MBOUpdate

struct MBOUpdate

Represents an update to be applied to an order book.

Public Members

double price = NaN

Price level.

double quantity = {}

Order quantity (remaining unless update action is fill)

uint64_t priority = {}

Queue priority (optional)

MBOOrderId order_id

Order identifier (optional when deleting)

Side side = {}

Order side (optional when updating an existing order)

UpdateAction action = {}

Update action.

UpdateReason reason = {}

Update reason (optional)