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)