order_book::LevelRecord Struct Reference

The orders resting at one price: their total, their count, and the book and side they are in. More...

#include <levels.hpp>

Public Attributes
Quantity	total
	Sum of the remaining quantity of the level's orders.
std::uint32_t	orders
	Number of orders at the level.
std::uint16_t	locate
	Book the level belongs to, where a pool serves several; 0 otherwise.
Side	side
	Side the level is on.

Detailed Description

The orders resting at one price: their total, their count, and the book and side they are in.

Definition at line 29 of file levels.hpp.

Member Data Documentation

locate

std::uint16_t order_book::LevelRecord::locate

Book the level belongs to, where a pool serves several; 0 otherwise.

Definition at line 32 of file levels.hpp.

orders

std::uint32_t order_book::LevelRecord::orders

Number of orders at the level.

Definition at line 31 of file levels.hpp.

side

Side order_book::LevelRecord::side

Side the level is on.

Definition at line 33 of file levels.hpp.

total

Quantity order_book::LevelRecord::total

Sum of the remaining quantity of the level's orders.

Definition at line 30 of file levels.hpp.

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

• levels.hpp