DataFeed::LOB::Limit Struct Reference

A price limit containing a FIFO queue of Order objects. More...

#include <structures.hpp>

Inheritance diagram for DataFeed::LOB::Limit:

Public Member Functions
	Limit ()
	Initialize a new limit data.
	Limit (Order *order)
	Initialize a new limit data. More...

Public Attributes
Count	count = 0
	the number of orders at this limit price
const uint32_t	_padding = 0
	padding for byte alignment
Volume	volume = 0
	the total amount of volume at this limit price (sum of order shares)
Order *	order_head = nullptr
	the first order in the queue (next to execute)
Order *	order_tail = nullptr
	the last order in the queue (last to execute)

Detailed Description

A price limit containing a FIFO queue of Order objects.

Constructor & Destructor Documentation

Limit()

DataFeed::LOB::Limit::Limit ( Order *  order )

inlineexplicit

Initialize a new limit data.

Parameters

order

the initial order to create the limit with

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

• include/data_feed/limit_order_book/structures.hpp