penberg / helix

Helix, a market data feed handler for C and C++.
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order_book: Use 64 bits for quantity #46

Closed jvirtanen closed 7 years ago

jvirtanen commented 7 years ago

Store quantity in order as an unsigned 64-bit integer. Some of the order_book methods already use uint64_t for quantity, and Parity PMD, one of the implemented protocols, will use 64 bits for quantity in Parity 0.7.0.