ats::Trade Class Reference

Class representing a trade executed on an exchange. More...

#include <Trade.h>

Public Member Functions
	Trade (long id_, double price_, double quantity_, double quoteQty_, long time_, bool isBuyerMaker_, bool isBestMatch_)
	Constructor for Trade class. More...

Detailed Description

Class representing a trade executed on an exchange.

Constructor & Destructor Documentation

Trade()

ats::Trade::Trade	(	long	id_,
		double	price_,
		double	quantity_,
		double	quoteQty_,
		long	time_,
		bool	isBuyerMaker_,
		bool	isBestMatch_
	)

Constructor for Trade class.

Parameters

id_	Trade ID
price_	Trade price
quantity_	Trade quantity
quoteQty_	Trade quote quantity
time_	Trade execution time
isBuyerMaker_	Flag indicating whether the buyer is the maker
isBestMatch_	Flag indicating whether the trade was the best price match at the time

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

• Trade.h
• Trade.cpp