slick::orderbook::PriceLevelUpdate Struct Reference

Level 2 price level update event Note: quantity = 0 implies the price level should be deleted. More...

#include <events.hpp>

Collaboration diagram for slick::orderbook::PriceLevelUpdate:

Public Member Functions
	PriceLevelUpdate () noexcept=default
	PriceLevelUpdate (Timestamp ts, SymbolId sym, Side s, Price p, Quantity q, uint16_t order_count=0, uint16_t idx=0, uint8_t flags=0, uint64_t seq=0) noexcept
constexpr bool	isDelete () const noexcept
	Check if this is a delete action.
constexpr bool	priceChanged () const noexcept
	Check if price changed (level was added or moved)
constexpr bool	quantityChanged () const noexcept
	Check if quantity changed.
constexpr bool	isTopN (uint16_t n) const noexcept
	Check if this update affects the top N levels.
constexpr bool	isLastInBatch () const noexcept
	Check if this is the last update in a batch.

Public Attributes
Timestamp	timestamp
uint64_t	seq_num
Price	price
Quantity	quantity
SymbolId	symbol
uint16_t	level_index
uint16_t	num_orders
uint8_t	change_flags
Side	side

Detailed Description

Level 2 price level update event Note: quantity = 0 implies the price level should be deleted.

Definition at line 21 of file events.hpp.

Constructor & Destructor Documentation

PriceLevelUpdate() [1/2]

slick::orderbook::PriceLevelUpdate::PriceLevelUpdate ( )

defaultnoexcept

PriceLevelUpdate() [2/2]

slick::orderbook::PriceLevelUpdate::PriceLevelUpdate ( Timestamp  ts, SymbolId  sym, Side  s, Price  p, Quantity  q, uint16_t  order_count = 0, uint16_t  idx = 0, uint8_t  flags = 0, uint64_t  seq = 0  )

inlinenoexcept

Definition at line 34 of file events.hpp.

Member Function Documentation

isDelete()

constexpr bool slick::orderbook::PriceLevelUpdate::isDelete ( ) const

inlineconstexprnoexcept

Check if this is a delete action.

Definition at line 40 of file events.hpp.

isLastInBatch()

constexpr bool slick::orderbook::PriceLevelUpdate::isLastInBatch ( ) const

inlineconstexprnoexcept

Check if this is the last update in a batch.

Definition at line 60 of file events.hpp.

References slick::orderbook::LastInBatch.

isTopN()

constexpr bool slick::orderbook::PriceLevelUpdate::isTopN ( uint16_t  n ) const

inlineconstexprnoexcept

Check if this update affects the top N levels.

Definition at line 55 of file events.hpp.

priceChanged()

constexpr bool slick::orderbook::PriceLevelUpdate::priceChanged ( ) const

inlineconstexprnoexcept

Check if price changed (level was added or moved)

Definition at line 45 of file events.hpp.

References slick::orderbook::PriceChanged.

quantityChanged()

constexpr bool slick::orderbook::PriceLevelUpdate::quantityChanged ( ) const

inlineconstexprnoexcept

Check if quantity changed.

Definition at line 50 of file events.hpp.

References slick::orderbook::QuantityChanged.

Member Data Documentation

change_flags

uint8_t slick::orderbook::PriceLevelUpdate::change_flags

Definition at line 29 of file events.hpp.

level_index

uint16_t slick::orderbook::PriceLevelUpdate::level_index

Definition at line 27 of file events.hpp.

num_orders

uint16_t slick::orderbook::PriceLevelUpdate::num_orders

Definition at line 28 of file events.hpp.

price

Price slick::orderbook::PriceLevelUpdate::price

Definition at line 24 of file events.hpp.

Referenced by slick::orderbook::OrderBookL2::emitSnapshot().

quantity

Quantity slick::orderbook::PriceLevelUpdate::quantity

Definition at line 25 of file events.hpp.

seq_num

uint64_t slick::orderbook::PriceLevelUpdate::seq_num

Definition at line 23 of file events.hpp.

side

Side slick::orderbook::PriceLevelUpdate::side

Definition at line 30 of file events.hpp.

symbol

SymbolId slick::orderbook::PriceLevelUpdate::symbol

Definition at line 26 of file events.hpp.

timestamp

Timestamp slick::orderbook::PriceLevelUpdate::timestamp

Definition at line 22 of file events.hpp.

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

• slick/orderbook/events.hpp