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)