OrderUpdate#
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struct OrderUpdate#
Update relating to current status of an order.
Public Members
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uint16_t stream_id = {}#
Stream identifier.
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uint64_t order_id = {}#
Order identifier.
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roq::PositionEffect position_effect = {}#
Position effect.
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roq::MarginMode margin_mode = {}#
Margin mode.
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double max_show_quantity = roq::NaN#
Quantity visible to market (base currency, requires exchange support)
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roq::TimeInForce time_in_force = {}#
Time in force.
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roq::Mask<roq::ExecutionInstruction> execution_instructions#
Execution instructions.
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std::chrono::nanoseconds create_time_utc = {}#
Created timestamp (UTC)
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std::chrono::nanoseconds update_time_utc = {}#
Updated timestamp (UTC)
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std::string_view external_account#
External account name.
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std::string_view external_order_id#
External order identifier.
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std::string_view client_order_id#
Client order identifier.
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roq::OrderStatus order_status = {}#
Order status.
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double quantity = roq::NaN#
Quantity (base currency, total, indicative)
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double price = roq::NaN#
Price.
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double risk_exposure = roq::NaN#
Risk exposure.
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double risk_exposure_change = roq::NaN#
Risk exposure change.
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double remaining_quantity = roq::NaN#
Quantity (base currency, remaining)
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double traded_quantity = roq::NaN#
Quantity (base currency, total traded)
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double average_traded_price = roq::NaN#
Average price (total traded)
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double last_traded_quantity = roq::NaN#
Traded quantity (base currency, last trade)
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double last_traded_price = roq::NaN#
Traded price (last trade)
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std::string_view routing_id#
Routing identifier.
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uint32_t max_request_version = {}#
Last request version.
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uint32_t max_response_version = {}#
Last response version.
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uint32_t max_accepted_version = {}#
Last accepted version.
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roq::UpdateType update_type = {}#
Update type.
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uint32_t strategy_id = {}#
Strategy identifier (optional)
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uint16_t stream_id = {}#