Trade

struct Trade

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

Public Members

Side side = {}

Side (by convention: side of the taker)

double price = NaN

Price.

double quantity = NaN

Quantity.

ExternalTradeId trade_id

Trade identifier.

ExternalOrderId taker_order_id

External order identifier (taker)

ExternalOrderId maker_order_id

External order identifier (maker)