Order: c++ Order class

Description

c++ class documentation

side

BUY or SELL

type

LIMIT or MARKET

price

limit order price level, ignored for market orders

comment

arbitrary comment

idTrade

trade id for grouping multiple orders into trades

Order( OrderSide side, OrderType type, double price, std::string comment, int idTrade )

	Name
Return Type	Description
`isNew()`	`bool`
order is new or just sent to exchange?	`isRegistered()`
`bool`	placement confirmation received from exchange?
`isCancelling()`	`bool`
cancel request sent to exchange?	`isCancelled()`
`bool`	cancel confirmation received from exchange?
`isExecuted()`	`bool`
execution confirmation received from exchange?	`isBuy?`
`bool`	buy order?
`isSell?`	`bool`
sell order?	`isLimit?`
`bool`	limit order?
`isMarket?`	`bool`
market order?	`GetTradeId()`
`int`	trade id for grouping multiple orders into trades
`GetExecutionPrice()`	`double`
execution price, price for limit order and market price for market order	`comment`
`std::string`	arbitrary comment, useful to identify order when analyzing backtest results
`onExecuted`	`std::function`
called when execution confirmation received from exchange	`onCancelled`
`std::function`	called when cancellation confirmation received from exchange
`onRegistered`	`std::function`
called when placement confirmation received from exchange	`onCancelFailed`
`std::function`	called when execution confirmation received from exchange but order was about to cancel