Struct Level

• Defined in File Types.hpp

Struct Documentation

struct Level

Aggregated price level in the order book.

Public Members

trading::Volume total_vol

trading::Price price

int32_t count = 0

int32_t head = -1

int32_t prev_level = -1

index in level_pool_ toward better price, -1 if best

int32_t next_level = -1

index in level_pool_ toward worse price, -1 if worst