MBOUpdate¶
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struct MBOUpdate¶
Represents an update to be applied to an order book.
Public Members
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double price = roq::NaN¶
Price level.
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double quantity = {}¶
Order quantity (remaining unless update action is fill)
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uint64_t priority = {}¶
Queue priority (optional)
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roq::MBOOrderId order_id¶
Order identifier (optional when deleting)
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roq::UpdateAction action = {}¶
Update action.
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roq::UpdateReason reason = {}¶
Update reason (optional)
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double price = roq::NaN¶