Represents a single trading order in the system. More...

#include <Order.h>

Collaboration diagram for common::Order:

Public Member Functions
	Order (const OrderID clientOrderId, const OrderID coreOrderId, const Symbol symbol, ClientID client, std::string senderCompID, const OrderSide side, const OrderType type, const TimeInForce timeInForce, const Quantity quantity, const Price price, const Timestamp ts)
	Constructs a new Order object.

const ClientID &	getClientId () const
	Gets the client's identifier (session ID).

const OrderID &	getClientOrderId () const
	Gets the order's client-provided identifier.

const OrderID &	getId () const
	Gets the order's core-provided identifier. This is the primary ID for internal tracking.

OrderType	getOrderType () const
	Gets the order type (Limit/Market).

Quantity	getOriginalQuantity () const
	Gets the original quantity of the order.

Price	getPrice () const
	Gets the order price.

Quantity	getRemainingQuantity () const
	Gets the remaining quantity of the order.

const std::string &	getSenderCompID () const
	Gets the SenderCompID, identifying the actual trader.

OrderSide	getSide () const
	Gets the order side (Buy/Sell).

OrderStatus	getStatus () const
	Gets the current status of the order.

const Symbol &	getSymbol () const
	Gets the financial instrument symbol.

TimeInForce	getTimeInForce () const
	Gets the time in force of the order.

Timestamp	getTimestamp () const
	Gets the order creation timestamp.

void	setClientOrderId (const OrderID id)
	Sets the order's client-provided identifier.

void	setCoreOrderId (const OrderID id)
	Sets the order's core-provided identifier.

void	setOriginalQuantity (const Quantity qty)
	Sets the original and remaining quantity of the order.

void	setPrice (const Price price)
	Sets the price of the order.

void	setRemainingQuantity (const Quantity qty)
	Sets the remaining quantity of the order.

void	setStatus (const OrderStatus status)
	Sets the status of the order.

void	setTimestamp (const Timestamp ts)
	Sets the timestamp of the order.

Private Attributes
ClientID	mClientId
	Identifier of the client placing the order (session ID).

OrderID	mClientOrderId
	Unique identifier for the order given by client.

OrderID	mCoreOrderId
	Unique identifier for the order given by core.

OrderSide	mOrderSide
	The side of the order (Buy or Sell).

OrderStatus	mOrderStatus
	The current status of the order.

OrderType	mOrderType
	The type of the order (Limit or Market).

Quantity	mOriginalQuantity
	The original quantity of the order.

Price	mPrice
	The price of the order.

Quantity	mRemainingQuantity
	The quantity of the order that has not yet been filled.

std::string	mSenderCompID
	SenderCompID from the FIX message, identifying the actual trader.

Symbol	mSymbol
	Financial instrument symbol.

TimeInForce	mTimeInForce
	The time in force of the order.

Timestamp	mTimestamp
	The timestamp of when the order was created.

Detailed Description

Represents a single trading order in the system.

This class is a data model that encapsulates all the properties of an order, such as its ID, symbol, client, side, type, quantity, price, and status.

Constructor & Destructor Documentation

◆ Order()

common::Order::Order	(	const OrderID	clientOrderId,
		const OrderID	coreOrderId,
		const Symbol	symbol,
		ClientID	client,
		std::string	senderCompID,
		const OrderSide	side,
		const OrderType	type,
		const TimeInForce	timeInForce,
		const Quantity	quantity,
		const Price	price,
		const Timestamp	ts
	)

inline

Constructs a new Order object.

Parameters

clientOrderId	The unique identifier for the order given by the client.
coreOrderId	The unique identifier for the order assigned by the core.
symbol	The financial instrument symbol.
client	The identifier of the client placing the order.
senderCompID	The SenderCompID from the FIX message, identifying the actual trader.
side	The side of the order (Buy or Sell).
type	The type of the order (Limit or Market).
timeInForce	The time in force of the order.
quantity	The original quantity of the order.
price	The price of the order.
ts	The timestamp of when the order was created.

Member Function Documentation

◆ getClientId()

const ClientID & common::Order::getClientId ( ) const

inline

Gets the client's identifier (session ID).

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◆ getClientOrderId()

const OrderID & common::Order::getClientOrderId ( ) const

inline

Gets the order's client-provided identifier.

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◆ getId()

const OrderID & common::Order::getId ( ) const

inline

Gets the order's core-provided identifier. This is the primary ID for internal tracking.

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◆ getOrderType()

OrderType common::Order::getOrderType ( ) const

inline

Gets the order type (Limit/Market).

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◆ getOriginalQuantity()

Quantity common::Order::getOriginalQuantity ( ) const

inline

Gets the original quantity of the order.

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◆ getPrice()

Price common::Order::getPrice ( ) const

inline

Gets the order price.

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◆ getRemainingQuantity()

Quantity common::Order::getRemainingQuantity ( ) const

inline

Gets the remaining quantity of the order.

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◆ getSenderCompID()

const std::string & common::Order::getSenderCompID ( ) const

inline

Gets the SenderCompID, identifying the actual trader.

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◆ getSide()

OrderSide common::Order::getSide ( ) const

inline

Gets the order side (Buy/Sell).

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◆ getStatus()

OrderStatus common::Order::getStatus ( ) const

inline

Gets the current status of the order.

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◆ getSymbol()

const Symbol & common::Order::getSymbol ( ) const

inline

Gets the financial instrument symbol.

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◆ getTimeInForce()

TimeInForce common::Order::getTimeInForce ( ) const

inline

Gets the time in force of the order.

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◆ getTimestamp()

Timestamp common::Order::getTimestamp ( ) const

inline

Gets the order creation timestamp.

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◆ setClientOrderId()

void common::Order::setClientOrderId ( const OrderID id )

inline

Sets the order's client-provided identifier.

◆ setCoreOrderId()

void common::Order::setCoreOrderId ( const OrderID id )

inline

Sets the order's core-provided identifier.

◆ setOriginalQuantity()

void common::Order::setOriginalQuantity ( const Quantity qty )

inline

Sets the original and remaining quantity of the order.

◆ setPrice()

void common::Order::setPrice ( const Price price )

inline

Sets the price of the order.

◆ setRemainingQuantity()

void common::Order::setRemainingQuantity ( const Quantity qty )

inline

Sets the remaining quantity of the order.

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◆ setStatus()

void common::Order::setStatus ( const OrderStatus status )

inline

Sets the status of the order.

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◆ setTimestamp()

void common::Order::setTimestamp ( const Timestamp ts )

inline

Sets the timestamp of the order.

Member Data Documentation

◆ mClientId

ClientID common::Order::mClientId

private

Identifier of the client placing the order (session ID).

◆ mClientOrderId

OrderID common::Order::mClientOrderId

private

Unique identifier for the order given by client.

◆ mCoreOrderId

OrderID common::Order::mCoreOrderId

private

Unique identifier for the order given by core.

◆ mOrderSide

OrderSide common::Order::mOrderSide

private

The side of the order (Buy or Sell).

◆ mOrderStatus

OrderStatus common::Order::mOrderStatus

private

The current status of the order.

◆ mOrderType

OrderType common::Order::mOrderType

private

The type of the order (Limit or Market).

◆ mOriginalQuantity

Quantity common::Order::mOriginalQuantity

private

The original quantity of the order.

◆ mPrice

Price common::Order::mPrice

private

The price of the order.

◆ mRemainingQuantity

Quantity common::Order::mRemainingQuantity

private

The quantity of the order that has not yet been filled.

◆ mSenderCompID

std::string common::Order::mSenderCompID

private

SenderCompID from the FIX message, identifying the actual trader.

◆ mSymbol

Symbol common::Order::mSymbol

private

Financial instrument symbol.

◆ mTimeInForce

TimeInForce common::Order::mTimeInForce

private

The time in force of the order.

◆ mTimestamp

Timestamp common::Order::mTimestamp

private

The timestamp of when the order was created.

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

common/include/common/Order.h

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ Order()

Member Function Documentation

◆ getClientId()

◆ getClientOrderId()

◆ getId()

◆ getOrderType()

◆ getOriginalQuantity()

◆ getPrice()

◆ getRemainingQuantity()

◆ getSenderCompID()

◆ getSide()

◆ getStatus()

◆ getSymbol()

◆ getTimeInForce()

◆ getTimestamp()

◆ setClientOrderId()

◆ setCoreOrderId()

◆ setOriginalQuantity()

◆ setPrice()

◆ setRemainingQuantity()

◆ setStatus()

◆ setTimestamp()

Member Data Documentation

◆ mClientId

◆ mClientOrderId

◆ mCoreOrderId

◆ mOrderSide

◆ mOrderStatus

◆ mOrderType

◆ mOriginalQuantity

◆ mPrice

◆ mRemainingQuantity

◆ mSenderCompID

◆ mSymbol

◆ mTimeInForce

◆ mTimestamp