API  Version 2.0.1
Low-Latency HFT API
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API2::COMMON::MarketDepthWrapper Class Reference

The MarketDepthWrapper class will store Bid Ask Price at particular level. More...

#include <apiStructs.h>

Public Member Functions

std::string toString ()
 toString will return formated Bid Ask Price Qty for debug purpose More...
 

Public Attributes

DATA_TYPES::PRICE BidPrice
 BidPrice.
 
DATA_TYPES::QTY BidQty
 BidQty.
 
DATA_TYPES::PRICE AskPrice
 AskPrice.
 
DATA_TYPES::QTY AskQty
 AskQty.
 

Detailed Description

The MarketDepthWrapper class will store Bid Ask Price at particular level.

Member Function Documentation

std::string API2::COMMON::MarketDepthWrapper::toString ( )

toString will return formated Bid Ask Price Qty for debug purpose

Returns

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