CreateOrder#

struct CreateOrder#

Fields required to create an order.

Public Members

std::string_view account#

Account name.

uint64_t order_id = {}#

Order identifier.

std::string_view exchange#

Exchange.

std::string_view symbol#

Symbol.

roq::Side side = {}#

Order side.

roq::PositionEffect position_effect = {}#

Position effect.

roq::MarginMode margin_mode = {}#

Margin mode.

double max_show_quantity = roq::NaN#

Quantity visible to market (requires exchange support)

roq::OrderType order_type = {}#

Order type.

roq::TimeInForce time_in_force = {}#

Time in force.

roq::Mask<roq::ExecutionInstruction> execution_instructions#

Execution instructions.

std::string_view request_template#

Request template (gateway configured)

double quantity = roq::NaN#

Order quantity.

double price = roq::NaN#

Limit price (depends on order_type)

double stop_price = roq::NaN#

Stop price (depends on order_type and time_in_force)

std::string_view routing_id#

Routing identifier.

uint32_t strategy_id = {}#

Strategy identifier (optional)