#include <order.h>

Inheritance diagram for CppTrader::Matching::OrderNode:

Public Member Functions
	OrderNode (const Order &order) noexcept

	OrderNode (const OrderNode &) noexcept=default

	OrderNode (OrderNode &&) noexcept=default

	~OrderNode () noexcept=default

OrderNode &	operator= (const Order &order) noexcept

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

OrderNode &	operator= (OrderNode &&) noexcept=default

Public Member Functions inherited from CppTrader::Matching::Order
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...

Public Attributes
LevelNode *	Level

Public Attributes inherited from CppTrader::Matching::Order
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...

Additional Inherited Members
Static Public Member Functions inherited from CppTrader::Matching::Order
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...

Detailed Description

Order node.

Definition at line 301 of file order.h.

Constructor & Destructor Documentation

◆ OrderNode() [1/3]

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

inlinenoexcept

Definition at line 218 of file order.inl.

◆ OrderNode() [2/3]

CppTrader::Matching::OrderNode::OrderNode ( const OrderNode & )

defaultnoexcept

◆ OrderNode() [3/3]

CppTrader::Matching::OrderNode::OrderNode ( OrderNode && )

defaultnoexcept

◆ ~OrderNode()

CppTrader::Matching::OrderNode::~OrderNode ( )

defaultnoexcept

Member Function Documentation

◆ operator=() [1/3]

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

inlinenoexcept

Definition at line 222 of file order.inl.

◆ operator=() [2/3]

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

defaultnoexcept

◆ operator=() [3/3]

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

defaultnoexcept

Member Data Documentation

◆ Level

LevelNode* CppTrader::Matching::OrderNode::Level

Definition at line 303 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

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ OrderNode() [1/3]

◆ OrderNode() [2/3]

◆ OrderNode() [3/3]

◆ ~OrderNode()

Member Function Documentation

◆ operator=() [1/3]

◆ operator=() [2/3]

◆ operator=() [3/3]

Member Data Documentation

◆ Level