Best bid and offer of a single book. More...

#include <l3_book.hpp>

Public Attributes
bool	has_bid {false}
	Whether a bid side exists.

bool	has_ask {false}
	Whether an ask side exists.

StandardPrice	bid_price {}
	Best (highest) bid price.

std::uint64_t	bid_shares {0}
	Shares at the best bid.

StandardPrice	ask_price {}
	Best (lowest) ask price.

std::uint64_t	ask_shares {0}
	Shares at the best ask.

Friends
auto	operator== (const Bbo &, const Bbo &) noexcept -> bool=default
	Compares two BBO snapshots for equality of all fields.

Detailed Description

Best bid and offer of a single book.

Definition at line 46 of file l3_book.hpp.

Friends And Related Symbol Documentation

◆ operator==

auto operator==	(	const Bbo &	,
		const Bbo &
	)		-> bool=default

friend

Compares two BBO snapshots for equality of all fields.

Parameters

lhs	The first snapshot to compare.
rhs	The second snapshot to compare.

Returns: True if lhs and rhs have equal has_bid/has_ask/prices/ shares, false otherwise.

Member Data Documentation

◆ has_bid

bool itch::book::Bbo::has_bid {false}

Whether a bid side exists.

Definition at line 47 of file l3_book.hpp.

Referenced by itch::book::L3Book::bbo().

◆ has_ask

bool itch::book::Bbo::has_ask {false}

Whether an ask side exists.

Definition at line 48 of file l3_book.hpp.

◆ bid_price

StandardPrice itch::book::Bbo::bid_price {}

Best (highest) bid price.

Definition at line 49 of file l3_book.hpp.

◆ bid_shares

std::uint64_t itch::book::Bbo::bid_shares {0}

Shares at the best bid.

Definition at line 50 of file l3_book.hpp.

◆ ask_price

StandardPrice itch::book::Bbo::ask_price {}

Best (lowest) ask price.

Definition at line 51 of file l3_book.hpp.

◆ ask_shares

std::uint64_t itch::book::Bbo::ask_shares {0}

Shares at the best ask.

Definition at line 52 of file l3_book.hpp.

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

l3_book.hpp

Public Attributes

Friends