A response describing a trade that occurred for a limit / market order. More...

#include <messages.hpp>

Public Member Functions
	TradeResponse (SequenceNumber sequence, OrderID order_id_, Price price_, Quantity quantity_, Quantity leaves_quantity_, Side side_)
	Initialize a new trade response message. More...

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

Public Attributes
const Header	header
	the header for the message

const OrderID	order_id
	the ID for the order connected to the trade

const Price	price
	the price the trade executed at

const Quantity	quantity
	the number of shares that were exchanges

const Quantity	leaves_quantity
	the number of shares that remain in the book

const Side	side
	the original side of the order

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

Detailed Description

A response describing a trade that occurred for a limit / market order.

Trade Response

Constructor & Destructor Documentation

OrderEntry::Messages::TradeResponse::TradeResponse	(	SequenceNumber	sequence,
		OrderID	order_id_,
		Price	price_,
		Quantity	quantity_,
		Quantity	leaves_quantity_,
		Side	side_
	)

inline

Initialize a new trade response message.

Parameters

sequence	the sequence number for the message
order_id_	the ID for the order connected to the trade
price_	the price the trade executed at
quantity_	the number of shares that were exchanges
leaves_quantity_	the number of shares that remain in the book
side_	the original side of the order

std::string OrderEntry::Messages::TradeResponse::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: