Types.h File Reference

#include "Instrument.h"
#include <array>
#include <cstdint>
#include <stdexcept>
#include <string>

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Namespaces
namespace	common

Typedefs
using	common::ClientID = std::string
	A type alias for client identifiers.
using	common::OrderID = uint64_t
	A type alias for unique order identifiers.
using	common::Price = double
	A type alias for price values.
using	common::Quantity = uint64_t
	A type alias for quantity values.
using	common::SessionID = uint64_t
	A type alias for session identifiers.
using	common::Symbol = Instrument
	A type alias for financial instrument symbols.
using	common::TradeID = uint64_t
	A type alias for unique trade identifiers.

Enumerations
enum class	common::OrderSide : uint8_t {   common::Buy ,   common::Sell }
	Represents the side of an order (Buy or Sell). More...
enum class	common::OrderStatus : uint8_t {   common::New ,   common::PartiallyFilled ,   common::Filled ,   common::Cancelled ,   common::Rejected }
	Represents the lifecycle of an order. More...
enum class	common::OrderType : uint8_t {   common::Limit ,   common::Market ,   common::Stop ,   common::StopLimit }
	Represents the execution logic of an order. More...
enum class	common::TimeInForce : uint8_t {   common::DAY ,   common::GTC ,   common::IOC ,   common::FOK ,   common::MOO ,   common::MOC }
	Guides How long the order is in the system. More...

Functions
OrderSide	common::from_string_OrderSide (std::string_view name)
OrderStatus	common::from_string_OrderStatus (std::string_view name)
OrderType	common::from_string_OrderType (std::string_view name)
TimeInForce	common::from_string_TimeInForce (std::string_view name)
std::string	common::to_string (OrderSide side)
std::string	common::to_string (OrderStatus status)
std::string	common::to_string (OrderType type)
std::string	common::to_string (TimeInForce tif)

Variables
constexpr std::array< std::string_view, 2 >	common::order_side_names = {"Buy", "Sell"}
constexpr std::array< std::string_view, 5 >	common::order_status_names = {"New", "PartiallyFilled", "Filled", "Cancelled", "Rejected"}
constexpr std::array< std::string_view, 2 >	common::order_type_names = {"Limit", "Market"}
constexpr std::array< std::string_view, 6 >	common::time_in_force_names = {"DAY", "GTC", "IOC", "FOK", "MOO", "MOC"}