Aggregate Order Book Update Entry.
UInt8 priceLevel() const noexcept
Price level.
UInt8 updateAction() const noexcept
Type of market data update action.
Side::Enum side() const noexcept
Side of the order.
static constexpr MessageSize messageSize_
Total message size.
UInt64 aggregateQuantity() const noexcept
Aggregated number of shares.
Entry(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
UInt32 numberOfOrders() const noexcept
Number of orders.
static void validateSize(MessageSize size)
Check the given size.
Int32 price() const noexcept
Price.