fastmm::venues::OrderCommand Struct Reference

#include <fastmm/venues/order_commands.hpp>

Public Member Functions
Cycles	t0_cycles () const noexcept
	Receive stamp of the inbound event that triggered the order (0 when none, e.g. timers).

Static Public Member Functions
static std::optional< OrderCommand >	from (const EventHeader &h) noexcept
	nullopt for any non-outbound message type.

Public Attributes
OrderCommandKind	kind = OrderCommandKind::New
InstrumentId	instrument {}
VenueId	venue {}
ClientOrderId	cl_ord_id {}
	New: the order; Cancel: order to cancel; Replace: new id.
ClientOrderId	orig_cl_ord_id {}
	Replace only.
const VenueOrderId *	venue_order_id = nullptr
	Cancel/Replace: may be empty.
Side	side = Side::Buy
OrderType	type = OrderType::Limit
TimeInForce	tif = TimeInForce::Gtc
bool	reduce_only = false
Price	price {}
Qty	qty {}
const EventHeader *	header = nullptr

Member Function Documentation

t0_cycles()

Cycles fastmm::venues::OrderCommand::t0_cycles ( ) const

inlinenoexcept

Receive stamp of the inbound event that triggered the order (0 when none, e.g. timers).

from()

static std::optional< OrderCommand > fastmm::venues::OrderCommand::from ( const EventHeader &  h )

inlinestaticnoexcept

nullopt for any non-outbound message type.

Member Data Documentation

kind

OrderCommandKind fastmm::venues::OrderCommand::kind = OrderCommandKind::New

instrument

InstrumentId fastmm::venues::OrderCommand::instrument {}

venue

VenueId fastmm::venues::OrderCommand::venue {}

cl_ord_id

ClientOrderId fastmm::venues::OrderCommand::cl_ord_id {}

New: the order; Cancel: order to cancel; Replace: new id.

orig_cl_ord_id

ClientOrderId fastmm::venues::OrderCommand::orig_cl_ord_id {}

Replace only.

venue_order_id

const VenueOrderId* fastmm::venues::OrderCommand::venue_order_id = nullptr

Cancel/Replace: may be empty.

side

Side fastmm::venues::OrderCommand::side = Side::Buy

type

OrderType fastmm::venues::OrderCommand::type = OrderType::Limit

tif

TimeInForce fastmm::venues::OrderCommand::tif = TimeInForce::Gtc

reduce_only

bool fastmm::venues::OrderCommand::reduce_only = false

price

Price fastmm::venues::OrderCommand::price {}

qty

Qty fastmm::venues::OrderCommand::qty {}

header

const EventHeader* fastmm::venues::OrderCommand::header = nullptr