events.hpp File Reference

#include <slick/orderbook/config.hpp>
#include <slick/orderbook/types.hpp>
#include <array>

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Classes
struct	slick::orderbook::PriceLevelUpdate
	Level 2 price level update event Note: quantity = 0 implies the price level should be deleted. More...
struct	slick::orderbook::OrderUpdate
	Level 3 order update event Note: quantity = 0 implies the order should be deleted. More...
struct	slick::orderbook::Trade
	Trade event - represents an executed trade. More...
struct	slick::orderbook::TopOfBook
	Top-of-book snapshot - best bid and ask. More...

Namespaces
namespace	slick
namespace	slick::orderbook

Enumerations
enum	slick::orderbook::ChangeFlag : uint8_t { slick::orderbook::PriceChanged = 0x01 , slick::orderbook::QuantityChanged = 0x02 , slick::orderbook::LastInBatch = 0x04 }
	Change flags for price level and order updates (regular enum for bitwise operations) More...