Order Struct Reference

Public Types
using	PriceOptional = decltype(std::declval<const NewOrderRequest&>().price())
using	Qty = decltype(std::declval<const NewOrderRequest&>().orderQty())
using	ClOrderId = decltype(std::declval<const NewOrderRequest&>().clOrdId())
using	SecurityId = decltype(std::declval<const NewOrderRequest&>().symbol())
using	OrderId = decltype(std::declval<const ExecutionReport_Trade&>().orderId())
using	TimestampOptional = decltype(std::declval<const NewOrderRequest&>().expireDate())
using	QtiOptional = decltype(std::declval<const NewOrderRequest&>().maxShow())
using	ExecInstOptional = decltype(std::declval<const NewOrderRequest&>().execInst())

Public Member Functions
	Order ()
std::string	toString () const
OrderId	id () const noexcept

Public Attributes
ClOrderId	cIOrdId_
ClOrderId	origCIOrdId_ {cIOrdId_}
PriceOptional	price_ {}
Qty	orderQty_ {}
Qty	leavesQty_ {}
SecurityId	securityId_ {}
SideEnum	side_ {SideEnum::Buy}
OrderTypeEnum	ordType_ {OrderTypeEnum::Limit}
PriceOptional	stopPx_ {}
TimeInForceEnum	timeInForce_ {TimeInForceEnum::Day}
TimestampOptional	expireDate_ {}
PriceOptional	lastPx_ {}
TimestampOptional	transactTime_ {}
ExecTypeEnum	orderStatus_ {ExecTypeEnum::New}
QtiOptional	maxShow_ {}
ExecInstOptional	execInst_ {}

Detailed Description

Definition at line 31 of file Order.h.

Member Typedef Documentation

ClOrderId

using ClOrderId = decltype(std::declval<const NewOrderRequest&>().clOrdId())

Definition at line 35 of file Order.h.

ExecInstOptional

using ExecInstOptional = decltype(std::declval<const NewOrderRequest&>().execInst())

Definition at line 43 of file Order.h.

OrderId

using OrderId = decltype(std::declval<const ExecutionReport_Trade&>().orderId())

Definition at line 38 of file Order.h.

PriceOptional

using PriceOptional = decltype(std::declval<const NewOrderRequest&>().price())

Definition at line 33 of file Order.h.

QtiOptional

using QtiOptional = decltype(std::declval<const NewOrderRequest&>().maxShow())

Definition at line 41 of file Order.h.

Qty

using Qty = decltype(std::declval<const NewOrderRequest&>().orderQty())

Definition at line 34 of file Order.h.

SecurityId

using SecurityId = decltype(std::declval<const NewOrderRequest&>().symbol())

Definition at line 37 of file Order.h.

TimestampOptional

using TimestampOptional = decltype(std::declval<const NewOrderRequest&>().expireDate())

Definition at line 40 of file Order.h.

Constructor & Destructor Documentation

Order()

Order

(

)

Initializes an order.

Definition at line 29 of file Order.cpp.

    : cIOrdId_(IdGenerator::newId())
{
}

Member Function Documentation

id()

OrderId id ( ) const

inlinenoexcept

Returns a unique order id.

Definition at line 52 of file Order.h.

    {
        return cIOrdId_;
    }

toString()

std::string toString

(

)

const

Human-readable presentation of the most interesting fields stored in the order.

Definition at line 39 of file Order.cpp.

{
    std::ostringstream builder;
 
    builder
        << "Order["
        << "ClOrdID=" << cIOrdId_
        << ", OrigCIOrdId=" << origCIOrdId_
        << ", OrderStatus=" << orderStatus_
        << ", SecurityId=" << securityId_
        << ", Type=" << ordType_
        << ", Price=" << toStr(price_)
        << ", Quantity=" << toStr(Decimal{orderQty_, -9})
        << ", LeavesQty=" << toStr(Decimal{leavesQty_, -9})
        << ", Side=" << side_
        << ", StopPx=" << toStr(stopPx_)
        << ", LastFillPrice=" << toStr(lastPx_)
        << ", TimeInForce=" << timeInForce_
        << ", ExpireDate=" << (timeInForce_ == TimeInForceEnum::GTD && expireDate_ != nullOpt ? toStr(*expireDate_, TimestampFormat::YYYYMMDD) : toStr(nullOpt))
        << ", TransactTime=" << (transactTime_ != nullOpt ? toStr(*transactTime_, TimestampFormat::YYYYMMDDHHMMSSnsec) : toStr(nullOpt))
        << ", MaxShow=" << toStr(maxShow_)
        << ", ExecInst=" << execInst_
        << "]"
        ;
 
    return builder.str();
}

Member Data Documentation

cIOrdId_

ClOrderId cIOrdId_

Definition at line 57 of file Order.h.

execInst_

ExecInstOptional execInst_ {}

Definition at line 72 of file Order.h.

{};

expireDate_

TimestampOptional expireDate_ {}

Definition at line 67 of file Order.h.

{};

lastPx_

PriceOptional lastPx_ {}

Definition at line 68 of file Order.h.

{};

leavesQty_

Qty leavesQty_ {}

Definition at line 61 of file Order.h.

{};

maxShow_

QtiOptional maxShow_ {}

Definition at line 71 of file Order.h.

{};

orderQty_

Qty orderQty_ {}

Definition at line 60 of file Order.h.

{};

orderStatus_

ExecTypeEnum orderStatus_ {ExecTypeEnum::New}

Definition at line 70 of file Order.h.

{ExecTypeEnum::New};

ordType_

OrderTypeEnum ordType_ {OrderTypeEnum::Limit}

Definition at line 64 of file Order.h.

{OrderTypeEnum::Limit};

origCIOrdId_

ClOrderId origCIOrdId_ {cIOrdId_}

Definition at line 58 of file Order.h.

{cIOrdId_};

price_

PriceOptional price_ {}

Definition at line 59 of file Order.h.

{};

securityId_

SecurityId securityId_ {}

Definition at line 62 of file Order.h.

{};

side_

SideEnum side_ {SideEnum::Buy}

Definition at line 63 of file Order.h.

{SideEnum::Buy};

stopPx_

PriceOptional stopPx_ {}

Definition at line 65 of file Order.h.

{};

timeInForce_

TimeInForceEnum timeInForce_ {TimeInForceEnum::Day}

Definition at line 66 of file Order.h.

{TimeInForceEnum::Day};

transactTime_

TimestampOptional transactTime_ {}

Definition at line 69 of file Order.h.

{};