fastmm::OrderRecord Struct Reference

The OMS record after a transition. More...

#include <fastmm/core/record_stream.hpp>

Public Attributes
RecordHeader	hdr
Order	order

Detailed Description

The OMS record after a transition.

hdr.aux[0] is the previous OrderState, hdr.aux[1] the OmsAction as an integer, and hdr.aux[2] is 1 when this closes the client order id a cancel-replace superseded (order.cl_ord_id is that id; every other field belongs to the order that carries on, so a store updates only the state). With RecordHeader::kLate the order had already ended and a fill that arrived after it changed its cum_qty, and its state when the fill completed it (Filled instead of Canceled): a store updates those two.

Member Data Documentation

hdr

RecordHeader fastmm::OrderRecord::hdr

order

Order fastmm::OrderRecord::order