Description Arguments Usage Public Members and Methods See Also
C++ class documentation
side |
|
type |
|
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 |
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
|
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
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