lob::ReduceOrder Struct Reference

Payload for shrinking a resting order without losing priority. More...

#include <order_event.hpp>

Collaboration diagram for lob::ReduceOrder:

Public Attributes
OrderId	orderId
	Identifier of the order to shrink.
Quantity	newQuantity
	Replacement remaining quantity; nonzero and not above the current one.

Detailed Description

Payload for shrinking a resting order without losing priority.

The price cannot change, so the order never moves between levels and keeps its FIFO position. A reduction to zero is a cancellation and must be sent as CancelOrder instead.

Definition at line 64 of file order_event.hpp.

Member Data Documentation

orderId

OrderId lob::ReduceOrder::orderId

Identifier of the order to shrink.

Definition at line 66 of file order_event.hpp.

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

newQuantity

Quantity lob::ReduceOrder::newQuantity

Replacement remaining quantity; nonzero and not above the current one.

Definition at line 68 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