fastmm::RiskReject Struct Reference

A new order or replace the engine's own risk check refused (RiskEngine, [risk]): nothing was sent and no order exists for it. More...

#include <fastmm/strategies/hooks.hpp>

Public Attributes
InstrumentId	instrument
Side	side
OrderType	type
RejectReason	reason
bool	replace
	a replace of order; else a new order and order is invalid
std::uint32_t	user_tag
	NewOrderRequest::user_tag; a quote's is QuoteManager::make_tag.
Price	price
Qty	qty
ClientOrderId	order
Timestamp	time

Detailed Description

A new order or replace the engine's own risk check refused (RiskEngine, [risk]): nothing was sent and no order exists for it.

Delivered to on_risk_reject once the hook that asked (or set_quotes from it) has returned, never from inside the call that was refused.

Member Data Documentation

instrument

InstrumentId fastmm::RiskReject::instrument

side

Side fastmm::RiskReject::side

type

OrderType fastmm::RiskReject::type

reason

RejectReason fastmm::RiskReject::reason

replace

bool fastmm::RiskReject::replace

a replace of order; else a new order and order is invalid

user_tag

std::uint32_t fastmm::RiskReject::user_tag

NewOrderRequest::user_tag; a quote's is QuoteManager::make_tag.

price

Price fastmm::RiskReject::price

qty

Qty fastmm::RiskReject::qty

order

ClientOrderId fastmm::RiskReject::order

time

Timestamp fastmm::RiskReject::time