slick::orderbook::detail::PriceLevelL3 Struct Reference

Price level for Level 3 orderbook (order-by-order) Maintains a queue of individual orders at this price level. More...

#include <price_level_l3.hpp>

Collaboration diagram for slick::orderbook::detail::PriceLevelL3:

Public Member Functions
	PriceLevelL3 (Price p) noexcept
Quantity	getTotalQuantity () const noexcept
	Get total quantity at this level.
std::size_t	orderCount () const noexcept
	Get number of orders at this level.
bool	isEmpty () const noexcept
	Check if this level is empty.
Order *	getBestOrder () noexcept
	Get best order (first in queue)
const Order *	getBestOrder () const noexcept
void	insertOrder (Order *order) noexcept
	Insert order maintaining priority order.
void	removeOrder (Order *order) noexcept
	Remove order from the level.
void	updateOrderQuantity (Quantity old_quantity, Quantity new_quantity) noexcept
	Update order quantity (for modify operations)
constexpr bool	operator== (const PriceLevelL3 &other) const noexcept
	Comparison operators for sorting by price.
constexpr bool	operator!= (const PriceLevelL3 &other) const noexcept
constexpr bool	operator< (const PriceLevelL3 &other) const noexcept
constexpr bool	operator> (const PriceLevelL3 &other) const noexcept

Public Attributes
Price	price
IntrusiveList< Order >	orders
Quantity	total_quantity

Detailed Description

Price level for Level 3 orderbook (order-by-order) Maintains a queue of individual orders at this price level.

Definition at line 15 of file price_level_l3.hpp.

Constructor & Destructor Documentation

PriceLevelL3()

slick::orderbook::detail::PriceLevelL3::PriceLevelL3 ( Price  p )

inlineexplicitnoexcept

Definition at line 20 of file price_level_l3.hpp.

Member Function Documentation

getBestOrder() [1/2]

const Order * slick::orderbook::detail::PriceLevelL3::getBestOrder ( ) const

inlinenoexcept

Definition at line 43 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::empty(), and slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::front().

getBestOrder() [2/2]

Order * slick::orderbook::detail::PriceLevelL3::getBestOrder ( )

inlinenoexcept

Get best order (first in queue)

Definition at line 39 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::empty(), and slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::front().

getTotalQuantity()

Quantity slick::orderbook::detail::PriceLevelL3::getTotalQuantity ( ) const

inlinenoexcept

Get total quantity at this level.

Definition at line 24 of file price_level_l3.hpp.

insertOrder()

void slick::orderbook::detail::PriceLevelL3::insertOrder ( Order *  order )

inlinenoexcept

Insert order maintaining priority order.

Definition at line 48 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::begin(), slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::end(), slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::insert_before(), and slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::push_back().

isEmpty()

bool slick::orderbook::detail::PriceLevelL3::isEmpty ( ) const

inlinenoexcept

Check if this level is empty.

Definition at line 34 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::empty().

operator!=()

constexpr bool slick::orderbook::detail::PriceLevelL3::operator!= ( const PriceLevelL3 &  other ) const

inlineconstexprnoexcept

Definition at line 80 of file price_level_l3.hpp.

operator<()

constexpr bool slick::orderbook::detail::PriceLevelL3::operator< ( const PriceLevelL3 &  other ) const

inlineconstexprnoexcept

Definition at line 84 of file price_level_l3.hpp.

operator==()

constexpr bool slick::orderbook::detail::PriceLevelL3::operator== ( const PriceLevelL3 &  other ) const

inlineconstexprnoexcept

Comparison operators for sorting by price.

Definition at line 76 of file price_level_l3.hpp.

operator>()

constexpr bool slick::orderbook::detail::PriceLevelL3::operator> ( const PriceLevelL3 &  other ) const

inlineconstexprnoexcept

Definition at line 88 of file price_level_l3.hpp.

orderCount()

std::size_t slick::orderbook::detail::PriceLevelL3::orderCount ( ) const

inlinenoexcept

Get number of orders at this level.

Definition at line 29 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::size().

removeOrder()

void slick::orderbook::detail::PriceLevelL3::removeOrder ( Order *  order )

inlinenoexcept

Remove order from the level.

Definition at line 65 of file price_level_l3.hpp.

References slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::erase().

updateOrderQuantity()

void slick::orderbook::detail::PriceLevelL3::updateOrderQuantity ( Quantity  old_quantity, Quantity  new_quantity  )

inlinenoexcept

Update order quantity (for modify operations)

Definition at line 71 of file price_level_l3.hpp.

Member Data Documentation

orders

IntrusiveList<Order> slick::orderbook::detail::PriceLevelL3::orders

Definition at line 17 of file price_level_l3.hpp.

price

Price slick::orderbook::detail::PriceLevelL3::price

Definition at line 16 of file price_level_l3.hpp.

total_quantity

Quantity slick::orderbook::detail::PriceLevelL3::total_quantity

Definition at line 18 of file price_level_l3.hpp.

---

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

• slick/orderbook/detail/price_level_l3.hpp