API  Version 2.0.1
Low-Latency HFT API
 All Classes Functions Variables
apiStructs.h
1 #ifndef API_STRUCTS
2 #define API_STRUCTS
3 #include <apiConstants.h>
4 #include <apiDataTypes.h>
5 #include <string>
6 namespace API2
7 {
8  namespace COMMON
9  {
14  {
15  public:
16 
20  DATA_TYPES::PRICE BidPrice;
21 
25  DATA_TYPES::QTY BidQty;
26 
30  DATA_TYPES::PRICE AskPrice;
31 
35  DATA_TYPES::QTY AskQty;
36 
41  std::string toString();
42  };
43 
48  {
49  public:
50 
54  DATA_TYPES::PRICE OpenPrice;
55 
59  DATA_TYPES::PRICE HighPrice;
60 
64  DATA_TYPES::PRICE LowPrice;
65 
69  DATA_TYPES::PRICE ClosePrice;
70 
74  DATA_TYPES::VOLUME Volume;
75 
79  DATA_TYPES::QTY LastTradeQty;
80 
84  DATA_TYPES::PRICE LastTradePrice;
85 
89  MarketDepthWrapper MarketDepth[CONSTANTS::MarketDepthArraySize];
90 
95 
100  std::string toString();
101 
107  bool operator == (const MarketDataWrapper & a);
108  };
109  }
110 }
111 #endif
bool operator==(const MarketDataWrapper &a)
operator ==
DATA_TYPES::PRICE LastTradePrice
LastTradePrice.
Definition: apiStructs.h:84
DATA_TYPES::PRICE LowPrice
LowPrice.
Definition: apiStructs.h:64
DATA_TYPES::VOLUME Volume
Volume.
Definition: apiStructs.h:74
DATA_TYPES::PRICE HighPrice
HighPrice.
Definition: apiStructs.h:59
MarketDepthWrapper MarketDepth[CONSTANTS::MarketDepthArraySize]
MarketDepth.
Definition: apiStructs.h:89
std::string toString()
toString will return formatted Market Picture for debug purpose
DATA_TYPES::PRICE ClosePrice
ClosePrice.
Definition: apiStructs.h:69
DATA_TYPES::PRICE OpenPrice
OpenPrice.
Definition: apiStructs.h:54
The MarketDepthWrapper class will store Bid Ask Price at particular level.
Definition: apiStructs.h:13
std::string toString()
toString will return formated Bid Ask Price Qty for debug purpose
DATA_TYPES::PRICE BidPrice
BidPrice.
Definition: apiStructs.h:20
DATA_TYPES::QTY AskQty
AskQty.
Definition: apiStructs.h:35
DATA_TYPES::PRICE AskPrice
AskPrice.
Definition: apiStructs.h:30
DATA_TYPES::QTY LastTradeQty
LastTradeQty.
Definition: apiStructs.h:79
DATA_TYPES::QTY BidQty
BidQty.
Definition: apiStructs.h:25
The MarketDataWrapper class will contain the Snapshot/TBT Market Data.
Definition: apiStructs.h:47
MarketDataWrapper()
MarketDataWrapper.