srfm::event_bt::Fill Struct Reference

Confirmation of an executed order. More...

#include <event_backtester.hpp>

Public Attributes
Order	order
double	fill_price = 0.0
double	fill_qty = 0.0
long long	timestamp_ms = 0
double	commission = 0.0

Detailed Description

Confirmation of an executed order.

Definition at line 95 of file event_backtester.hpp.

Member Data Documentation

commission

double srfm::event_bt::Fill::commission = 0.0

Definition at line 100 of file event_backtester.hpp.

fill_price

double srfm::event_bt::Fill::fill_price = 0.0

Definition at line 97 of file event_backtester.hpp.

fill_qty

double srfm::event_bt::Fill::fill_qty = 0.0

Definition at line 98 of file event_backtester.hpp.

order

Order srfm::event_bt::Fill::order

Definition at line 96 of file event_backtester.hpp.

timestamp_ms

long long srfm::event_bt::Fill::timestamp_ms = 0

Definition at line 99 of file event_backtester.hpp.

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The documentation for this struct was generated from the following file:

• include/srfm/event_backtester.hpp