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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roq::PositionEffect position_effect = {}¶
Position effect.
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roq::MarginMode margin_mode = {}¶
Margin mode.
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roq::QuantityType quantity_type = {}¶
Type of quantity (requires ecxhange support)
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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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roq::UpdateType update_type = {}¶
Update type.
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std::chrono::nanoseconds exchange_time_utc = {}¶
Exchange timestamp, possibly from matching engine (UTC)
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uint32_t strategy_id = {}¶
Strategy identifier (optional)
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uint16_t stream_id = {}¶