#include <order.h>

Inheritance diagram for CppTrader::Matching::Order:

Public Member Functions
uint64_t	HiddenQuantity () const noexcept
	Order hidden quantity. More...

uint64_t	VisibleQuantity () const noexcept
	Order visible quantity. More...

	Order () noexcept=default

	Order (uint64_t id, uint32_t symbol, OrderType type, OrderSide side, uint64_t price, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max(), uint64_t slippage=std::numeric_limits< uint64_t >::max(), int64_t trailing_distance=0, int64_t trailing_step=0) noexcept

	Order (const Order &) noexcept=default

	Order (Order &&) noexcept=default

	~Order () noexcept=default

Order &	operator= (const Order &) noexcept=default

Order &	operator= (Order &&) noexcept=default

bool	IsMarket () const noexcept
	Is the market order? More...

bool	IsLimit () const noexcept
	Is the limit order? More...

bool	IsStop () const noexcept
	Is the stop order? More...

bool	IsStopLimit () const noexcept
	Is the stop-limit order? More...

bool	IsTrailingStop () const noexcept
	Is the trailing stop order? More...

bool	IsTrailingStopLimit () const noexcept
	Is the trailing stop-limit order? More...

bool	IsBuy () const noexcept
	Is the order with buy side? More...

bool	IsSell () const noexcept
	Is the order with sell side? More...

bool	IsGTC () const noexcept
	Is the 'Good-Till-Cancelled' order? More...

bool	IsIOC () const noexcept
	Is the 'Immediate-Or-Cancel' order? More...

bool	IsFOK () const noexcept
	Is the 'Fill-Or-Kill' order? More...

bool	IsAON () const noexcept
	Is the 'All-Or-None' order? More...

bool	IsHidden () const noexcept
	Is the 'Hidden' order? More...

bool	IsIceberg () const noexcept
	Is the 'Iceberg' order? More...

bool	IsSlippage () const noexcept
	Is the order have slippage? More...

ErrorCode	Validate () const noexcept
	Validate order parameters. More...

Static Public Member Functions
static Order	Market (uint64_t id, uint32_t symbol, OrderSide side, uint64_t quantity, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new market order. More...

static Order	BuyMarket (uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new buy market order. More...

static Order	SellMarket (uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new sell market order. More...

static Order	Limit (uint64_t id, uint32_t symbol, OrderSide side, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new limit order. More...

static Order	BuyLimit (uint64_t id, uint32_t symbol, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new buy limit order. More...

static Order	SellLimit (uint64_t id, uint32_t symbol, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new sell limit order. More...

static Order	Stop (uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new stop order. More...

static Order	BuyStop (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new buy stop order. More...

static Order	SellStop (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new sell stop order. More...

static Order	StopLimit (uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new stop-limit order. More...

static Order	BuyStopLimit (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new buy stop-limit order. More...

static Order	SellStopLimit (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new sell stop-limit order. More...

static Order	TrailingStop (uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing stop order. More...

static Order	TrailingBuyStop (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing buy stop order. More...

static Order	TrailingSellStop (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing sell stop order. More...

static Order	TrailingStopLimit (uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing stop-limit order. More...

static Order	TrailingBuyStopLimit (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing buy stop-limit order. More...

static Order	TrailingSellStopLimit (uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept
	Prepare a new trailing sell stop-limit order. More...

Public Attributes
uint64_t	Id
	Order Id. More...

uint32_t	SymbolId
	Symbol Id. More...

OrderType	Type
	Order type. More...

OrderSide	Side
	Order side. More...

uint64_t	Price
	Order price. More...

uint64_t	StopPrice
	Order stop price. More...

uint64_t	Quantity
	Order quantity. More...

uint64_t	ExecutedQuantity
	Order executed quantity. More...

uint64_t	LeavesQuantity
	Order leaves quantity. More...

OrderTimeInForce	TimeInForce
	Time in Force. More...

uint64_t	MaxVisibleQuantity
	Order max visible quantity. More...

uint64_t	Slippage
	Market order slippage. More...

int64_t	TrailingDistance
	Order trailing distance to market. More...

int64_t	TrailingStep
	Order trailing step. More...

Friends
template<class TOutputStream >
TOutputStream &	operator<< (TOutputStream &stream, const Order &order)

Detailed Description

Order.

An order is an instruction to buy or sell on a trading venue such as a stock market, bond market, commodity market, or financial derivative market. These instructions can be simple or complicated, and can be sent to either a broker or directly to a trading venue via direct market access.

Definition at line 127 of file order.h.

Constructor & Destructor Documentation

◆ Order() [1/4]

CppTrader::Matching::Order::Order ( )

defaultnoexcept

◆ Order() [2/4]

CppTrader::Matching::Order::Order	(	uint64_t	id,
		uint32_t	symbol,
		OrderType	type,
		OrderSide	side,
		uint64_t	price,
		uint64_t	stop_price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`,
		int64_t	trailing_distance = `0`,
		int64_t	trailing_step = `0`
	)

inlinenoexcept

Definition at line 84 of file order.inl.

◆ Order() [3/4]

CppTrader::Matching::Order::Order ( const Order & )

defaultnoexcept

◆ Order() [4/4]

CppTrader::Matching::Order::Order ( Order && )

defaultnoexcept

◆ ~Order()

CppTrader::Matching::Order::~Order ( )

defaultnoexcept

Member Function Documentation

◆ BuyLimit()

Order CppTrader::Matching::Order::BuyLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new buy limit order.

Examples: matching_engine.cpp.

Definition at line 148 of file order.inl.

◆ BuyMarket()

Order CppTrader::Matching::Order::BuyMarket	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	quantity,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new buy market order.

Examples: matching_engine.cpp.

Definition at line 133 of file order.inl.

◆ BuyStop()

Order CppTrader::Matching::Order::BuyStop	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new buy stop order.

Examples: matching_engine.cpp.

Definition at line 163 of file order.inl.

◆ BuyStopLimit()

Order CppTrader::Matching::Order::BuyStopLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new buy stop-limit order.

Examples: matching_engine.cpp.

Definition at line 178 of file order.inl.

◆ HiddenQuantity()

uint64_t CppTrader::Matching::Order::HiddenQuantity ( ) const

inlinenoexcept

Order hidden quantity.

Definition at line 164 of file order.h.

◆ IsAON()

bool CppTrader::Matching::Order::IsAON ( ) const

inlinenoexcept

Is the 'All-Or-None' order?

Definition at line 242 of file order.h.

◆ IsBuy()

bool CppTrader::Matching::Order::IsBuy ( ) const

inlinenoexcept

Is the order with buy side?

Definition at line 231 of file order.h.

◆ IsFOK()

bool CppTrader::Matching::Order::IsFOK ( ) const

inlinenoexcept

Is the 'Fill-Or-Kill' order?

Definition at line 240 of file order.h.

◆ IsGTC()

bool CppTrader::Matching::Order::IsGTC ( ) const

inlinenoexcept

Is the 'Good-Till-Cancelled' order?

Definition at line 236 of file order.h.

◆ IsHidden()

bool CppTrader::Matching::Order::IsHidden ( ) const

inlinenoexcept

Is the 'Hidden' order?

Definition at line 245 of file order.h.

◆ IsIceberg()

bool CppTrader::Matching::Order::IsIceberg ( ) const

inlinenoexcept

Is the 'Iceberg' order?

Definition at line 247 of file order.h.

◆ IsIOC()

bool CppTrader::Matching::Order::IsIOC ( ) const

inlinenoexcept

Is the 'Immediate-Or-Cancel' order?

Definition at line 238 of file order.h.

◆ IsLimit()

bool CppTrader::Matching::Order::IsLimit ( ) const

inlinenoexcept

Is the limit order?

Definition at line 220 of file order.h.

◆ IsMarket()

bool CppTrader::Matching::Order::IsMarket ( ) const

inlinenoexcept

Is the market order?

Definition at line 218 of file order.h.

◆ IsSell()

bool CppTrader::Matching::Order::IsSell ( ) const

inlinenoexcept

Is the order with sell side?

Definition at line 233 of file order.h.

◆ IsSlippage()

bool CppTrader::Matching::Order::IsSlippage ( ) const

inlinenoexcept

Is the order have slippage?

Definition at line 250 of file order.h.

◆ IsStop()

bool CppTrader::Matching::Order::IsStop ( ) const

inlinenoexcept

Is the stop order?

Definition at line 222 of file order.h.

◆ IsStopLimit()

bool CppTrader::Matching::Order::IsStopLimit ( ) const

inlinenoexcept

Is the stop-limit order?

Definition at line 224 of file order.h.

◆ IsTrailingStop()

bool CppTrader::Matching::Order::IsTrailingStop ( ) const

inlinenoexcept

Is the trailing stop order?

Definition at line 226 of file order.h.

◆ IsTrailingStopLimit()

bool CppTrader::Matching::Order::IsTrailingStopLimit ( ) const

inlinenoexcept

Is the trailing stop-limit order?

Definition at line 228 of file order.h.

◆ Limit()

Order CppTrader::Matching::Order::Limit	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new limit order.

Definition at line 143 of file order.inl.

◆ Market()

Order CppTrader::Matching::Order::Market	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	quantity,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new market order.

Definition at line 128 of file order.inl.

◆ operator=() [1/2]

Order& CppTrader::Matching::Order::operator= ( const Order & )

defaultnoexcept

◆ operator=() [2/2]

Order& CppTrader::Matching::Order::operator= ( Order && )

defaultnoexcept

◆ SellLimit()

Order CppTrader::Matching::Order::SellLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new sell limit order.

Examples: matching_engine.cpp.

Definition at line 153 of file order.inl.

◆ SellMarket()

Order CppTrader::Matching::Order::SellMarket	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	quantity,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new sell market order.

Examples: matching_engine.cpp.

Definition at line 138 of file order.inl.

◆ SellStop()

Order CppTrader::Matching::Order::SellStop	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new sell stop order.

Examples: matching_engine.cpp.

Definition at line 168 of file order.inl.

◆ SellStopLimit()

Order CppTrader::Matching::Order::SellStopLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new sell stop-limit order.

Examples: matching_engine.cpp.

Definition at line 183 of file order.inl.

◆ Stop()

Order CppTrader::Matching::Order::Stop	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	stop_price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new stop order.

Definition at line 158 of file order.inl.

◆ StopLimit()

Order CppTrader::Matching::Order::StopLimit	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new stop-limit order.

Definition at line 173 of file order.inl.

◆ TrailingBuyStop()

Order CppTrader::Matching::Order::TrailingBuyStop	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing buy stop order.

Examples: matching_engine.cpp.

Definition at line 193 of file order.inl.

◆ TrailingBuyStopLimit()

Order CppTrader::Matching::Order::TrailingBuyStopLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing buy stop-limit order.

Examples: matching_engine.cpp.

Definition at line 208 of file order.inl.

◆ TrailingSellStop()

Order CppTrader::Matching::Order::TrailingSellStop	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing sell stop order.

Examples: matching_engine.cpp.

Definition at line 198 of file order.inl.

◆ TrailingSellStopLimit()

Order CppTrader::Matching::Order::TrailingSellStopLimit	(	uint64_t	id,
		uint32_t	symbol,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing sell stop-limit order.

Examples: matching_engine.cpp.

Definition at line 213 of file order.inl.

◆ TrailingStop()

Order CppTrader::Matching::Order::TrailingStop	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	stop_price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	slippage = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing stop order.

Definition at line 188 of file order.inl.

◆ TrailingStopLimit()

Order CppTrader::Matching::Order::TrailingStopLimit	(	uint64_t	id,
		uint32_t	symbol,
		OrderSide	side,
		uint64_t	stop_price,
		uint64_t	price,
		uint64_t	quantity,
		int64_t	trailing_distance,
		int64_t	trailing_step = `0`,
		OrderTimeInForce	tif = `OrderTimeInForce::GTC`,
		uint64_t	max_visible_quantity = `std::numeric_limits<uint64_t>::max()`
	)

inlinestaticnoexcept

Prepare a new trailing stop-limit order.

Definition at line 203 of file order.inl.

◆ Validate()

ErrorCode CppTrader::Matching::Order::Validate ( ) const

noexcept

Validate order parameters.

Definition at line 14 of file order.cpp.

◆ VisibleQuantity()

uint64_t CppTrader::Matching::Order::VisibleQuantity ( ) const

inlinenoexcept

Order visible quantity.

Definition at line 166 of file order.h.

Friends And Related Function Documentation

◆ operator<<

template<class TOutputStream >

TOutputStream& operator<<	(	TOutputStream &	stream,
		const Order &	order
	)

friend

Definition at line 103 of file order.inl.

Member Data Documentation

◆ ExecutedQuantity

uint64_t CppTrader::Matching::Order::ExecutedQuantity

Order executed quantity.

Definition at line 145 of file order.h.

◆ Id

uint64_t CppTrader::Matching::Order::Id

Order Id.

Definition at line 130 of file order.h.

◆ LeavesQuantity

uint64_t CppTrader::Matching::Order::LeavesQuantity

Order leaves quantity.

Definition at line 147 of file order.h.

◆ MaxVisibleQuantity

uint64_t CppTrader::Matching::Order::MaxVisibleQuantity

Order max visible quantity.

This property allows to prepare 'iceberg'/'hidden' orders with the following rules:

MaxVisibleQuantity >= LeavesQuantity - Regular order
MaxVisibleQuantity == 0 - 'Hidden' order
MaxVisibleQuantity < LeavesQuantity - 'Iceberg' order

Supported only for limit and stop-limit orders!

Definition at line 162 of file order.h.

◆ Price

uint64_t CppTrader::Matching::Order::Price

Order price.

Definition at line 138 of file order.h.

◆ Quantity

uint64_t CppTrader::Matching::Order::Quantity

Order quantity.

Definition at line 143 of file order.h.

◆ Side

OrderSide CppTrader::Matching::Order::Side

Order side.

Definition at line 136 of file order.h.

◆ Slippage

uint64_t CppTrader::Matching::Order::Slippage

Market order slippage.

Slippage is useful to protect market order from executions at prices which are too far from the best price. If the slippage is provided for market order its execution will be stopped when the price run out of the market for the given slippage value. Zero slippage will allow to execute market order only at the best price, non executed part of the market order will be canceled.

Supported only for market and stop orders!

Definition at line 179 of file order.h.

◆ StopPrice

uint64_t CppTrader::Matching::Order::StopPrice

Order stop price.

Definition at line 140 of file order.h.

◆ SymbolId

uint32_t CppTrader::Matching::Order::SymbolId

Symbol Id.

Definition at line 132 of file order.h.

◆ TimeInForce

OrderTimeInForce CppTrader::Matching::Order::TimeInForce

Time in Force.

Definition at line 150 of file order.h.

◆ TrailingDistance

int64_t CppTrader::Matching::Order::TrailingDistance

Order trailing distance to market.

Positive value represents absolute distance from the market. Negative value represents percentage distance from the market with 0.01% precision (-1 means 0.01, -10000 means 100%).

Supported only for trailing stop orders!

Definition at line 189 of file order.h.

◆ TrailingStep

int64_t CppTrader::Matching::Order::TrailingStep

Order trailing step.

Positive value represents absolute step from the market. Negative value represents percentage step from the market with 0.01% precision (-1 means 0.01%, -10000 means 100%).

Supported only for trailing stop orders!

Definition at line 198 of file order.h.

◆ Type

OrderType CppTrader::Matching::Order::Type

Order type.

Definition at line 134 of file order.h.

The documentation for this struct was generated from the following files:

include/trader/matching/order.h
include/trader/matching/order.inl
source/trader/matching/order.cpp

Public Member Functions

Static Public Member Functions

Public Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

◆ Order() [1/4]

◆ Order() [2/4]

◆ Order() [3/4]

◆ Order() [4/4]

◆ ~Order()

Member Function Documentation

◆ BuyLimit()

◆ BuyMarket()

◆ BuyStop()

◆ BuyStopLimit()

◆ HiddenQuantity()

◆ IsAON()

◆ IsBuy()

◆ IsFOK()

◆ IsGTC()

◆ IsHidden()

◆ IsIceberg()

◆ IsIOC()

◆ IsLimit()

◆ IsMarket()

◆ IsSell()

◆ IsSlippage()

◆ IsStop()

◆ IsStopLimit()

◆ IsTrailingStop()

◆ IsTrailingStopLimit()

◆ Limit()

◆ Market()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ SellLimit()

◆ SellMarket()

◆ SellStop()

◆ SellStopLimit()

◆ Stop()

◆ StopLimit()

◆ TrailingBuyStop()

◆ TrailingBuyStopLimit()

◆ TrailingSellStop()

◆ TrailingSellStopLimit()

◆ TrailingStop()

◆ TrailingStopLimit()

◆ Validate()

◆ VisibleQuantity()

Friends And Related Function Documentation

◆ operator<<

Member Data Documentation

◆ ExecutedQuantity

◆ Id

◆ LeavesQuantity

◆ MaxVisibleQuantity

◆ Price

◆ Quantity

◆ Side

◆ Slippage

◆ StopPrice

◆ SymbolId

◆ TimeInForce

◆ TrailingDistance

◆ TrailingStep

◆ Type