ExecutionInstruction

enum class roq::ExecutionInstruction : uint32_t

Enumeration of execution types.

Values:

enumerator UNDEFINED

enumerator PARTICIPATE_DO_NOT_INITIATE

Cancel if order would have executed on placement (i.e. not as maker)

enumerator CANCEL_IF_NOT_BEST

Cancel if order can not be placed at best price.

enumerator DO_NOT_INCREASE

Order may only reduce net position, order quantity can automatically be reduced by exchange.

enumerator DO_NOT_REDUCE

Order can not be partially filled, aka. all-or-none (AON) orders.