Trade

struct Trade

Represents a single trade (a match) as part of trade reporting by the exchange.

Public Members

roq::Side side = {}

Side (by convention: side of the taker)

double price = roq::NaN

Price.

double quantity = roq::NaN

Quantity.

roq::ExternalTradeId trade_id

Trade identifier.

roq::ExternalOrderId taker_order_id

External order identifier (taker)

roq::ExternalOrderId maker_order_id

External order identifier (maker)