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EMT API ver: 2.21.0
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#include <sze_hpf_define.h>
成员变量 | |
| sze_hpf_pkt_head | m_header |
| unsigned int | m_total_bid_weighted_avgPx |
| unsigned long long | m_total_bid_qty |
| unsigned int | m_total_ask_weighted_avgPx |
| unsigned long long | m_total_ask_qty |
| unsigned int | m_total_level_bid |
| unsigned int | m_total_level_ask |
| px_qty_unit | m_bid_unit [IBR_DEPTH] |
| px_qty_unit | m_ask_unit [IBR_DEPTH] |
| char | m_reserved [5] |
| px_qty_unit m_ask_unit[IBR_DEPTH] |
| px_qty_unit m_bid_unit[IBR_DEPTH] |
| sze_hpf_pkt_head m_header |
| char m_reserved[5] |
| unsigned long long m_total_ask_qty |
| unsigned int m_total_ask_weighted_avgPx |
| unsigned long long m_total_bid_qty |
| unsigned int m_total_bid_weighted_avgPx |
| unsigned int m_total_level_ask |
| unsigned int m_total_level_bid |