Class OrderBook¶

Defined in File OrderBook.hpp

Class Documentation¶

class OrderBook¶

Order helpers

Functions for processing book actions.

Public Functions

OrderBook()¶

void process_event(const trading::Event &e)¶: Applies an atomic trading event to the book.

Public Members

trading::TimeStamp last_ts = 0¶

trading::Action last_action = trading::Action::None ¶

trading::Price last_trade_price = 0¶

trading::Volume last_trade_size = 0¶

trading::Side last_trade_side = trading::Side::None ¶