Public Attributes | |
Side::Enum | side |
Trading side. | |
size_t | priceLevel |
Price level position. | |
PriceDepthOperator::Enum | op |
Operation on the given price position. | |
EditedPriceInfoReason::Enum | reason |
The reason that caused the change in the price. | |
size_t | numberOfLinesToDelete |
For delete operation this is number of lines to delete. | |
Price Depth Change.