Defines the OrderType enum and related utility functions for handling different order types. More...

#include <string>

Enumerations
enum class	OrderType { GoodTillCancel , FillAndKill , Market , GoodForDay , FillOrKill }
	Specifies the different types of orders that can be used in a trading system. More...

Functions
std::string	orderTypeToString (OrderType type)
	Converts an OrderType to its corresponding string representation. More...

OrderType	intToOrdertType (int type)
	Converts an integer value to the corresponding OrderType. More...

Detailed Description

Defines the OrderType enum and related utility functions for handling different order types.

The OrderType enum represents various types of orders in a trading system, and utility functions are provided to convert between the enum and string representations or integer values.

Enumeration Type Documentation

◆ OrderType

enum OrderType

strong

Specifies the different types of orders that can be used in a trading system.

Each type of order has specific rules for how it should be handled in the order book.

Enumerator
GoodTillCancel	Stays active unless filled or explicitly canceled by the trader.
FillAndKill	Attempts to fill as much as possible immediately and cancels the remaining part.
Market	Executes at the best available current price.
GoodForDay	Remains active until the end of the trading day, then cancels automatically if unfilled.
FillOrKill	Either fully fills or cancels, with no partial filling allowed.

Function Documentation

◆ intToOrdertType()

OrderType intToOrdertType ( int type )

inline

Converts an integer value to the corresponding OrderType.

This function maps integer values to OrderType values, allowing for easy conversions from user inputs or data sources where order types are represented by integers.

Parameters

type	An integer representing the order type.

Returns: The corresponding OrderType. If the integer does not match any order type, defaults to GoodTillCancel.

◆ orderTypeToString()

std::string orderTypeToString ( OrderType type )

inline

Converts an OrderType to its corresponding string representation.

This function provides a string representation of each order type for easier display and logging.