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Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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This is the complete list of members for lob::Execution, including all inherited members.
| Execution(OrderId incomingOrderId, OrderId restingOrderId, Price executionPrice, Quantity executionQuantity) | lob::Execution | |
| getExecutionPrice() const | lob::Execution | |
| getExecutionQuantity() const | lob::Execution | |
| getIncomingOrderId() const | lob::Execution | |
| getRestingOrderId() const | lob::Execution | |
| isValid() const | lob::Execution |