order_book 0.3.0
Exchange feed order book that prints the best bid and offer
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order_book::Message Struct Reference

One feed line. ticker and order view the parsed line and dangle once it goes away. More...

#include <feed.hpp>

Public Attributes

std::uint64_t time
 Milliseconds since midnight.
std::string_view ticker
 Stock symbol.
std::string_view order
 Order ID, unique among live orders.
Event event
 Effect on the order.

Detailed Description

One feed line. ticker and order view the parsed line and dangle once it goes away.

Definition at line 70 of file feed.hpp.

Member Data Documentation

◆ event

Event order_book::Message::event

Effect on the order.

Definition at line 74 of file feed.hpp.

◆ order

std::string_view order_book::Message::order

Order ID, unique among live orders.

Definition at line 73 of file feed.hpp.

◆ ticker

std::string_view order_book::Message::ticker

Stock symbol.

Definition at line 72 of file feed.hpp.

◆ time

std::uint64_t order_book::Message::time

Milliseconds since midnight.

Definition at line 71 of file feed.hpp.


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