ats::OrderManager Class Reference

A class for managing orders. More...

#include <OrderManager.h>

Public Member Functions
	OrderManager ()
	Construct a new OrderManager object.
	OrderManager (std::vector< std::string > symbols)
	Construct a new OrderManager with an initial symbols list. More...
	~OrderManager ()
	Destroy the OrderManager object.
void	start ()
	Start the order manager thread.
void	run ()
	Run the order manager loop.
void	stop ()
	Stop the order manager thread.
bool	isRunning ()
	Check if the order manager is running. More...
double	getLastOrderQty ()
	Get last filled order quantity. More...
void	setLastOrderQty (double qty)
	Sets last filled order quantity.
long	createOrder (OrderType type, Side side, std::string symbol, double quantity, double price=0)
	Create a new order and add it to the queue. More...
long	createOrder (Order &order)
	Add an order to the queue. More...
void	cancelOrder (long orderId, std::string symbol)
	Cancel an order. More...
void	cancelAllOrders ()
	Cancel all orders.
void	updateOpenOrders (std::unordered_map< long, Order > openOrders)
	Update open orders. More...
void	processOrder (Order order)
	Process a single order. More...
void	processOrders ()
	Process all orders in the queue.
bool	hasOrders ()
	Check if there are orders to be sent. More...
bool	hasCancelOrders ()
	Check if there are orders to be cancelled. More...
Order &	getOldestOrder ()
	Get the oldest order from the order queue. More...
Order	getOrderById (long ID)
	Returns order by ID. More...
std::pair< long, std::string >	getCancelOrder ()
	Get an order to cancel. More...
std::vector< std::string >	getSymbols ()
	Get symbols currently ordered. More...

Detailed Description

A class for managing orders.

Constructor & Destructor Documentation

OrderManager()

ats::OrderManager::OrderManager

(

std::vector< std::string >

symbols

)

Construct a new OrderManager with an initial symbols list.

Parameters

symbols

an initial list of traded symbols

Member Function Documentation

cancelOrder()

void ats::OrderManager::cancelOrder	(	long	orderId,
		std::string	symbol
	)

Cancel an order.

Parameters

orderId	ID of the order
symbol	Symbol of the order

createOrder() [1/2]

long ats::OrderManager::createOrder

(

Order &

order

)

Add an order to the queue.

Parameters

order

The order to add

Returns

Order Id

createOrder() [2/2]

long ats::OrderManager::createOrder	(	OrderType	type,
		Side	side,
		std::string	symbol,
		double	quantity,
		double	price = 0
	)

Create a new order and add it to the queue.

Parameters

type	The type of order
side	The side of the order
symbol	The symbol to trade
quantity	The quantity to trade
price	The price to trade

Returns

Order Id

getCancelOrder()

std::pair< long, std::string > ats::OrderManager::getCancelOrder

(

)

Get an order to cancel.

Returns

{id,symbol} of the order to cancel

getLastOrderQty()

double ats::OrderManager::getLastOrderQty

(

)

Get last filled order quantity.

Returns

-1 if not set, quantity of last filled order otherwise.

getOldestOrder()

Order & ats::OrderManager::getOldestOrder

(

)

Get the oldest order from the order queue.

Returns

Order& The oldest order in the queue

getOrderById()

Order ats::OrderManager::getOrderById

(

long

ID

)

Returns order by ID.

Parameters

ID	ID of the order to return

Returns

Order The requested order

getSymbols()

std::vector< std::string > ats::OrderManager::getSymbols

(

)

Get symbols currently ordered.

Returns

std::vector<std::string> a vector of symbols

hasCancelOrders()

bool ats::OrderManager::hasCancelOrders

(

)

Check if there are orders to be cancelled.

Returns

true if there are orders to cancel

false otherwise

hasOrders()

bool ats::OrderManager::hasOrders

(

)

Check if there are orders to be sent.

Returns

true if there are orders waiting to be sent

false otherwise

isRunning()

bool ats::OrderManager::isRunning

(

)

Check if the order manager is running.

Returns

true if the order manager is running, false otherwise

processOrder()

void ats::OrderManager::processOrder

(

Order

order

)

Process a single order.

Parameters

order

The order to process

updateOpenOrders()

void ats::OrderManager::updateOpenOrders

(

std::unordered_map< long, Order >

openOrders

)

Update open orders.

Parameters

openOrders

the new list of open orders

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The documentation for this class was generated from the following files:

• OrderManager.h
• OrderManager.cpp