image thumbnail
from Order book simulation by Dimitri Shvorob
(a naive artificial stock market)

TradeRecord
classdef TradeRecord < event.EventData
    
    properties (SetAccess = private)
        Orders
        Size
        Price
        Time       
    end         
    
    methods
        
        function[obj] = TradeRecord(order1,order2,size,price)             
            obj.Orders = [order1.clone order2.clone];
            obj.Size   = size;
            obj.Price  = price;
            obj.Time   = now;
        end 
        
        function[out] = char(obj)             
            out = sprintf('TradeRecord: %d at %6.2f, time %s\n  %s\n  %s', ...
                          obj.Size,obj.Price,datestr(obj.Time,13),char(obj.Orders(1)),char(obj.Orders(2)));
        end
        
        function disp(obj)             
            disp(class(obj))
            disp(struct('Orders',obj.Orders,...
                        'Size',obj.Size, ...
                        'Price',obj.Price, ...
                        'Time',datestr(obj.Time,13)))
        end
        
    end   
    
end

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