ConsolidatedPriceLevel Class Reference

#include <ConsolidatedPriceLevel.h>

Public Member Functions
	ConsolidatedPriceLevel ()
	ConsolidatedPriceLevel (const DirectPriceLevel &direct)
	ConsolidatedPriceLevel (const ImpliedPriceLevel &implied)
	ConsolidatedPriceLevel (const DirectPriceLevel &direct, const ImpliedPriceLevel &implied)
	ConsolidatedPriceLevel (const ConsolidatedPriceLevel &other)
	~ConsolidatedPriceLevel ()
bool	exist () const
const Decimal &	price () const
Int32	quantity () const
const DirectPriceLevel &	direct () const
void	consolidate (const DirectPriceLevel &direct)
const ImpliedPriceLevel &	implied () const
void	consolidate (const ImpliedPriceLevel &implied)
	operator ImpliedPriceLevel () const
ConsolidatedPriceLevel &	operator= (const ConsolidatedPriceLevel &other)

Detailed Description

Price level data attributes of bid or ask of consolidated order book.

Instance exposes consolidated price level data as well as provides references to price level from direct and implied order books which comply consolidated price level.

Definition at line 35 of file ConsolidatedPriceLevel.h.

Constructor & Destructor Documentation

ConsolidatedPriceLevel ( )

inline

Initializes instance indicating absence of consolidated data.

Definition at line 59 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const DirectPriceLevel &  direct )

inline

Initializes instance from direct price level only.

Definition at line 66 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const ImpliedPriceLevel &  implied )

inline

Initializes instance from implied price level only.

Definition at line 73 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const DirectPriceLevel &  direct, const ImpliedPriceLevel &  implied  )

inline

Initializes instance from both direct and implied price levels.

Definition at line 81 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel ( const ConsolidatedPriceLevel &  other )

inline

Initializes instance as copy of the other one.

Definition at line 89 of file ConsolidatedPriceLevel.h.

~ConsolidatedPriceLevel ( )

inline

Finalizes instance.

Definition at line 97 of file ConsolidatedPriceLevel.h.

Member Function Documentation

void consolidate ( const DirectPriceLevel &  direct )

inline

Consolidates direct price level data part.

Definition at line 146 of file ConsolidatedPriceLevel.h.

void consolidate ( const ImpliedPriceLevel &  implied )

inline

Consolidates implied price level data part.

Definition at line 168 of file ConsolidatedPriceLevel.h.

const DirectPriceLevel& direct ( ) const

inline

Reference to price level from direct book consolidated into given instance.

Use 'exist' member of returned reference to check whether returned instance refers to a valid data or there were no corresponding level available in direct book.

Definition at line 139 of file ConsolidatedPriceLevel.h.

bool exist ( ) const

inline

Indicates whether instance has a valid data and actually exists at the level accessed.

Definition at line 103 of file ConsolidatedPriceLevel.h.

const ImpliedPriceLevel& implied ( ) const

inline

Reference to price level from implied book consolidated into given instance.

Use 'exist' member of returned reference to check whether returned instance refers to a valid data or there were no corresponding level available in implied book.

Definition at line 161 of file ConsolidatedPriceLevel.h.

operator ImpliedPriceLevel ( ) const

inline

Casts instance to implied price level.

Definition at line 175 of file ConsolidatedPriceLevel.h.

ConsolidatedPriceLevel& operator= ( const ConsolidatedPriceLevel &  other )

inline

Re-initializes instance as copy of other one.

Definition at line 192 of file ConsolidatedPriceLevel.h.

const Decimal& price ( ) const

inline

Price component.

Definition at line 112 of file ConsolidatedPriceLevel.h.

Int32 quantity ( ) const

inline

Quantity component.

Definition at line 122 of file ConsolidatedPriceLevel.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/CME/MDH/ConsolidatedPriceLevel.h