algotradelib::DepthLevel Struct Reference

One price level of an order book. More...

#include <algotradelib/src/core/market_data.hpp>

Collaboration diagram for algotradelib::DepthLevel:

Public Attributes
Decimal64	price_
	The price.
Decimal64	quantity_
	The quantity resting at it.

Detailed Description

One price level of an order book.

Definition at line 193 of file market_data.hpp.

Member Data Documentation

price_

Decimal64 algotradelib::DepthLevel::price_

The price.

Definition at line 195 of file market_data.hpp.

Referenced by algotradelib::order_depth().

quantity_

Decimal64 algotradelib::DepthLevel::quantity_

The quantity resting at it.

Definition at line 197 of file market_data.hpp.

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

• algotradelib/src/core/market_data.hpp