order.hpp File Reference

内部订单数据结构 More...

#include <string>
#include <cstdint>
#include <chrono>
#include "fix/application.hpp"

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Classes
struct	fix40::Order
	内部订单表示 More...
struct	fix40::CancelRequest
	撤单请求 More...
struct	fix40::ExecutionReport
	执行报告 More...

Namespaces
namespace	fix40

Enumerations
enum class	fix40::OrderSide { fix40::BUY = 1 , fix40::SELL = 2 }
	买卖方向 More...
enum class	fix40::OrderType { fix40::MARKET = 1 , fix40::LIMIT = 2 }
	订单类型 More...
enum class	fix40::TimeInForce { fix40::DAY = 0 , fix40::GTC = 1 , fix40::IOC = 3 , fix40::FOK = 4 }
	订单有效期 More...
enum class	fix40::OrderStatus {   fix40::NEW = 0 , fix40::PARTIALLY_FILLED = 1 , fix40::FILLED = 2 , fix40::CANCELED = 4 ,   fix40::REJECTED = 8 , fix40::PENDING_NEW = 10 , fix40::PENDING_CANCEL = 6 }
	订单状态 More...
enum class	fix40::ExecTransType { fix40::NEW = 0 , fix40::CANCEL = 1 , fix40::CORRECT = 2 , fix40::STATUS = 3 }
	执行事务类型 (FIX 4.0) More...

Detailed Description

内部订单数据结构

定义与协议无关的订单表示，用于撮合引擎内部处理。 与 FIX 消息解耦，便于支持多种协议接入。