A single order in the LimitOrderBook. More...
#include <structures.hpp>
Inheritance diagram for DataFeed::LOB::Order:
Public Member Functions | |
| Order () | |
| Initialize a new order data. | |
| Order (UID uid_, Side side_, Quantity quantity_, Price price_) | |
| Initialize a new order data. More... | |
Public Attributes | |
| const UID | uid = 0 |
| the day-unique ID for this particular order | |
| const Side | side = Side::Sell |
| a boolean determining whether the order id a buy (true) or sell (false) | |
| Quantity | quantity = 0 |
| the number of shares in the order | |
| const Price | price = 0 |
| the limit price for the order (market price if market order) | |
| Limit * | limit = nullptr |
| the limit this order falls under | |
Detailed Description
A single order in the LimitOrderBook.
Constructor & Destructor Documentation
◆ Order()
Initialize a new order data.
- Parameters
-
uid_ the unique identifier for the order side_ the side of the order: buy=true, sell=false quantity_ the number of shares to buy or sell price_ the limit/market price for the order
The documentation for this struct was generated from the following file:
- include/data_feed/limit_order_book/structures.hpp