common Namespace Reference

Classes
class	Order
	Represents a single trading order in the system. More...
class	Trade
	Represents a single trade execution in the system. More...

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

Enumerations
enum class	Instrument : uint8_t {   EURUSD ,   USDJPY ,   GBPUSD ,   USDCAD ,   USDINR ,   EURINR ,   GBPINR ,   AUDUSD ,   USDMXN ,   COUNT }
	Represents the financial instruments available for trading. More...
enum class	OrderSide : uint8_t {   Buy ,   Sell }
	Represents the side of an order (Buy or Sell). More...
enum class	OrderStatus : uint8_t {   New ,   PartiallyFilled ,   Filled ,   Cancelled ,   Rejected }
	Represents the lifecycle of an order. More...
enum class	OrderType : uint8_t {   Limit ,   Market ,   Stop ,   StopLimit }
	Represents the execution logic of an order. More...
enum class	TimeInForce : uint8_t {   DAY ,   GTC ,   IOC ,   FOK ,   MOO ,   MOC }
	Guides How long the order is in the system. More...

Functions
Instrument	from_string (std::string_view name)
	Converts a string to its corresponding Instrument enum.
OrderSide	from_string_OrderSide (std::string_view name)
OrderStatus	from_string_OrderStatus (std::string_view name)
OrderType	from_string_OrderType (std::string_view name)
TimeInForce	from_string_TimeInForce (std::string_view name)
std::string	to_string (Instrument symbol)
	Converts an Instrument enum to its string representation.
std::string	to_string (OrderSide side)
std::string	to_string (OrderStatus status)
std::string	to_string (OrderType type)
std::string	to_string (TimeInForce tif)

Variables
constexpr std::array< std::string_view, 2 >	order_side_names = {"Buy", "Sell"}
constexpr std::array< std::string_view, 5 >	order_status_names = {"New", "PartiallyFilled", "Filled", "Cancelled", "Rejected"}
constexpr std::array< std::string_view, 2 >	order_type_names = {"Limit", "Market"}
constexpr std::array< std::string_view, static_cast< size_t >(Instrument::COUNT)>	symbol_names
	An array of string representations for the Instrument enum.
constexpr std::array< std::string_view, 6 >	time_in_force_names = {"DAY", "GTC", "IOC", "FOK", "MOO", "MOC"}

Typedef Documentation

ClientID

using common::ClientID = typedef std::string

A type alias for client identifiers.

OrderID

using common::OrderID = typedef uint64_t

A type alias for unique order identifiers.

Price

using common::Price = typedef double

A type alias for price values.

Quantity

using common::Quantity = typedef uint64_t

A type alias for quantity values.

SessionID

using common::SessionID = typedef uint64_t

A type alias for session identifiers.

Symbol

using common::Symbol = typedef Instrument

A type alias for financial instrument symbols.

Timestamp

using common::Timestamp = typedef std::chrono::system_clock::time_point

A type alias for std::chrono::system_clock::time_point.

This is used throughout the system to represent timestamps for orders, trades, and other time-sensitive events.

TradeID

using common::TradeID = typedef uint64_t

A type alias for unique trade identifiers.

Enumeration Type Documentation

Instrument

enum class common::Instrument : uint8_t

strong

Represents the financial instruments available for trading.

Enumerator
EURUSD	Euro / US Dollar.
USDJPY	US Dollar / Japanese Yen.
GBPUSD	British Pound / US Dollar.
USDCAD	US Dollar / Canadian Dollar.
USDINR	US Dollar / Indian Rupee.
EURINR	Euro / Indian Rupee.
GBPINR	British Pound / Indian Rupee.
AUDUSD	Australian Dollar / US Dollar.
USDMXN	US Dollar / Mexican Peso.
COUNT	Helper to get the number of instruments.

OrderSide

enum class common::OrderSide : uint8_t

strong

Represents the side of an order (Buy or Sell).

Enumerator
Buy	A buy order.
Sell	a sell order.

OrderStatus

enum class common::OrderStatus : uint8_t

strong

Represents the lifecycle of an order.

Enumerator
New	The order has been created but not yet matched.
PartiallyFilled	The order has been partially matched.
Filled	The order has been fully matched.
Cancelled	The order has been cancelled before being fully matched.
Rejected	The order was rejected by the system and never entered the matching engine.

OrderType

enum class common::OrderType : uint8_t

strong

Represents the execution logic of an order.

Enumerator
Limit	A limit order, which is executed at a specified price or better.
Market	A market order, which is executed immediately at the best available price.
Stop	Triggers a market order once a set price is reached (Not implemented)
StopLimit	Triggers a limit order once a set price is reached (Not implemented)

TimeInForce

enum class common::TimeInForce : uint8_t

strong

Guides How long the order is in the system.

Enumerator
DAY	Keep the order in the system for a day.
GTC	Good till cancellation.
IOC	Immediate or cancel.
FOK	Fill or kill.
MOO	Market on Open.
MOC	Market on Close.

Function Documentation

from_string()

Instrument common::from_string ( std::string_view  name )

inline

Converts a string to its corresponding Instrument enum.

Parameters

name	The string representation of the Instrument.

Returns

The Instrument enum.

Exceptions

std::invalid_argument

if the string is not a valid instrument.

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from_string_OrderSide()

OrderSide common::from_string_OrderSide ( std::string_view  name )

inline

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from_string_OrderStatus()

OrderStatus common::from_string_OrderStatus ( std::string_view  name )

inline

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from_string_OrderType()

OrderType common::from_string_OrderType ( std::string_view  name )

inline

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from_string_TimeInForce()

TimeInForce common::from_string_TimeInForce ( std::string_view  name )

inline

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to_string() [1/5]

std::string common::to_string ( Instrument  symbol )

inline

Converts an Instrument enum to its string representation.

Parameters

symbol

The Instrument to convert.

Returns

The string representation of the Instrument.

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to_string() [2/5]

std::string common::to_string ( OrderSide  side )

inline

to_string() [3/5]

std::string common::to_string ( OrderStatus  status )

inline

to_string() [4/5]

std::string common::to_string ( OrderType  type )

inline

to_string() [5/5]

std::string common::to_string ( TimeInForce  tif )

inline

Variable Documentation

order_side_names

constexpr std::array<std::string_view, 2> common::order_side_names = {"Buy", "Sell"}

constexpr

order_status_names

constexpr std::array<std::string_view, 5> common::order_status_names = {"New", "PartiallyFilled", "Filled", "Cancelled", "Rejected"}

constexpr

order_type_names

constexpr std::array<std::string_view, 2> common::order_type_names = {"Limit", "Market"}

constexpr

symbol_names

constexpr std::array<std::string_view, static_cast<size_t>(Instrument::COUNT)> common::symbol_names

constexpr

Initial value:

= {"EURUSD", "USDJPY", "GBPUSD", "USDCAD", "USDINR",
                            "EURINR", "GBPINR", "AUDUSD", "USDMXN"}

An array of string representations for the Instrument enum.

time_in_force_names

constexpr std::array<std::string_view, 6> common::time_in_force_names = {"DAY", "GTC", "IOC", "FOK", "MOO", "MOC"}

constexpr