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d/dx
0.1.0 documentation
d/dx
0.1.0 documentation

General

  • d/dx: Tech Stack
  • Evaluation & Simulation Framework

quant

  • quant
    • Struct SimulationResult
    • Struct Event
    • Struct Level
    • Struct Order
    • Class Engine
    • Class Feature
    • Class OrderBook
    • Class OrderBookView
    • Enum Action
    • Enum Side

research

  • forecasting
    • forecasting.data
    • forecasting.metrics
    • forecasting.simulation
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Struct Order¶

  • Defined in File Types.hpp

Struct Documentation¶

struct Order¶

Represents a resting order in the book.

Public Members

OrderId oid¶
Price price¶
Volume volume¶
Side side¶
TimeStamp birth_tick¶
int32_t prev = -1¶
int32_t next = -1¶
Level *level = nullptr¶
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  • Struct Order
    • Struct Documentation
      • trading::Order
        • oid
        • price
        • volume
        • side
        • birth_tick
        • prev
        • next
        • level