Order

Immutable data record representing a single trading order and its execution state.

enum class OrderStatus {
  NEW, PENDING, PARTIALLY_FILLED, FILLED,
  CANCELED, EXPIRED, REPLACED, REJECTED
};

struct Order {
  OrderId   id;
  Side      side;                // BUY / SELL
  Price     price;               // limit price
  Quantity  quantity;            // requested size
  OrderType type;                // LIMIT / MARKET
  SymbolId  symbol;              // numeric symbol key

  OrderStatus status = OrderStatus::NEW;
  Quantity    filledQuantity{0};

  std::chrono::steady_clock::time_point              createdAt;
  std::optional<std::chrono::steady_clock::time_point> exchangeTimestamp;
  std::optional<std::chrono::steady_clock::time_point> lastUpdated;
  std::optional<std::chrono::steady_clock::time_point> expiresAfter;
};

Purpose

• Hold all fields required by executors, validators, and trackers to follow the order’s lifecycle from creation to terminal state.

Key Fields

Field	Description
id	Engine-wide unique identifier (uint64_t).
side	BUY / SELL direction.
price / quantity	Limit price & size (zero for MARKET price).
type	LIMIT or MARKET (extendable).
status	Current life-cycle stage (OrderStatus).
filledQuantity	Cumulated executed size.
createdAt	Local timestamp when order object was created.
exchangeTimestamp	Timestamp reported by the exchange for last update.
lastUpdated	Local time of last status change.
expiresAfter	Optional auto-cancel deadline (GTC/GTD logic).

Notes

• std::optional<> times stay std::nullopt until the corresponding event occurs.
• Decimal wrappers (Price, Quantity) guarantee fixed-precision arithmetic.