OnixS ICE iMpact Multicast Feed Handler for C++  3.13.0.0
Public Member Functions | Public Attributes | List of all members
OrderBookChange Struct Reference

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.