fastmm::OrderAckMsg Struct Reference

#include <fastmm/core/messages.hpp>

Public Attributes
EventHeader	hdr
ClientOrderId	cl_ord_id
VenueOrderId	venue_order_id
std::uint8_t	flags
std::uint8_t	pad_ [14]

Static Public Attributes
static constexpr std::uint8_t	kAmendedInPlace = 1U << 0
	The venue amended the resting order in place (Binance Spot order.amend.keepPriority, execution type REPLACED): same venue order, same queue position, fills so far kept.

Member Data Documentation

kAmendedInPlace

constexpr std::uint8_t fastmm::OrderAckMsg::kAmendedInPlace = 1U << 0

staticconstexpr

The venue amended the resting order in place (Binance Spot order.amend.keepPriority, execution type REPLACED): same venue order, same queue position, fills so far kept.

Without it an ack under a new client id means a new venue order whose cumulative quantity is zero.

hdr

EventHeader fastmm::OrderAckMsg::hdr

cl_ord_id

ClientOrderId fastmm::OrderAckMsg::cl_ord_id

venue_order_id

VenueOrderId fastmm::OrderAckMsg::venue_order_id

flags

std::uint8_t fastmm::OrderAckMsg::flags

pad_

std::uint8_t fastmm::OrderAckMsg::pad_[14]