This message is sent whenever an order on the book is being deleted. More...
Public Member Functions | |
std::string | toString () const |
Returns string representation. | |
Static Public Member Functions | |
static const char * | name () |
string name of the message | |
Public Attributes | |
UInt32 | nanoseconds |
Nanoseconds portion of the timestamp. | |
OrderId | orderId |
The identifier assigned to the new order. | |
OrderBookId | orderBookId |
Order book identifier. | |
Byte | side |
The type of order being added. | |
Static Public Attributes | |
static const size_t | length |
message length |
This message is sent whenever an order on the book is being deleted.
There will be no remaining quantity, so the order should be removed from the book.