Fill

struct Fill

Represents a single fill (match) when an order is being partially or fully filled.

Public Members

std::chrono::nanoseconds exchange_time_utc = {}

Exchange timestamp, possibly from matching engine (UTC)

ExternalTradeId external_trade_id

External trade identifier.

double quantity = NaN

Quantity.

double price = NaN

Price.

Liquidity liquidity = {}

Liquidity indicator.