lob::NewOrder Struct Reference

Payload for accepting a new order. More...

#include <order_event.hpp>

Collaboration diagram for lob::NewOrder:

Public Attributes
OrderId	orderId
	Unique identifier for the new order.
Price	price
	Limit price, or an invalid price for a market order.
Quantity	quantity
	Quantity submitted by the caller.
Timestamp	timestamp
	Timestamp assigned to the order.
OrderSide	orderSide
	Buy or sell direction.
OrderType	orderType
	Limit or market execution behavior.

Detailed Description

Payload for accepting a new order.

Definition at line 36 of file order_event.hpp.

Member Data Documentation

orderId

OrderId lob::NewOrder::orderId

Unique identifier for the new order.

Definition at line 38 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

price

Price lob::NewOrder::price

Limit price, or an invalid price for a market order.

Definition at line 40 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

quantity

Quantity lob::NewOrder::quantity

Quantity submitted by the caller.

Definition at line 42 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

timestamp

Timestamp lob::NewOrder::timestamp

Timestamp assigned to the order.

Definition at line 44 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

orderSide

OrderSide lob::NewOrder::orderSide

Buy or sell direction.

Definition at line 46 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

orderType

OrderType lob::NewOrder::orderType

Limit or market execution behavior.

Definition at line 48 of file order_event.hpp.

Referenced by lob::MatchingEngine::processEvent().

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

• include/lob/order/order_event.hpp