fastmm::store::Recovery::PastOrder Struct Reference

The orders of those sessions that were not terminal at their last record and that the venue had acknowledged (a venue order id), newest first, at most kMaxPastOrders. More...

#include <fastmm/store/reader.hpp>

Public Attributes
std::string	venue
	its [venues.<name>]; empty when the store predates schema 3
std::string	symbol
std::string	venue_order_id
std::string	cl_ord_id

Detailed Description

The orders of those sessions that were not terminal at their last record and that the venue had acknowledged (a venue order id), newest first, at most kMaxPastOrders.

A venue's trade history can name an execution by the venue's order id alone (Binance); behind fastmm-gateway, after a gateway restart, only this store can say whose order that was.

Member Data Documentation

venue

std::string fastmm::store::Recovery::PastOrder::venue

its [venues.<name>]; empty when the store predates schema 3

symbol

std::string fastmm::store::Recovery::PastOrder::symbol

venue_order_id

std::string fastmm::store::Recovery::PastOrder::venue_order_id

cl_ord_id

std::string fastmm::store::Recovery::PastOrder::cl_ord_id