order_book::BookLevels Struct Reference

#include <levels.hpp>

Public Attributes
std::vector< LevelEntry >	bids
	Bid levels, highest price last.
std::vector< LevelEntry >	asks
	Ask levels, lowest price last.

Detailed Description

One book's levels, each side worst price first, so that its best level is the last element and most adds and removals touch only the end

Definition at line 45 of file levels.hpp.

Member Data Documentation

asks

std::vector<LevelEntry> order_book::BookLevels::asks

Ask levels, lowest price last.

Definition at line 47 of file levels.hpp.

bids

std::vector<LevelEntry> order_book::BookLevels::bids

Bid levels, highest price last.

Definition at line 46 of file levels.hpp.

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

• levels.hpp