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.

Side side = {}

Side.

RequestType type = {}

Request type.

Origin origin = {}

Origin of ack.

RequestStatus status = {}

Request status.

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 = NaN

Quantity (total, indicative)

double price = NaN

Price.

double stop_price = 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 = NaN

Risk exposure.

double risk_exposure_change = NaN

Risk exposure change.

double traded_quantity = NaN

Quantity (total traded)

std::chrono::nanoseconds round_trip_latency = {}

Round-trip latency between gateway and exchange.

std::string_view user

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

uint32_t strategy_id = {}

Strategy identifier (optional)