BetaTrader
A HFT Eco-System
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fix::OrderRequest Class Reference

Represents a parsed FIX New Order - Single (35=D) message. More...

#include <OrderRequest.h>

Collaboration diagram for fix::OrderRequest:
Collaboration graph

Public Member Functions

 OrderRequest (const std::string &senderCompID, const ClientOrderID &clientOrderId, const Symbol &symbol, common::OrderSide side, fix::Quantity quantity, fix::Price price)
 Constructs a new OrderRequest object.
 

Public Attributes

ClientOrderID clientOrderId
 Client-assigned Order ID (ClOrdID, FIX Tag 11).
 
fix::Price price
 Price of the order (Price, FIX Tag 44).
 
fix::Quantity quantity
 Quantity of the order (OrderQty, FIX Tag 38).
 
std::string senderCompID
 The sender's component ID (SenderCompID, FIX Tag 49).
 
common::OrderSide side
 Side of the order (Side, FIX Tag 54).
 
Symbol symbol
 Trading symbol (Symbol, FIX Tag 55).
 

Detailed Description

Represents a parsed FIX New Order - Single (35=D) message.

This class encapsulates the fields from a raw FIX message required to request a new order. It serves as an intermediate representation before being converted into a trading core command.

Constructor & Destructor Documentation

◆ OrderRequest()

fix::OrderRequest::OrderRequest ( const std::string &  senderCompID,
const ClientOrderID clientOrderId,
const Symbol symbol,
common::OrderSide  side,
fix::Quantity  quantity,
fix::Price  price 
)
inline

Constructs a new OrderRequest object.

Parameters
senderCompIDThe sender's component ID (SenderCompID, FIX Tag 49).
clientOrderIdThe client-assigned order ID (ClOrdID, FIX Tag 11).
symbolThe trading symbol (Symbol, FIX Tag 55).
sideThe side of the order (Side, FIX Tag 54).
quantityThe quantity of the order (OrderQty, FIX Tag 38).
priceThe price of the order (Price, FIX Tag 44).

Member Data Documentation

◆ clientOrderId

ClientOrderID fix::OrderRequest::clientOrderId

Client-assigned Order ID (ClOrdID, FIX Tag 11).

◆ price

fix::Price fix::OrderRequest::price

Price of the order (Price, FIX Tag 44).

◆ quantity

fix::Quantity fix::OrderRequest::quantity

Quantity of the order (OrderQty, FIX Tag 38).

◆ senderCompID

std::string fix::OrderRequest::senderCompID

The sender's component ID (SenderCompID, FIX Tag 49).

◆ side

common::OrderSide fix::OrderRequest::side

Side of the order (Side, FIX Tag 54).

◆ symbol

Symbol fix::OrderRequest::symbol

Trading symbol (Symbol, FIX Tag 55).


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