price_level_l2.hpp File Reference

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

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Classes
struct	slick::orderbook::detail::PriceLevelL2
	Price level for Level 2 orderbook (aggregated) Stores total quantity at a specific price point. More...
struct	slick::orderbook::detail::BidComparator
	Comparator for sorting bid levels (descending price) More...
struct	slick::orderbook::detail::AskComparator
	Comparator for sorting ask levels (ascending price) More...

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