Order Class Reference

Represents a trading order with attributes and functionality to manage its state. More...

#include <Order.hpp>

Public Member Functions
	Order (OrderType type, OrderId id, Side side, Price price, Quantity qty)
	Constructs an order with specified type, ID, side, price, and quantity. More...
	Order (OrderId orderId, Side side, Quantity quantity)
	Constructs a market order with specified ID, side, and quantity. More...
OrderId	getOrderId () const
	Retrieves the unique ID of the order. More...
OrderType	getOrderType () const
	Retrieves the type of the order (e.g., Market, GoodTillCancel). More...
Side	getSide () const
	Retrieves the side of the order (Buy or Sell). More...
Price	getPrice () const
	Retrieves the price of the order. More...
Quantity	getInitialQty () const
	Retrieves the initial quantity of the order. More...
Quantity	getQty () const
	Retrieves the current quantity of the order. More...
Quantity	getRemainingQty () const
	Retrieves the remaining quantity of the order. More...
Quantity	getFilledQty () const
	Retrieves the filled quantity of the order. More...
bool	isFilled () const
	Checks if the order is fully filled. More...
void	Fill (Quantity qty)
	Fills the order by a specified quantity. More...
void	toGoodTillCancel (Price price)
	Converts a market order to a Good Till Cancel order with a specified price. More...

Detailed Description

Represents a trading order with attributes and functionality to manage its state.

The Order class stores details of an order such as its type, ID, side (buy/sell), price, and quantities (initial, remaining, and filled). It provides methods for retrieving these details, filling the order, and adjusting its state.

Constructor & Destructor Documentation

Order() [1/2]

Order::Order ( OrderType  type, OrderId  id, Side  side, Price  price, Quantity  qty  )

inline

Constructs an order with specified type, ID, side, price, and quantity.

Initializes an order with the specified attributes and sets the initial and remaining quantities to the specified quantity.

Parameters

type	The type of the order (e.g., Market, GoodTillCancel).
id	The unique identifier for the order.
side	The side of the order (Buy or Sell).
price	The price of the order.
qty	The quantity of the order.

Order() [2/2]

Order::Order ( OrderId  orderId, Side  side, Quantity  quantity  )

inline

Constructs a market order with specified ID, side, and quantity.

This constructor initializes a market order with the specified ID, side, and quantity, setting the price to an invalid state.

Parameters

orderId	The unique identifier for the order.
side	The side of the order (Buy or Sell).
quantity	The quantity of the order.

Member Function Documentation

Fill()

void Order::Fill

(

Quantity

qty

)

Fills the order by a specified quantity.

Reduces the remaining quantity by the specified amount. If the quantity exceeds the remaining quantity, an exception is thrown.

Parameters

qty	The quantity by which to fill the order.

Exceptions

std::logic_error

if the specified quantity exceeds the remaining quantity.

getFilledQty()

Quantity Order::getFilledQty

(

)

const

Retrieves the filled quantity of the order.

This represents the difference between the initial quantity and the remaining quantity.

Returns

The quantity of the order that has been filled.

getInitialQty()

Quantity Order::getInitialQty

(

)

const

Retrieves the initial quantity of the order.

This represents the original quantity specified when the order was created.

Returns

The initial quantity of the order.

getOrderId()

OrderId Order::getOrderId

(

)

const

Retrieves the unique ID of the order.

Returns

The ID of the order.

getOrderType()

OrderType Order::getOrderType

(

)

const

Retrieves the type of the order (e.g., Market, GoodTillCancel).

Returns

The type of the order.

getPrice()

Price Order::getPrice

(

)

const

Retrieves the price of the order.

Returns

The price of the order.

getQty()

Quantity Order::getQty

(

)

const

Retrieves the current quantity of the order.

This value may change if the order is partially filled.

Returns

The current quantity of the order.

getRemainingQty()

Quantity Order::getRemainingQty

(

)

const

Retrieves the remaining quantity of the order.

This represents the unfilled portion of the order.

Returns

The remaining quantity of the order.

getSide()

Side Order::getSide

(

)

const

Retrieves the side of the order (Buy or Sell).

Returns

The side of the order.

isFilled()

bool Order::isFilled

(

)

const

Checks if the order is fully filled.

Returns

True if the order is fully filled, false otherwise.

toGoodTillCancel()

void Order::toGoodTillCancel

(

Price

price

)

Converts a market order to a Good Till Cancel order with a specified price.

Changes the order type to GoodTillCancel and sets the price. Only market orders can be converted; otherwise, an exception is thrown.

Parameters

price

The price to set for the Good Till Cancel order.

Exceptions

std::logic_error

if the order is not a market order.

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The documentation for this class was generated from the following files:

• OrderbookSim/Order.hpp
• OrderbookSim/Order.cpp