IExecutionTracker

IExecutionTracker defines an interface for tracking order lifecycle events with precise timestamps. It is typically used for latency analysis, logging, and performance metrics.

class IExecutionTracker : public ISubsystem {
public:
  virtual ~IExecutionTracker() = default;

  virtual void onOrderSubmitted(const Order& order, TimePoint ts) = 0;
  virtual void onOrderAccepted(const Order& order, TimePoint ts) = 0;
  virtual void onOrderPartiallyFilled(const Order& order, Quantity fillQty, TimePoint ts) = 0;
  virtual void onOrderFilled(const Order& order, TimePoint ts) = 0;
  virtual void onOrderCanceled(const Order& order, TimePoint ts) = 0;
  virtual void onOrderExpired(const Order& order, TimePoint ts) = 0;
  virtual void onOrderRejected(const Order& order, const std::string& reason, TimePoint ts) = 0;
  virtual void onOrderReplaced(const Order& oldOrder, const Order& newOrder, TimePoint ts) = 0;
};

Purpose

• Capture precise timing of each order state transition for performance diagnostics and post-trade analysis.

Responsibilities

Method	Captures
onOrderSubmitted	Time of initial submission.
onOrderAccepted	Time acknowledged by exchange or venue.
onOrderPartiallyFilled	Time of partial fill, including filled quantity.
onOrderFilled	Time of full fill.
onOrderCanceled	Time of cancel confirmation.
onOrderExpired	Time the order was marked as expired.
onOrderRejected	Time of rejection, including optional reason.
onOrderReplaced	Time of order replacement, with reference to both old and new.

Notes

• All timestamps are provided externally (usually by ExecutionTrackerAdapter) to ensure consistency.
• Used in simulations and live systems for detailed latency tracking and event sequencing.
• Inherits from ISubsystem for lifecycle integration with the engine.