algotradelib::TopOfBook Struct Reference

The best bid and offer, with the size at each. An absent field was not stated, never zero. More...

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

Public Attributes
std::optional< Decimal64 >	bid_price_
	The best bid price.
std::optional< Decimal64 >	bid_quantity_
	The size at the best bid.
std::optional< Decimal64 >	ask_price_
	The best offer price.
std::optional< Decimal64 >	ask_quantity_
	The size at the best offer.

Detailed Description

The best bid and offer, with the size at each. An absent field was not stated, never zero.

Definition at line 858 of file types.hpp.

Member Data Documentation

ask_price_

std::optional<Decimal64> algotradelib::TopOfBook::ask_price_

The best offer price.

Definition at line 864 of file types.hpp.

ask_quantity_

std::optional<Decimal64> algotradelib::TopOfBook::ask_quantity_

The size at the best offer.

Definition at line 866 of file types.hpp.

bid_price_

std::optional<Decimal64> algotradelib::TopOfBook::bid_price_

The best bid price.

Definition at line 860 of file types.hpp.

bid_quantity_

std::optional<Decimal64> algotradelib::TopOfBook::bid_quantity_

The size at the best bid.

Definition at line 862 of file types.hpp.

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

• algotradelib/src/core/types.hpp