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order_book 0.3.0
Exchange feed order book that prints the best bid and offer
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#include <levels.hpp>
Public Attributes | |
| Price | price |
| Level price. | |
| std::uint32_t | level |
| Handle of the level in its pool. | |
An element of a side's levels: the price beside the level's handle, so that finding a price reads no level record
Definition at line 38 of file levels.hpp.
| std::uint32_t order_book::LevelEntry::level |
Handle of the level in its pool.
Definition at line 40 of file levels.hpp.
| Price order_book::LevelEntry::price |
Level price.
Definition at line 39 of file levels.hpp.