MBOUpdate#

struct MBOUpdate#

Represents an update to be applied to an order book.

Public Members

double price = roq::NaN#

Price level.

double quantity = {}#

Order quantity (remaining unless update action is fill)

uint64_t priority = {}#

Queue priority (optional)

roq::MBOOrderId order_id#

Order identifier (optional when deleting)

roq::Side side = {}#

Order side (optional when updating an existing order)

roq::UpdateAction action = {}#

Update action.

roq::UpdateReason reason = {}#

Update reason (optional)