IOrderExecutor

IOrderExecutor defines the interface for components responsible for submitting, canceling, and replacing orders. It acts as the execution gateway in both simulated and live environments.

struct OCOParams
{
  Order order1;
  Order order2;
};

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

  virtual void submitOrder(const Order& order) {}
  virtual void cancelOrder(OrderId orderId) {}
  virtual void cancelAllOrders(SymbolId symbol) {}
  virtual void replaceOrder(OrderId oldOrderId, const Order& newOrder) {}

  // OCO: one-cancels-other
  virtual void submitOCO(const OCOParams& params) {}

  // Capability discovery
  virtual ExchangeCapabilities capabilities() const { return ExchangeCapabilities::simulated(); }
};

Purpose

• Abstract execution interface used by strategies and internal components to place and manage orders.

Order Management

Method	Description
submitOrder	Sends a new order to the execution venue or simulator.
cancelOrder	Cancels a previously submitted order by ID.
cancelAllOrders	Cancels all pending orders for a given symbol.
replaceOrder	Replaces an existing order with new parameters.

OCO Orders

// Submit two linked orders - when one fills/cancels, the other is auto-canceled
OCOParams params{
  .order1 = takeProfitOrder,
  .order2 = stopLossOrder
};
executor->submitOCO(params);

Method	Description
submitOCO	Submits two linked orders (one-cancels-other).

Capability Discovery

auto caps = executor->capabilities();
if (caps.supportsOCO()) {
  executor->submitOCO(params);
} else {
  // Handle OCO manually
}

Method	Description
capabilities	Returns ExchangeCapabilities describing what the executor supports.

See ExchangeCapabilities for full capability list.

Notes

• Implements ISubsystem, enabling lifecycle coordination via start() and stop().
• Can be backed by mocks, simulators, or real exchange adapters.
• Actual routing and fill simulation logic resides in concrete subclasses.
• All methods have default empty implementations for optional overriding.