slick::orderbook::detail::PriceLevelL2 Struct Reference

Price level for Level 2 orderbook (aggregated) Stores total quantity at a specific price point. More...

#include <price_level_l2.hpp>

Collaboration diagram for slick::orderbook::detail::PriceLevelL2:

Public Member Functions
constexpr	PriceLevelL2 () noexcept
constexpr	PriceLevelL2 (Price p, Quantity q, Timestamp ts) noexcept
constexpr bool	isEmpty () const noexcept
	Check if this level is empty.
constexpr bool	operator== (const PriceLevelL2 &other) const noexcept
	Comparison operators for sorting.
constexpr bool	operator!= (const PriceLevelL2 &other) const noexcept
constexpr bool	operator< (const PriceLevelL2 &other) const noexcept
constexpr bool	operator> (const PriceLevelL2 &other) const noexcept
constexpr bool	operator<= (const PriceLevelL2 &other) const noexcept
constexpr bool	operator>= (const PriceLevelL2 &other) const noexcept

Public Attributes
Price	price
Quantity	quantity
Timestamp	timestamp

Detailed Description

Price level for Level 2 orderbook (aggregated) Stores total quantity at a specific price point.

Definition at line 13 of file price_level_l2.hpp.

Constructor & Destructor Documentation

PriceLevelL2() [1/2]

constexpr slick::orderbook::detail::PriceLevelL2::PriceLevelL2 ( )

inlineconstexprnoexcept

Definition at line 18 of file price_level_l2.hpp.

PriceLevelL2() [2/2]

constexpr slick::orderbook::detail::PriceLevelL2::PriceLevelL2 ( Price  p, Quantity  q, Timestamp  ts  )

inlineconstexprnoexcept

Definition at line 21 of file price_level_l2.hpp.

Member Function Documentation

isEmpty()

constexpr bool slick::orderbook::detail::PriceLevelL2::isEmpty ( ) const

inlineconstexprnoexcept

Check if this level is empty.

Definition at line 25 of file price_level_l2.hpp.

operator!=()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator!= ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Definition at line 34 of file price_level_l2.hpp.

operator<()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator< ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Definition at line 38 of file price_level_l2.hpp.

operator<=()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator<= ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Definition at line 46 of file price_level_l2.hpp.

operator==()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator== ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Comparison operators for sorting.

Definition at line 30 of file price_level_l2.hpp.

operator>()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator> ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Definition at line 42 of file price_level_l2.hpp.

operator>=()

constexpr bool slick::orderbook::detail::PriceLevelL2::operator>= ( const PriceLevelL2 &  other ) const

inlineconstexprnoexcept

Definition at line 50 of file price_level_l2.hpp.

Member Data Documentation

price

Price slick::orderbook::detail::PriceLevelL2::price

Definition at line 14 of file price_level_l2.hpp.

quantity

Quantity slick::orderbook::detail::PriceLevelL2::quantity

Definition at line 15 of file price_level_l2.hpp.

timestamp

Timestamp slick::orderbook::detail::PriceLevelL2::timestamp

Definition at line 16 of file price_level_l2.hpp.

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

• slick/orderbook/detail/price_level_l2.hpp