Helpers¶
Fill¶
-
struct
roq
::
Fill
¶ Represents a single fill (match) when an order is being partially or fully filled.
MBPUpdate¶
-
struct
roq
::
MBPUpdate
¶ Represents the update status of a single aggregate price level in the order book.
roq::
Fill
¶Represents a single fill (match) when an order is being partially or fully filled.
roq::
MBPUpdate
¶Represents the update status of a single aggregate price level in the order book.