cpp_Order: C++ Order class

Description Arguments Usage Public Members and Methods See Also

Description

C++ class documentation

Arguments

side

BUY or SELL

type

LIMIT, MARKET, STOP, TRAIL

price

limit order price level, ignored for market orders

comment

arbitrary comment

idTrade

trade id for grouping multiple orders into trades

Usage

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

Public Members and Methods

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
GetExecutionTime() double execution time
GetProcessedTime() double processed time
GetState() OrderState order state
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
Cancel() void sends cancel request to exchange if state is REGISTERED and type is LIMIT

See Also

Other backtesting classes: Candle, Cost, Indicator, Processor, Tick

Other C++ classes: BBands, Candle, Cost, Crossover, Ema, Indicator, Processor, RollLinReg, RollPercentRank, RollRange, RollSd, RollVolumeProfile, Rsi, Sma, Stochastic, Tick


QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.