fastmm::QuoteAction Struct Reference

#include <fastmm/core/quote_manager.hpp>

Public Attributes
QuoteActionKind	kind
InstrumentId	instrument
Side	side
std::uint32_t	level
Handle< Order >	handle
	Cancel/Replace input; New output.
ClientOrderId	cl_ord_id
	New output (the placer fills it)
Price	price
Qty	qty
bool	post_only
bool	deferred
	New: the target was recorded while an earlier order held the slot and is placed now that it ended (on_order_update), so it was decided against a balance that order may have changed.
bool	withheld
	New output: not sent, the balance does not cover it (deferred only)
bool	rate_limited
	New / Replace output: not sent, no order token for it now (QuoteParams::token_reserve); the instrument is retried when tokens come back.
VenueId	account {}
	New: the pool account to send it from (invalid = automatic)

Member Data Documentation

kind

QuoteActionKind fastmm::QuoteAction::kind

instrument

InstrumentId fastmm::QuoteAction::instrument

side

Side fastmm::QuoteAction::side

level

std::uint32_t fastmm::QuoteAction::level

handle

Handle<Order> fastmm::QuoteAction::handle

Cancel/Replace input; New output.

cl_ord_id

ClientOrderId fastmm::QuoteAction::cl_ord_id

New output (the placer fills it)

price

Price fastmm::QuoteAction::price

qty

Qty fastmm::QuoteAction::qty

post_only

bool fastmm::QuoteAction::post_only

deferred

bool fastmm::QuoteAction::deferred

New: the target was recorded while an earlier order held the slot and is placed now that it ended (on_order_update), so it was decided against a balance that order may have changed.

withheld

bool fastmm::QuoteAction::withheld

New output: not sent, the balance does not cover it (deferred only)

rate_limited

bool fastmm::QuoteAction::rate_limited

New / Replace output: not sent, no order token for it now (QuoteParams::token_reserve); the instrument is retried when tokens come back.

account

VenueId fastmm::QuoteAction::account {}

New: the pool account to send it from (invalid = automatic)