order.hpp File Reference

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

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Classes
struct	slick::orderbook::detail::Order
	Order structure for Level 3 orderbook Uses intrusive list design for zero-allocation order queues at each price level Cache-aligned to 64 bytes for optimal performance (exactly 1 cache line) More...

Namespaces
namespace	slick
namespace	slick::orderbook
namespace	slick::orderbook::detail