookImpl.cpp.

Member Data Documentation

OrderId id_

Definition at line 35 of file BookImpl.h.

Price price_

Definition at line 36 of file BookImpl.h.

Quantity quantity_

Definition at line 37 of file BookImpl.h.


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