PriceLevel Struct Reference

#include <OnixS/SgxTitan/MarketData/Itch/OrderBook.h>

Public Member Functions
	PriceLevel (const Price &price, Quantity quantity=0, Quantity numberOfOrders=0, const OrderInfos &orders=OrderInfos())
	PriceLevel ()
	~PriceLevel ()
	PriceLevel (const PriceLevel &)
PriceLevel &	operator= (const PriceLevel &other)
const Price &	price () const
Quantity	quantity () const
Quantity	numberOfOrders () const
const OrderInfos &	orders () const
void	swap (PriceLevel &) throw ()
std::string	toString () const
void	toString (std::string &) const

Friends
struct	Order

Detailed Description

Definition at line 47 of file OrderBook.h.

Constructor & Destructor Documentation

PriceLevel ( const Price &  price, Quantity  quantity = 0, Quantity  numberOfOrders = 0, const OrderInfos &  orders = OrderInfos()  )

explicit

Initializes the instances according to specified attributes.

Definition at line 89 of file Book.cpp.

PriceLevel

(

)

Definition at line 99 of file Book.cpp.

~PriceLevel ( )

inline

Definition at line 54 of file OrderBook.h.

PriceLevel

(

const PriceLevel &

other

)

Definition at line 118 of file Book.cpp.

Member Function Documentation

Quantity numberOfOrders

(

)

const

Total number of orders of given price.

Definition at line 170 of file Book.cpp.

PriceLevel & operator=

(

const PriceLevel &

other

)

Definition at line 107 of file Book.cpp.

const OrderInfos & orders

(

)

const

orders ids for a given level

Definition at line 175 of file Book.cpp.

const Price & price

(

)

const

Price value.

Definition at line 150 of file Book.cpp.

Quantity quantity

(

)

const

Quantify for the given price.

Definition at line 160 of file Book.cpp.

void swap	(	PriceLevel &	obj	)
throw	(
	)

swap values

Definition at line 180 of file Book.cpp.

std::string toString

(

)

const

Returns string representation of the instance.

Definition at line 226 of file Book.cpp.

void toString

(

std::string &

str

)

const

Appends representation of the instance to the string.

Definition at line 233 of file Book.cpp.

Friends And Related Function Documentation

friend struct Order

friend

Definition at line 111 of file OrderBook.h.

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

• include/OnixS/SgxTitan/MarketData/Itch/OrderBook.h
• src/Book.cpp