d2/d03/LevelInfo_8hpp_source.html

 #pragma once


 #include "Usings.hpp"

 #include <vector>


 struct LevelInfo {

     Price _price;

     Quantity _quantity;

 };


 using LevelInfos = std::vector<LevelInfo>;

LevelInfos
std::vector< LevelInfo > LevelInfos
A vector of LevelInfo objects for managing multiple price levels.
Definition: LevelInfo.hpp:33

Usings.hpp
Defines type aliases commonly used in the trading system.

Price
std::int32_t Price
Represents the price of an order or trade.
Definition: Usings.hpp:21

Quantity
std::uint32_t Quantity
Represents the quantity or volume of assets in an order or trade.
Definition: Usings.hpp:29

LevelInfo
Represents a price level in an order book, including its price and quantity.
Definition: LevelInfo.hpp:21

LevelInfo::_quantity
Quantity _quantity
The quantity available at this price level.
Definition: LevelInfo.hpp:23

LevelInfo::_price
Price _price
The price at this level in the order book.
Definition: LevelInfo.hpp:22