order.h File Reference

Order definition. More...

#include "errors.h"
#include "containers/list.h"
#include "utility/iostream.h"
#include <algorithm>
#include <cstdint>
#include <limits>
#include "order.inl"

Go to the source code of this file.

Classes
struct	CppTrader::Matching::Order
	Order. More...
struct	CppTrader::Matching::OrderNode
	Order node. More...

Namespaces
	CppTrader
	C++ Trader project definitions.
	CppTrader::Matching
	Matching engine definitions.

Enumerations
enum class	CppTrader::Matching::OrderSide : uint8_t { CppTrader::Matching::BUY , CppTrader::Matching::SELL }
	Order side. More...
enum class	CppTrader::Matching::OrderType : uint8_t {   CppTrader::Matching::MARKET , CppTrader::Matching::LIMIT , CppTrader::Matching::STOP , CppTrader::Matching::STOP_LIMIT ,   CppTrader::Matching::TRAILING_STOP , CppTrader::Matching::TRAILING_STOP_LIMIT }
	Order type. More...
enum class	CppTrader::Matching::OrderTimeInForce : uint8_t { CppTrader::Matching::GTC , CppTrader::Matching::IOC , CppTrader::Matching::FOK , CppTrader::Matching::AON }
	Order Time in Force. More...

Functions
template<class TOutputStream >
TOutputStream &	CppTrader::Matching::operator<< (TOutputStream &stream, OrderSide side)
template<class TOutputStream >
TOutputStream &	CppTrader::Matching::operator<< (TOutputStream &stream, OrderType type)
template<class TOutputStream >
TOutputStream &	CppTrader::Matching::operator<< (TOutputStream &stream, OrderTimeInForce tif)

Detailed Description

Order definition.

Author

Ivan Shynkarenka

Date

31.07.2017

Copyright

MIT License

Definition in file order.h.