TradeUpdate#
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struct TradeUpdate#
Update relating to order being partially or fully filled.
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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PositionEffect position_effect = {}#
Position effect.
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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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std::string_view routing_id#
Routing identifier.
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UpdateType update_type = {}#
Update type.
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uint32_t strategy_id = {}#
Strategy identifier (optional)
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uint16_t stream_id = {}#