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 = std::numeric_limits<double>::quiet_NaN()#

Price.

double quantity = std::numeric_limits<double>::quiet_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)