Order

struct Order

Order (state)

Public Functions

Order(CreateOrder const&)
Order(Event<CreateOrder> const&)
Order(OrderUpdate const&)
Order(Event<OrderUpdate> const&)
Order(Order const&) = delete
Order(Order&&) = default
void clear()
bool operator()(OrderUpdate const&)
inline operator OrderUpdate() const
template<typename Context>
inline OrderUpdate convert(Context const&) const

Public Members

uint16_t stream_id = {}
Account const account
uint64_t const order_id = {}
Exchange const exchange
Symbol const symbol
Side side = {}
PositionEffect position_effect = {}
MarginMode margin_mode = {}
QuantityType quantity_type = {}
double max_show_quantity = NaN
OrderType order_type = {}
TimeInForce time_in_force = {}
Mask<ExecutionInstruction> execution_instructions
std::chrono::nanoseconds create_time_utc = {}
std::chrono::nanoseconds update_time_utc = {}
ExternalAccount external_account
ExternalOrderId external_order_id
ClOrdId client_order_id
OrderStatus order_status = {}
double quantity = NaN
double price = NaN
double stop_price = NaN
double risk_exposure = NaN
double remaining_quantity = NaN
double traded_quantity = NaN
double average_traded_price = NaN
double last_traded_quantity = NaN
double last_traded_price = NaN
Liquidity last_liquidity = {}
RoutingId routing_id
uint32_t max_request_version = {}
uint32_t max_response_version = {}
uint32_t max_accepted_version = {}
User user
uint32_t strategy_id = {}