fastmm::OrderTimes Struct Reference

When the order's working leg (the order, or its latest replacement once acknowledged) was sent and accepted. More...

#include <fastmm/core/order.hpp>

Public Attributes
Timestamp	sent
	engine clock when the order or replace went out
Timestamp	venue_ack
	the ack's exch_ts: the venue's accept time (Binance: whole ms)
Timestamp	local_ack
	the ack's recv_ts: when it reached us

Detailed Description

When the order's working leg (the order, or its latest replacement once acknowledged) was sent and accepted.

Kept by the OMS next to Order, not in it (Oms::times, OmsUpdate::times).

Member Data Documentation

sent

Timestamp fastmm::OrderTimes::sent

engine clock when the order or replace went out

venue_ack

Timestamp fastmm::OrderTimes::venue_ack

the ack's exch_ts: the venue's accept time (Binance: whole ms)

local_ack

Timestamp fastmm::OrderTimes::local_ack

the ack's recv_ts: when it reached us