price_level_l3.hpp File Reference

#include <slick/orderbook/config.hpp>
#include <slick/orderbook/types.hpp>
#include <slick/orderbook/detail/intrusive_list.hpp>
#include <slick/orderbook/detail/order.hpp>

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Classes
struct	slick::orderbook::detail::PriceLevelL3
	Price level for Level 3 orderbook (order-by-order) Maintains a queue of individual orders at this price level. More...
struct	slick::orderbook::detail::BidComparatorL3
	Comparator for sorting bid levels (descending price) More...
struct	slick::orderbook::detail::AskComparatorL3
	Comparator for sorting ask levels (ascending price) More...

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