Struct Event

• Defined in File Types.hpp

Struct Documentation

struct Event

Represents a single market event (L3).

Public Members

Action action

Action type (ADD, MODIFY, CANCEL, etc.)

Side side

Side (BID, ASK)

Price price

Price level.

Volume volume

Quantity.

OrderId oid

Order ID.

EventFlags flag

Flags (e.g., TOB)

TimeStamp ts_recv

Timestamp.