CppTrader::Matching::Level Struct Reference

Price level. More...

#include <level.h>

Inheritance diagram for CppTrader::Matching::Level:

Public Member Functions
	Level (LevelType type, uint64_t price) noexcept
	Level (const Level &) noexcept=default
	Level (Level &&) noexcept=default
	~Level () noexcept=default
Level &	operator= (const Level &) noexcept=default
Level &	operator= (Level &&) noexcept=default
bool	IsBid () const noexcept
	Is the bid price level?
bool	IsAsk () const noexcept
	Is the ask price level?

Public Attributes
LevelType	Type
	Level type.
uint64_t	Price
	Level price.
uint64_t	TotalVolume
	Level volume.
uint64_t	HiddenVolume
	Level hidden volume.
uint64_t	VisibleVolume
	Level visible volume.
size_t	Orders
	Level orders.

Friends
bool	operator== (const Level &level1, const Level &level2) noexcept
bool	operator!= (const Level &level1, const Level &level2) noexcept
bool	operator< (const Level &level1, const Level &level2) noexcept
bool	operator> (const Level &level1, const Level &level2) noexcept
bool	operator<= (const Level &level1, const Level &level2) noexcept
bool	operator>= (const Level &level1, const Level &level2) noexcept
template<class TOutputStream >
TOutputStream &	operator<< (TOutputStream &stream, const Level &level)

Detailed Description

Price level.

Examples

market_manager.cpp, and matching_engine.cpp.

Definition at line 31 of file level.h.

Constructor & Destructor Documentation

Level() [1/3]

CppTrader::Matching::Level::Level ( LevelType  type, uint64_t  price  )

inlinenoexcept

Definition at line 30 of file level.inl.

Level() [2/3]

CppTrader::Matching::Level::Level ( const Level &  )

defaultnoexcept

Level() [3/3]

CppTrader::Matching::Level::Level ( Level &&  )

defaultnoexcept

~Level()

CppTrader::Matching::Level::~Level ( )

defaultnoexcept

Member Function Documentation

IsAsk()

bool CppTrader::Matching::Level::IsAsk ( ) const

inlinenoexcept

Is the ask price level?

Definition at line 74 of file level.h.

IsBid()

bool CppTrader::Matching::Level::IsBid ( ) const

inlinenoexcept

Is the bid price level?

Definition at line 72 of file level.h.

operator=() [1/2]

Level & CppTrader::Matching::Level::operator= ( const Level &  )

defaultnoexcept

operator=() [2/2]

Level & CppTrader::Matching::Level::operator= ( Level &&  )

defaultnoexcept

Friends And Related Symbol Documentation

operator!=

bool operator!= ( const Level &  level1, const Level &  level2  )

friend

Definition at line 57 of file level.h.

operator<

bool operator< ( const Level &  level1, const Level &  level2  )

friend

Definition at line 59 of file level.h.

operator<<

template<class TOutputStream >

TOutputStream & operator<< ( TOutputStream &  stream, const Level &  level  )

friend

Definition at line 41 of file level.inl.

operator<=

bool operator<= ( const Level &  level1, const Level &  level2  )

friend

Definition at line 63 of file level.h.

operator==

bool operator== ( const Level &  level1, const Level &  level2  )

friend

Definition at line 55 of file level.h.

operator>

bool operator> ( const Level &  level1, const Level &  level2  )

friend

Definition at line 61 of file level.h.

operator>=

bool operator>= ( const Level &  level1, const Level &  level2  )

friend

Definition at line 65 of file level.h.

Member Data Documentation

HiddenVolume

uint64_t CppTrader::Matching::Level::HiddenVolume

Level hidden volume.

Definition at line 40 of file level.h.

Orders

size_t CppTrader::Matching::Level::Orders

Level orders.

Definition at line 44 of file level.h.

Price

uint64_t CppTrader::Matching::Level::Price

Level price.

Definition at line 36 of file level.h.

TotalVolume

uint64_t CppTrader::Matching::Level::TotalVolume

Level volume.

Definition at line 38 of file level.h.

Type

LevelType CppTrader::Matching::Level::Type

Level type.

Definition at line 34 of file level.h.

VisibleVolume

uint64_t CppTrader::Matching::Level::VisibleVolume

Level visible volume.

Definition at line 42 of file level.h.

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

• include/trader/matching/level.h
• include/trader/matching/level.inl