Public Member Functions | |
| OrderBookChange (Side::Enum side, const Rational &price, int quantity, short orderCount) | |
| Constructor. | |
| std::string | toString () const |
| Convert to string. | |
Public Attributes | |
| Side::Enum | side |
| Side. | |
| Rational | price |
| Price. | |
| int | quantity |
| Total order quantity at price. | |
| short | orderCount |
| Order count at price. | |