OrderBook.h File Reference

#include "common/Types.h"
#include "common_fix/MarketDataSnapshotFullRefresh.h"
#include "common_fix/MarketDataIncrementalRefresh.h"
#include <map>
#include <mutex>
#include <vector>
#include <string>

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Classes
struct	orderbook::Level
class	orderbook::OrderBook
	A client-side representation of the exchange's order book. More...
struct	orderbook::OrderBook::Snapshot

Namespaces
namespace	orderbook