LevelInfo Struct Reference

Represents a price level in an order book, including its price and quantity. More...

#include <LevelInfo.hpp>

Public Attributes
Price	_price
	The price at this level in the order book. More...
Quantity	_quantity
	The quantity available at this price level. More...

Detailed Description

Represents a price level in an order book, including its price and quantity.

The LevelInfo struct is used to store information about individual price levels within an order book, including the price of the level and the associated quantity.

Member Data Documentation

_price

Price LevelInfo::_price

The price at this level in the order book.

_quantity

Quantity LevelInfo::_quantity

The quantity available at this price level.

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

• OrderbookSim/LevelInfo.hpp