| | |
| | | std::chrono::nanoseconds expiry, double aggFee, |
| | | double pasFee, double broFee, uint64_t sequence, |
| | | double timestamp); |
| | | std::string as_string(); |
| | | std::string as_string(); |
| | | }; |
| | | |
| | | struct SettleMessage : public FromExchange { |
| | |
| | | SettleMessage(MessageTypes type, std::string product, |
| | | std::string stationName, std::chrono::nanoseconds expiry, |
| | | double price, uint64_t sequence, double timestamp); |
| | | std::string as_string(); |
| | | std::string as_string(); |
| | | }; |
| | | |
| | | struct AddMessage : public ToExchange { |
| | |
| | | double price; |
| | | uint64_t filled; |
| | | uint64_t resting; |
| | | std::string owner; |
| | | std::string owner; |
| | | AddedMessage(MessageTypes type, std::string product, std::string id, |
| | | book::OrderSideEnum side, double price, uint64_t filled, |
| | | uint64_t resting, std::string owner, uint64_t sequence, double timestamp); |
| | | uint64_t resting, std::string owner, uint64_t sequence, |
| | | double timestamp); |
| | | std::string as_string(); |
| | | }; |
| | | |