fastmm::Order Struct Reference

#include <fastmm/core/order.hpp>

Public Types
enum	Flags : std::uint8_t {   kPostOnly = 1U << 0 , kReduceOnly = 1U << 1 , kUnsolicitedCancel = 1U << 2 , kReconciled = 1U << 3 ,   kSeenInReconcile = 1U << 4 , kSynthetic = 1U << 5 , kReplaceOldCanceled = 1U << 6 }

Public Member Functions
constexpr Qty	leaves_qty () const noexcept
constexpr bool	is_open () const noexcept
constexpr bool	is_working () const noexcept
constexpr bool	has (Flags f) const noexcept

Public Attributes
ClientOrderId	cl_ord_id
	8
VenueOrderId	venue_order_id
	41 -> 49
std::uint8_t	pad0_ [7]
	-> 56
InstrumentId	instrument
	4 -> 60
VenueId	venue
	1
Side	side
	1
OrderType	type
	1
TimeInForce	tif
	1 -> 64
OrderState	state
	1
RejectReason	reject_reason
	1
std::uint8_t	flags
	1
std::uint8_t	cancel_attempts
	1
std::uint32_t	user_tag
	4 -> 72 (QuoteManager slot id etc.)
Price	price
	8 -> 80
Qty	qty
	8 -> 88
Qty	cum_qty
	8 -> 96
Timestamp	created
	8 -> 104
ClientOrderId	pending_cl_ord_id
	8 -> 112 replace: id of the replacement order
Price	pending_price
	8 -> 120
Qty	pending_qty
	8 -> 128

Member Enumeration Documentation

Flags

enum fastmm::Order::Flags : std::uint8_t

Enumerator
kPostOnly
kReduceOnly
kUnsolicitedCancel	venue cancelled it (not requested by us)
kReconciled	state fixed up by reconciliation
kSeenInReconcile	scratch flag during a reconcile pass
kSynthetic	created from reconcile (venue had it, we did not)
kReplaceOldCanceled	cancel-then-new replace: old leg already cancelled

Member Function Documentation

leaves_qty()

constexpr Qty fastmm::Order::leaves_qty ( ) const

inlineconstexprnoexcept

is_open()

constexpr bool fastmm::Order::is_open ( ) const

inlineconstexprnoexcept

is_working()

constexpr bool fastmm::Order::is_working ( ) const

inlineconstexprnoexcept

has()

constexpr bool fastmm::Order::has ( Flags  f ) const

inlineconstexprnoexcept

Member Data Documentation

cl_ord_id

ClientOrderId fastmm::Order::cl_ord_id

8

venue_order_id

VenueOrderId fastmm::Order::venue_order_id

41 -> 49

pad0_

std::uint8_t fastmm::Order::pad0_[7]

-> 56

instrument

InstrumentId fastmm::Order::instrument

4 -> 60

venue

VenueId fastmm::Order::venue

1

side

Side fastmm::Order::side

1

type

OrderType fastmm::Order::type

1

tif

TimeInForce fastmm::Order::tif

1 -> 64

state

OrderState fastmm::Order::state

1

reject_reason

RejectReason fastmm::Order::reject_reason

1

flags

std::uint8_t fastmm::Order::flags

1

cancel_attempts

std::uint8_t fastmm::Order::cancel_attempts

1

user_tag

std::uint32_t fastmm::Order::user_tag

4 -> 72 (QuoteManager slot id etc.)

price

Price fastmm::Order::price

8 -> 80

qty

Qty fastmm::Order::qty

8 -> 88

cum_qty

Qty fastmm::Order::cum_qty

8 -> 96

created

Timestamp fastmm::Order::created

8 -> 104

pending_cl_ord_id

ClientOrderId fastmm::Order::pending_cl_ord_id

8 -> 112 replace: id of the replacement order

pending_price

Price fastmm::Order::pending_price

8 -> 120

pending_qty

Qty fastmm::Order::pending_qty

8 -> 128