fastmm::NewOrderRequest Struct Reference

#include <fastmm/core/order.hpp>

Static Public Member Functions
static constexpr LimitOrder	limit (InstrumentId instrument, Side side, Price price, Qty qty) noexcept
	A GTC limit order, refined with the builder's methods: ctx.send(NewOrderRequest::limit(id, Side::Buy, px, qty).post_only().tag(7));.

Public Attributes
InstrumentId	instrument
VenueId	venue
VenueId	account
	The account to send it from where the instrument's venue has a pool (core/account_pool.hpp): the primary or one of its members, else the order is refused (RejectReason::InvalidAccount).
Side	side
OrderType	type = OrderType::Limit
TimeInForce	tif = TimeInForce::Gtc
bool	post_only = false
bool	reduce_only = false
Price	price
Qty	qty
std::uint32_t	user_tag = 0

Member Function Documentation

limit()

constexpr LimitOrder fastmm::NewOrderRequest::limit ( InstrumentId  instrument, Side  side, Price  price, Qty  qty  )

inlinestaticconstexprnoexcept

A GTC limit order, refined with the builder's methods: ctx.send(NewOrderRequest::limit(id, Side::Buy, px, qty).post_only().tag(7));.

Member Data Documentation

instrument

InstrumentId fastmm::NewOrderRequest::instrument

venue

VenueId fastmm::NewOrderRequest::venue

account

VenueId fastmm::NewOrderRequest::account

The account to send it from where the instrument's venue has a pool (core/account_pool.hpp): the primary or one of its members, else the order is refused (RejectReason::InvalidAccount).

Invalid (the default): the engine picks the member by balance and remaining order window.

side

Side fastmm::NewOrderRequest::side

type

OrderType fastmm::NewOrderRequest::type = OrderType::Limit

tif

TimeInForce fastmm::NewOrderRequest::tif = TimeInForce::Gtc

post_only

bool fastmm::NewOrderRequest::post_only = false

reduce_only

bool fastmm::NewOrderRequest::reduce_only = false

price

Price fastmm::NewOrderRequest::price

qty

Qty fastmm::NewOrderRequest::qty

user_tag

std::uint32_t fastmm::NewOrderRequest::user_tag = 0