Client | Execution Blotter

The client_blotter module acts as the historical ledger for the trading session, maintaining an immutable, sortable, and searchable collection of order states based on incoming ExecutionReport (35=8) messages from the exchange.

Overview

The blotter is the trader's interface into their own activity. By storing the transition of orders from New -> PartiallyFilled -> Filled (or Cancelled/Rejected), it provides the data necessary to populate the UI tables showing Order History and Active Trades.

Key Responsibilities

• Automatically track the lifecycle of every order submitted by the client instance.
• Parse ExecutionReport (35=8) variant messages received from the client_fix module.
• Provide thread-safe extraction methods formatted explicitly for large ImGui Tables.
• Retain idempotency across identical reports by using ClientOrderID as a strict primary key.

Architecture

graph TD
    classDef logic fill:#0b0c10,stroke:#c5c6c7,stroke-width:2px,color:white;
    classDef net fill:#1f2833,stroke:#66fcf1,stroke-width:2px,color:white;
    classDef ui fill:#2b303a,stroke:#4caf50,stroke-width:2px,color:white;
 
    subgraph "client_fix"
        RECEIVER[FixMessageParser]:::net
    end
 
    subgraph "client_blotter Module"
        ROUTER[ExecutionRouter]:::logic
        MODEL[BlotterModel]:::logic
    end
 
    RECEIVER -->|ExecutionReport (35=8)| ROUTER
    ROUTER -->|Update/Insert| MODEL
    MODEL -.->|getHistory()| UI(client_app UI Table):::ui

Class Diagram

classDiagram
    class BlotterModel {
        +processExecution(ExecutionReport)
        +updateOrder(ClientOrderID, ExecutionReport)
        +getActiveOrders() : vector~OrderRow~
        +getHistory() : vector~OrderRow~
        -m_orders: map~ClientOrderID, OrderRow~
        -m_mutex: shared_mutex
    }
    
    class OrderRow {
        +clOrdId: uint64_t
        +symbol: Instrument
        +side: OrderSide
        +status: OrderStatus
        +orderedQty: uint64_t
        +cumQty: uint64_t
        +leavesQty: uint64_t
        +lastPx: double
        +transactTime: Timestamp
    }
 
    BlotterModel *--> OrderRow : Manages

Component Responsibilities

Component	Description
**BlotterModel**	The central state container owning all historically observed orders.
**OrderRow**	A localized POD struct combining relevant FIX tags into a flat format optimized for rapid GUI tabular rendering.
**processExecution()**	Examines the ExecType and OrdStatus of an incoming message to intelligently update cumulative quantities or flag the order as Terminated.

Critical Design Conventions

• Primary Key Integrity: Every OrderRow is tracked exclusively by its ClientOrderID (11=). Late or duplicate ExecutionReports are processed robustly by overriding the row's state rather than duplicating entries.
• Render-Focused Retrieval: Returns standard std::vector snapshots via shared read-locks, ensuring the UI grid component never blocks the high-priority FIX background thread during heavy update bursts.