A message that indicates a limit order was added to the book. More...

#include <messages.hpp>

Public Member Functions
	AddOrder (OrderID uid_, Price price_, Quantity quantity_, Side side_, SequenceNumber sequence=0, TimeStamp time=0)
	Initialize a new add order message. More...

std::string	to_string () const
	Convert the object to an STL string. More...

Public Attributes
const Header	header
	the message header that defines the template ID and length of message

const OrderID	uid
	the day specific ID for the order

const Price	price
	the price of the order

const Quantity	quantity
	the quantity of the order

const Side	side
	the side of the order

Friends
std::ostream &	operator<< (std::ostream &stream, const AddOrder &message)
	Write the data from the message to a stream. More...

Detailed Description

A message that indicates a limit order was added to the book.

Add Order Message

Constructor & Destructor Documentation

DataFeed::Messages::AddOrder::AddOrder	(	OrderID	uid_,
		Price	price_,
		Quantity	quantity_,
		Side	side_,
		SequenceNumber	sequence = `0`,
		TimeStamp	time = `0`
	)

inline

Initialize a new add order message.

Parameters

uid_	the day specific ID for the order
price_	the price of the order
quantity_	the quantity of the order
side_	the side of the order
sequence	the sequence number for the message
time	the time for the message

std::string DataFeed::Messages::AddOrder::to_string ( ) const

inline

Convert the object to an STL string.

friend

Write the data from the message to a stream.

Parameters

stream	the stream to write the data to
message	the message to write to the stream

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