OrderAck¶
- class roq.OrderAck¶
Acknowledgement that a create/modify/cancel order request has been seen by gateway/exchange
- __init__(self: roq.OrderAck, arg0: roq::OrderAck) None ¶
- property account¶
Account name
- property client_order_id¶
Client order identifier
- property error¶
Error code
- property exchange¶
Exchange
- property external_account¶
External account name
- property external_order_id¶
External order identifier
- property margin_mode¶
Margin mode
- property order_id¶
Order identifier
- property origin¶
Origin of ack
- property position_effect¶
Position effect
- property price¶
Price
- property quantity¶
Quantity (total, indicative)
- property quantity_type¶
Type of quantity (requires ecxhange support)
- property request_id¶
Request identifier
- property request_status¶
Request status
- property request_type¶
Request type
- property risk_exposure¶
Risk exposure
- property risk_exposure_change¶
Risk exposure change
- property round_trip_latency¶
Round-trip latency (interpretation depends on origin)
- property routing_id¶
Routing identifier
- property side¶
Side
- property stop_price¶
Stop price (depends on order_type and time_in_force)
- property strategy_id¶
Strategy identifier (optional)
- property stream_id¶
Stream identifier
- property symbol¶
Symbol
- property text¶
Descriptive text
- property traded_quantity¶
Quantity (total traded)
- property user¶
User name (optional, only relevant for drop-copy)
- property version¶
Version number (strictly increasing, optional)