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.

roq::QuantityType quantity_type = {}

Type of quantity (requires ecxhange support)

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)