order_book::Bbo Struct Reference

Best bid and offer; an empty side has no level. More...

#include <levels.hpp>

Public Attributes
std::optional< Level >	bid
	Highest bid level.
std::optional< Level >	ask

Friends
bool	operator== (const Bbo &, const Bbo &)=default
	Same levels on both sides.

Detailed Description

Best bid and offer; an empty side has no level.

Definition at line 21 of file levels.hpp.

Member Data Documentation

ask

std::optional<Level> order_book::Bbo::ask

Lowest ask level

Definition at line 23 of file levels.hpp.

bid

std::optional<Level> order_book::Bbo::bid

Highest bid level.

Definition at line 22 of file levels.hpp.

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

• levels.hpp