srfm::event_bt::Order Struct Reference

An order emitted by a Strategy in response to a market event. More...

#include <event_backtester.hpp>

Public Attributes
std::string	symbol
OrderSide	side = OrderSide::Buy
double	quantity = 0.0
OrderType	order_type = OrderType::Market
double	limit_price = 0.0
	Only used for Limit orders.
long long	timestamp_ms = 0

Detailed Description

An order emitted by a Strategy in response to a market event.

Definition at line 83 of file event_backtester.hpp.

Member Data Documentation

limit_price

double srfm::event_bt::Order::limit_price = 0.0

Only used for Limit orders.

Definition at line 88 of file event_backtester.hpp.

order_type

OrderType srfm::event_bt::Order::order_type = OrderType::Market

Definition at line 87 of file event_backtester.hpp.

quantity

double srfm::event_bt::Order::quantity = 0.0

Definition at line 86 of file event_backtester.hpp.

side

OrderSide srfm::event_bt::Order::side = OrderSide::Buy

Definition at line 85 of file event_backtester.hpp.

symbol

std::string srfm::event_bt::Order::symbol

Definition at line 84 of file event_backtester.hpp.

timestamp_ms

long long srfm::event_bt::Order::timestamp_ms = 0

Definition at line 89 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