The Order struct represents an order to be placed on an exchange. More...

#include <OrderManager.h>

Public Member Functions
	Order (long id=-1)

	Order (long id, OrderType type, Side side, std::string symbol, double quantity, double price, double stopPrice=0., double icebergQty=0., long recvWindow=0, long emsId=0, std::string timeInForce="", time_t time=0)
	The Order constructor. More...

Public Attributes
long	id

std::string	symbol

double	quantity

double	price

OrderType	type

Side	side

double	stopPrice

double	icebergQty

long	recvWindow

long	emsId

std::string	timeInForce

time_t	time

Detailed Description

The Order struct represents an order to be placed on an exchange.

Constructor & Destructor Documentation

◆ Order()

ats::Order::Order	(	long	id,
		OrderType	type,
		Side	side,
		std::string	symbol,
		double	quantity,
		double	price,
		double	stopPrice = `0.`,
		double	icebergQty = `0.`,
		long	recvWindow = `0`,
		long	emsId = `0`,
		std::string	timeInForce = `""`,
		time_t	time = `0`
	)

inline

The Order constructor.

Parameters

id	The order ID.
symbol	The trading symbol of the order.
quantity	The quantity of the asset to be traded in the order.
price	The price per unit of the asset in the order.
type	The type of the order (LIMIT, MARKET, STOP_LOSS, etc.).
side	The side of the order (BUY or SELL).
stopPrice	The stop price of the order (if applicable).
icebergQty	The iceberg quantity of the order (if applicable).
recvWindow	The receive window of the order (if applicable).
emsId	The ID assigned by the EMS to the order (if applicable).
timeInForce	The time in force of the order (if applicable).
time	The time when the order was sent

Member Data Documentation

◆ emsId

long ats::Order::emsId

The EMS ID of the order.

◆ icebergQty

double ats::Order::icebergQty

The iceberg quantity of the order (only for LIMIT_MAKER orders).

◆ id

long ats::Order::id

The ID of the order.

◆ price

double ats::Order::price

The price of the asset in the quote currency.

◆ quantity

double ats::Order::quantity

The quantity of the asset to buy/sell.

◆ recvWindow

long ats::Order::recvWindow

The receive window of the order (in milliseconds).

◆ side

Side ats::Order::side

The side of the order (e.g. BUY or SELL).

◆ stopPrice

double ats::Order::stopPrice

The stop price of the order (only for STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, and TAKE_PROFIT_LIMIT orders).

◆ symbol

std::string ats::Order::symbol

The trading symbol of the order.

◆ time

time_t ats::Order::time

The time when the order was sent.

◆ timeInForce

std::string ats::Order::timeInForce

The time in force of the order (e.g. GTC, IOC, FOK, etc.).

◆ type

OrderType ats::Order::type

The type of the order (e.g. LIMIT, MARKET, etc.).

The documentation for this struct was generated from the following file:

OrderManager.h

Public Member Functions

Public Attributes