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Daniel Esambu
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Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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order_type.hpp
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// include/lob/order/order_type.hpp
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#ifndef ORDER_TYPE_HPP
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#define ORDER_TYPE_HPP
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namespace
lob {
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/** @brief Execution and resting behavior requested for an order. */
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enum class
OrderType {
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/** Executes immediately when crossing, then may rest if supported. */
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LIMIT,
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/** Executes against available liquidity and never rests in OrderBook. */
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MARKET
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};
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}
// namespace lob
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#endif
include
lob
order
order_type.hpp
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