Container for a single Price Position: More...

Inheritance diagram for pyRT.native.dmaModule.PricePos:

Public Member Functions
def	__init__
	Constructor. More...

def	Add
	Adds the PricePos to self. More...

def	Sub
	Subtracts the PricePos to self. More...

def	Update
	Assignment operator. More...

Detailed Description

Container for a single Price Position:

Base class for PriceLevel

Member	Description
_Price	Price
_Size	Quantity at Price Level
_TimeNs	Exchange time in nanos since epoch

Constructor & Destructor Documentation

def pyRT.native.dmaModule.PricePos.__init__	(	self,
		Price = `0.0`,
		Size = `0`,
		TimeNs = `0`
	)

Constructor.

Parameters

def pyRT.native.dmaModule.PricePos.Add	(	self,
		pos
	)

Adds the PricePos to self.

Parameters

pos	- PricePos to add

def pyRT.native.dmaModule.PricePos.Sub	(	self,
		pos
	)

Subtracts the PricePos to self.

Parameters

pos	- PricePos to add

def pyRT.native.dmaModule.PricePos.Update	(	self,
		pos
	)

Assignment operator.

Parameters

pos	- PricePos to copy

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