lob::BookSnapshotLevel Struct Reference

One aggregated price level as seen from outside the engine. More...

#include <order_book_snapshot.hpp>

Public Attributes
std::uint64_t	priceRaw = 0
	Price in raw integer units (1/10000, matching Price's own encoding).
std::uint64_t	quantity = 0
	Total resting quantity at this level.
std::size_t	orderCount = 0
	Number of distinct resting orders at this level.

Detailed Description

One aggregated price level as seen from outside the engine.

Definition at line 32 of file order_book_snapshot.hpp.

Member Data Documentation

priceRaw

std::uint64_t lob::BookSnapshotLevel::priceRaw = 0

Price in raw integer units (1/10000, matching Price's own encoding).

Definition at line 34 of file order_book_snapshot.hpp.

quantity

std::uint64_t lob::BookSnapshotLevel::quantity = 0

Total resting quantity at this level.

Definition at line 36 of file order_book_snapshot.hpp.

orderCount

std::size_t lob::BookSnapshotLevel::orderCount = 0

Number of distinct resting orders at this level.

Definition at line 38 of file order_book_snapshot.hpp.

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

• include/lob/book/order_book_snapshot.hpp