OrderAck

struct OrderAck

Acknowledgement that a create/modify/cancel order request has been seen by gateway/exchange.

Public Members

uint16_t stream_id = {}

Stream identifier.

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 = {}

Side.

roq::PositionEffect position_effect = {}

Position effect.

roq::MarginMode margin_mode = {}

Margin mode.

roq::QuantityType quantity_type = {}

Type of quantity (requires ecxhange support)

roq::RequestType request_type = {}

Request type.

roq::Origin origin = {}

Origin of ack.

roq::RequestStatus request_status = {}

Request status.

roq::Error error = {}

Error code.

std::string_view text

Descriptive text.

std::string_view request_id

Request identifier.

std::string_view external_account

External account name.

std::string_view external_order_id

External order identifier.

std::string_view client_order_id

Client order identifier.

double quantity = roq::NaN

Quantity (total, indicative)

double price = roq::NaN

Price.

double stop_price = roq::NaN

Stop price (depends on order_type and time_in_force)

std::string_view routing_id

Routing identifier.

uint32_t version = {}

Version number (strictly increasing, optional)

double risk_exposure = roq::NaN

Risk exposure.

double risk_exposure_change = roq::NaN

Risk exposure change.

double traded_quantity = roq::NaN

Quantity (total traded)

std::chrono::nanoseconds round_trip_latency = {}

Round-trip latency (interpretation depends on origin)

std::string_view user

User name (optional, only relevant for drop-copy)

uint32_t strategy_id = {}

Strategy identifier (optional)