itch::book::DepthLevel Struct Reference

Aggregated state of one price level, for L2 depth snapshots. More...

#include <l3_book.hpp>

Public Attributes
StandardPrice	price {}
	The level's limit price.
std::uint64_t	shares {0}
	Total displayed shares resting at the level.
std::uint32_t	order_count {0}
	Number of resting orders at the level.

Detailed Description

Aggregated state of one price level, for L2 depth snapshots.

Definition at line 32 of file l3_book.hpp.

Member Data Documentation

price

StandardPrice itch::book::DepthLevel::price {}

The level's limit price.

Definition at line 33 of file l3_book.hpp.

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

shares

std::uint64_t itch::book::DepthLevel::shares {0}

Total displayed shares resting at the level.

Definition at line 34 of file l3_book.hpp.

order_count

std::uint32_t itch::book::DepthLevel::order_count {0}

Number of resting orders at the level.

Definition at line 35 of file l3_book.hpp.

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

• l3_book.hpp