fastmm::venues::BatchedOrders::Entry Struct Reference

#include <fastmm/venues/wire_latency.hpp>

Public Attributes
OrderCommandKind	kind = OrderCommandKind::New
InstrumentId	instrument {}
ClientOrderId	cl_ord_id {}
ClientOrderId	orig_cl_ord_id {}
	Replace only.

Member Data Documentation

kind

OrderCommandKind fastmm::venues::BatchedOrders::Entry::kind = OrderCommandKind::New

instrument

InstrumentId fastmm::venues::BatchedOrders::Entry::instrument {}

cl_ord_id

ClientOrderId fastmm::venues::BatchedOrders::Entry::cl_ord_id {}

orig_cl_ord_id

ClientOrderId fastmm::venues::BatchedOrders::Entry::orig_cl_ord_id {}

Replace only.