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fix40::Trade Struct Reference
成交记录 More...
#include <order_book.hpp>
Collaboration diagram for fix40::Trade:
Public Member Functions | |
| Trade () | |
Public Attributes | |
| std::string | tradeID |
| 成交ID | |
| std::string | symbol |
| 合约代码 | |
| double | price |
| 成交价格 | |
| int64_t | qty |
| 成交数量 | |
| std::chrono::system_clock::time_point | timestamp |
| 成交时间 | |
| std::string | buyOrderID |
| 买方订单ID | |
| std::string | buyClOrdID |
| 买方客户订单ID | |
| int64_t | buyOrderQty |
| 买方原始订单数量 | |
| double | buyPrice |
| 买方订单价格 | |
| OrderType | buyOrdType |
| 买方订单类型 | |
| int64_t | buyCumQty |
| 买方成交后累计数量 | |
| int64_t | buyLeavesQty |
| 买方成交后剩余数量 | |
| double | buyAvgPx |
| 买方成交后平均价 | |
| OrderStatus | buyStatus |
| 买方成交后状态 | |
| std::string | sellOrderID |
| 卖方订单ID | |
| std::string | sellClOrdID |
| 卖方客户订单ID | |
| int64_t | sellOrderQty |
| 卖方原始订单数量 | |
| double | sellPrice |
| 卖方订单价格 | |
| OrderType | sellOrdType |
| 卖方订单类型 | |
| int64_t | sellCumQty |
| 卖方成交后累计数量 | |
| int64_t | sellLeavesQty |
| 卖方成交后剩余数量 | |
| double | sellAvgPx |
| 卖方成交后平均价 | |
| OrderStatus | sellStatus |
| 卖方成交后状态 | |
Detailed Description
成交记录
保存完整的成交信息，包括双方订单的快照， 用于生成完整的 ExecutionReport。
Constructor & Destructor Documentation
◆ Trade()
|
inline |
Member Data Documentation
◆ buyAvgPx
| double fix40::Trade::buyAvgPx |
买方成交后平均价
◆ buyClOrdID
| std::string fix40::Trade::buyClOrdID |
买方客户订单ID
◆ buyCumQty
| int64_t fix40::Trade::buyCumQty |
买方成交后累计数量
◆ buyLeavesQty
| int64_t fix40::Trade::buyLeavesQty |
买方成交后剩余数量
◆ buyOrderID
| std::string fix40::Trade::buyOrderID |
买方订单ID
◆ buyOrderQty
| int64_t fix40::Trade::buyOrderQty |
买方原始订单数量
◆ buyOrdType
| OrderType fix40::Trade::buyOrdType |
买方订单类型
◆ buyPrice
| double fix40::Trade::buyPrice |
买方订单价格
◆ buyStatus
| OrderStatus fix40::Trade::buyStatus |
买方成交后状态
◆ price
| double fix40::Trade::price |
成交价格
◆ qty
| int64_t fix40::Trade::qty |
成交数量
◆ sellAvgPx
| double fix40::Trade::sellAvgPx |
卖方成交后平均价
◆ sellClOrdID
| std::string fix40::Trade::sellClOrdID |
卖方客户订单ID
◆ sellCumQty
| int64_t fix40::Trade::sellCumQty |
卖方成交后累计数量
◆ sellLeavesQty
| int64_t fix40::Trade::sellLeavesQty |
卖方成交后剩余数量
◆ sellOrderID
| std::string fix40::Trade::sellOrderID |
卖方订单ID
◆ sellOrderQty
| int64_t fix40::Trade::sellOrderQty |
卖方原始订单数量
◆ sellOrdType
| OrderType fix40::Trade::sellOrdType |
卖方订单类型
◆ sellPrice
| double fix40::Trade::sellPrice |
卖方订单价格
◆ sellStatus
| OrderStatus fix40::Trade::sellStatus |
卖方成交后状态
◆ symbol
| std::string fix40::Trade::symbol |
合约代码
◆ timestamp
| std::chrono::system_clock::time_point fix40::Trade::timestamp |
成交时间
◆ tradeID
| std::string fix40::Trade::tradeID |
成交ID
The documentation for this struct was generated from the following file:
- include/app/engine/order_book.hpp
