b2bits::LevelUpdateEvent< Traits > Struct Template Reference

Book level update event. More...

Detailed Description

template<class Traits>
struct b2bits::LevelUpdateEvent< Traits >

Book level update event.

Represents a change to a specific price level in the order book. Handlers receive these events when levels are added, updated, or removed.

Template Parameters

Traits

Book traits defining types

#include <core/src/Aggregator.h>

Public Types
enum	Type { New , Update , Remove }
	Type of update. More...

Public Attributes
enum b2bits::LevelUpdateEvent::Type	update_type_
int	index_
	Level index (0 = best price).
Traits::SideType	side_ = 0
	Side (buy or sell).
Traits::PriceType	price_ = 0
	Price at this level.
Traits::QtyType	qty_ = 0
	Total quantity at this level.
Traits::CounterType	orders_ = 0
	Number of orders at this level.

Member Enumeration Documentation

Type

template<class Traits>

enum b2bits::LevelUpdateEvent::Type

Type of update.

Enumerator
New	New price level added.
Update	Existing price level quantity/order count changed.
Remove	Price level removed (quantity reached zero).

Member Data Documentation

index_

template<class Traits>

int b2bits::LevelUpdateEvent< Traits >::index_

Level index (0 = best price).

orders_

template<class Traits>

Traits::CounterType b2bits::LevelUpdateEvent< Traits >::orders_ = 0

Number of orders at this level.

price_

template<class Traits>

Traits::PriceType b2bits::LevelUpdateEvent< Traits >::price_ = 0

Price at this level.

qty_

template<class Traits>

Traits::QtyType b2bits::LevelUpdateEvent< Traits >::qty_ = 0

Total quantity at this level.

side_

template<class Traits>

Traits::SideType b2bits::LevelUpdateEvent< Traits >::side_ = 0

Side (buy or sell).

update_type_

template<class Traits>

enum b2bits::LevelUpdateEvent::Type b2bits::LevelUpdateEvent< Traits >::update_type_

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

• core/src/Aggregator.h