b2bits::nasdaq::itch50::BookTraits Struct Reference

Type traits for order book aggregation. More...

Detailed Description

Type traits for order book aggregation.

Defines the types used for price levels, quantities, and timestamps in the aggregated order book representation.

#include <nasdaq/itch50/Instrument.h>

Public Types
using	PriceType = Price
	Price type (64-bit fixed point).
using	QtyType = std::uint32_t
	Quantity type.
using	CounterType = std::uint32_t
	Order counter type.
using	SideType = Side
	Side enum (Buy/Sell).
using	Timestamp = std::uint64_t
	Nanosecond timestamp.

Static Public Member Functions
static constexpr char	side2char (SideType s)
	Convert side enum to character representation.

Member Typedef Documentation

CounterType

using b2bits::nasdaq::itch50::BookTraits::CounterType = std::uint32_t

Order counter type.

PriceType

using b2bits::nasdaq::itch50::BookTraits::PriceType = Price

Price type (64-bit fixed point).

QtyType

using b2bits::nasdaq::itch50::BookTraits::QtyType = std::uint32_t

Quantity type.

SideType

using b2bits::nasdaq::itch50::BookTraits::SideType = Side

Side enum (Buy/Sell).

Timestamp

using b2bits::nasdaq::itch50::BookTraits::Timestamp = std::uint64_t

Nanosecond timestamp.

Member Function Documentation

side2char()

constexpr char b2bits::nasdaq::itch50::BookTraits::side2char ( SideType s )

inlinestaticconstexpr

Convert side enum to character representation.

Parameters

s	Side enum value

Returns

'S' for Sell, 'B' for Buy

References b2bits::nasdaq::Sell.

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

• nasdaq/itch50/Instrument.h