orderbook::OrderBook::Snapshot Struct Reference

#include <OrderBook.h>

Collaboration diagram for orderbook::OrderBook::Snapshot:

Public Attributes
std::vector< Level >	asks
std::vector< Level >	bids
double	midPrice
double	spread
std::string	symbol

Member Data Documentation

asks

std::vector<Level> orderbook::OrderBook::Snapshot::asks

bids

std::vector<Level> orderbook::OrderBook::Snapshot::bids

midPrice

double orderbook::OrderBook::Snapshot::midPrice

spread

double orderbook::OrderBook::Snapshot::spread

symbol

std::string orderbook::OrderBook::Snapshot::symbol

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The documentation for this struct was generated from the following file:

• client/client_orderbook/include/orderbook/OrderBook.h