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::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 = std::numeric_limits<double>::quiet_NaN()#

Quantity (total, indicative)

double price = std::numeric_limits<double>::quiet_NaN()#

Price.

double stop_price = std::numeric_limits<double>::quiet_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 = std::numeric_limits<double>::quiet_NaN()#

Risk exposure.

double risk_exposure_change = std::numeric_limits<double>::quiet_NaN()#

Risk exposure change.

double traded_quantity = std::numeric_limits<double>::quiet_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)