PriceLevel Struct Reference

Defines data for single price level of order book. More...

Public Types
typedef Rational	Price

Public Member Functions
	PriceLevel (const Rational &inPrice=Rational(), int inQuantity=0, int inImpliedQuantity=0, short inOrderCount=0, short inImpliedOrderCount=0)
	Constructor.

Public Attributes
Rational	price
	Raw exchange price (fixed point).
int	quantity
	Total order quantity at price.
int	impliedQuantity
	Implied order quantity at price.
short	orderCount
	Order count at price.
short	impliedOrderCount
	Implied order count at price.

Detailed Description

Defines data for single price level of order book.