market_data_snapshot.hpp File Reference

行情快照数据结构 More...

#include <string>
#include <cstdint>
#include <chrono>

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Classes
struct	fix40::MarketDataSnapshot
	合约行情快照 More...

Namespaces
namespace	fix40

Detailed Description

行情快照数据结构

定义用于撮合判断的行情快照数据结构，包含买卖盘口信息。 撮合引擎使用此结构判断订单是否可以成交。