fix40::PriceLevel Struct Reference

价格档位 More...

#include <order_book.hpp>

Collaboration diagram for fix40::PriceLevel:

Public Member Functions
	PriceLevel (double p=0.0)
bool	empty () const

Public Attributes
double	price
	价格
std::list< Order >	orders
	订单队列（时间优先）
int64_t	totalQty
	该价位总数量

Detailed Description

价格档位

同一价格的所有订单，按时间顺序排列。

Constructor & Destructor Documentation

PriceLevel()

fix40::PriceLevel::PriceLevel ( double  p = 0.0 )

inlineexplicit

Member Function Documentation

empty()

bool fix40::PriceLevel::empty ( ) const

inline

Member Data Documentation

orders

std::list<Order> fix40::PriceLevel::orders

订单队列（时间优先）

price

double fix40::PriceLevel::price

价格

totalQty

int64_t fix40::PriceLevel::totalQty

该价位总数量

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

• include/app/engine/order_book.hpp