OrderManager.h File Reference

Contains the declaration of the OrderManager class and related enums and structs. More...

#include <string>
#include <queue>
#include <thread>
#include <mutex>
#include <map>
#include <vector>
#include <unordered_map>
#include <set>

Go to the source code of this file.

Classes
struct	ats::Order
	The Order struct represents an order to be placed on an exchange. More...
struct	ats::OrderBook
	The OrderBook struct represents the orderbook. More...
class	ats::OrderManager
	A class for managing orders. More...

Namespaces
	ats
	Namespace for the algorithmic trading system.

Enumerations
enum	ats::OrderType {   ats::LIMIT , ats::MARKET , ats::STOP_LOSS , ats::STOP_LOSS_LIMIT ,   ats::TAKE_PROFIT , ats::TAKE_PROFIT_LIMIT , ats::LIMIT_MAKER , ats::OTCOUNT }
	Enum for different types of orders. More...
enum	ats::Side { ats::BUY , ats::SELL , ats::SCOUNT }
	Enum for buy/sell side of an order. More...

Functions
std::string	ats::OrderTypeToString (OrderType t)
	Converts OrderType enum value to string. More...
OrderType	ats::stringToOrderType (const std::string &s)
	Converts a string to an OrderType enum value. More...
std::string	ats::SideToString (Side t)
	Converts Side enum value to string. More...
Side	ats::stringToSide (const std::string &s)
	Converts a string to a Side enum value. More...

Detailed Description

Contains the declaration of the OrderManager class and related enums and structs.

Author

Anouar Achghaf

Date

16/02/2023