sze_hpf_ibr_tree结构体 参考

成员变量
sze_hpf_head	m_head
unsigned int	m_total_bid_weighted_avg_price
unsigned long long	m_total_bid_quantity
unsigned int	m_total_ask_weighted_avg_price
unsigned long long	m_total_ask_quantity
unsigned int	m_bid_depth
unsigned int	m_ask_depth
price_quantity_unit	m_bid_unit [SZE_IBR_DEPTH]
	对 IBR 队列来说，买一档、卖一档指的是离当前盘口距离最近的档位，其它档位按照里盘口距离依次排列
price_quantity_unit	m_ask_unit [SZE_IBR_DEPTH]
char	m_reserved [5]

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该结构体的文档由以下文件生成:

• sze_hpf_define.h