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Auxliary order information #57

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jvirtanen opened this issue Jan 16, 2016 · 1 comment
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Auxliary order information #57

jvirtanen opened this issue Jan 16, 2016 · 1 comment
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@jvirtanen
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Both the matching engine and the order book reconstruction could offer a method for storing auxliary order information (e.g. additional order identifiers).
@jvirtanen jvirtanen mentioned this issue Jan 16, 2016
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This is actually not that useful in the order book reconstruction, because the current version only exposes aggregate information on the best price level.

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