ats::OrderBook Struct Reference

The OrderBook struct represents the orderbook. More...

#include <OrderManager.h>

Public Member Functions
	OrderBook (std::vector< double > bid={}, std::vector< double > bidVol={}, std::vector< double > ask={}, std::vector< double > askVol={})
	The OrderBook constructor. More...

Public Attributes
std::vector< double >	bid
std::vector< double >	bidVol
std::vector< double >	ask
std::vector< double >	askVol

Detailed Description

The OrderBook struct represents the orderbook.

Constructor & Destructor Documentation

OrderBook()

ats::OrderBook::OrderBook ( std::vector< double >  bid = {}, std::vector< double >  bidVol = {}, std::vector< double >  ask = {}, std::vector< double >  askVol = {}  )

inline

The OrderBook constructor.

Parameters

bid	The bid prices.
bidVol	The bid volumes.
ask	The ask prices.
askVol	The ask volumes.

Member Data Documentation

ask

std::vector<double> ats::OrderBook::ask

The ask prices.

askVol

std::vector<double> ats::OrderBook::askVol

The ask volumes.

bid

std::vector<double> ats::OrderBook::bid

The bid prices.

bidVol

std::vector<double> ats::OrderBook::bidVol

The bid volumes.

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

• OrderManager.h