Represents a single resting order within the Limit Order Book. More...

#include <order_book.hpp>

Public Member Functions
	Order (uint64_t ref_num, char side, uint32_t shrs, uint32_t prc, const std::string &stk)
	Constructs an order with the given identity, side, quantity, and price.

Public Attributes
uint64_t	order_reference_number
	Unique identifier assigned to the order by the exchange.

char	buy_sell_indicator
	'B' for Buy, 'S' for Sell.

uint32_t	shares
	Current quantity of shares available in this order.

uint32_t	price
	Limit price of the order.

PriceLevel *	level
	Pointer to the price level containing this order.

std::string	stock
	The stock symbol for this order.

Detailed Description

Represents a single resting order within the Limit Order Book.

Encapsulates all necessary state data for an order, including its unique reference number, side (Buy/Sell), quantity, and price. It also maintains a pointer to its parent PriceLevel for efficient traversal.

Definition at line 35 of file order_book.hpp.

Constructor & Destructor Documentation

◆ Order()

itch::Order::Order	(	uint64_t	ref_num,
		char	side,
		uint32_t	shrs,
		uint32_t	prc,
		const std::string &	stk
	)

inline

Constructs an order with the given identity, side, quantity, and price.

Parameters

ref_num	The exchange-assigned order reference number.
side	'B' for Buy, 'S' for Sell.
shrs	The initial quantity of shares in the order.
prc	The limit price of the order.
stk	The stock symbol for this order.

Definition at line 50 of file order_book.hpp.

Member Data Documentation

◆ order_reference_number

uint64_t itch::Order::order_reference_number

Unique identifier assigned to the order by the exchange.

Definition at line 36 of file order_book.hpp.

◆ buy_sell_indicator

char itch::Order::buy_sell_indicator

'B' for Buy, 'S' for Sell.

Definition at line 37 of file order_book.hpp.

◆ shares

uint32_t itch::Order::shares

Current quantity of shares available in this order.

Definition at line 38 of file order_book.hpp.

◆ price

uint32_t itch::Order::price

Limit price of the order.

Definition at line 39 of file order_book.hpp.

◆ level

PriceLevel* itch::Order::level

Pointer to the price level containing this order.

Definition at line 40 of file order_book.hpp.

◆ stock

std::string itch::Order::stock

The stock symbol for this order.

Definition at line 41 of file order_book.hpp.

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

order_book.hpp

Public Member Functions

Public Attributes