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get_order.h
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get_order.h
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#ifndef _SBE_APP_GET_ORDER_H_
#define _SBE_APP_GET_ORDER_H_
#include <unistd.h>
#include <cassert>
#include <cstdlib>
#include <iostream>
#include <iterator>
#include <optional>
#include <variant>
#include <vector>
#include "decimal.h"
#include "spot_sbe/Floor.h"
#include "spot_sbe/MatchType.h"
#include "spot_sbe/OrderCapacity.h"
#include "spot_sbe/OrderSide.h"
#include "spot_sbe/OrderStatus.h"
#include "spot_sbe/OrderType.h"
#include "spot_sbe/SelfTradePreventionMode.h"
#include "spot_sbe/TimeInForce.h"
#include "util.h"
using spot_sbe::Floor;
using spot_sbe::MatchType;
using spot_sbe::OrderCapacity;
using spot_sbe::OrderSide;
using spot_sbe::OrderStatus;
using spot_sbe::OrderType;
using spot_sbe::SelfTradePreventionMode;
using spot_sbe::TimeInForce;
struct GetOrder {
int64_t order_id;
std::optional<int64_t> order_list_id;
Decimal price;
Decimal orig_qty;
Decimal executed_qty;
Decimal cummulative_quote_qty;
OrderStatus::Value status;
TimeInForce::Value time_in_force;
OrderType::Value order_type;
OrderSide::Value side;
std::optional<Decimal> stop_price;
std::optional<int64_t> trailing_delta;
std::optional<int64_t> trailing_time;
std::optional<Decimal> iceberg_qty;
int64_t time;
int64_t update_time;
bool is_working;
std::optional<int64_t> working_time;
Decimal orig_quote_order_qty;
std::optional<int64_t> strategy_id;
std::optional<int32_t> strategy_type;
std::optional<OrderCapacity::Value> order_capacity;
std::optional<Floor::Value> working_floor;
SelfTradePreventionMode::Value self_trade_prevention_mode;
std::optional<int64_t> prevented_match_id;
std::optional<Decimal> prevented_quantity;
std::optional<bool> used_sor;
std::string symbol;
std::string client_order_id;
};
#endif