library(R6)
##-------------- OrderStatus -------------------##
# NONE = -1
# NEWBORN = 0
# PENDING_SUBMIT = 1
# PENDING_CANCEL = 2
# SUBMITTED = 3
# ACKNOWLEDGED = 4
# CANCELED = 5
# FILLED = 6
# PARTIALLY_FILLED = 8
##-------------- OrderType -------------------##
# MARKET = 0
# LIMIT = 2
# STOP = 5
# STOP_LIMIT = 6
# TRAIING_STOP = 7
OrderEvent <- R6Class("OrderEvent",
public = list(
event.type = 'ORDER',
internal.order.id = -1,
broker.order.id = -1,
full.symbol = NULL,
order.type = 'MARKET',
order.status = 'NONE',
limit.price = 0,
stop.price = 0,
size = 0,
fill.price = 0,
fill.size = 0
)
)
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