Skip to content

Trade

Lightweight POD struct representing a single executed trade.

```cpp struct Trade { SymbolId symbol; // numeric symbol identifier Price price; // traded price Quantity quantity; // traded size bool isBuy; // true = buyer-initiated std::chrono::steady_clock::time_point timestamp; // exchange or arrival time }; ````

Purpose

Hold minimal, fixed-precision data for each tick trade so it can be routed through TradeEvent and aggregated into candles or analytics without allocations.

Notes

  • Price / Quantity are fixed-point Decimal types → no FP rounding.
  • timestamp uses steady_clock to avoid wall-clock glitches.