OrderEvent

OrderEvent encapsulates a single order lifecycle transition and delivers it to components via OrderExecutionBus.

enum class OrderEventStatus {
  NEW,
  SUBMITTED,
  ACCEPTED,
  PARTIALLY_FILLED,
  FILLED,
  PENDING_CANCEL,
  CANCELED,
  EXPIRED,
  REJECTED,
  REPLACED,
  // Conditional order statuses
  PENDING_TRIGGER,
  TRIGGERED,
  TRAILING_UPDATED
};

struct OrderEvent {
  using Listener = IOrderExecutionListener;

  OrderEventStatus status{};
  Order order{};
  Order newOrder{};
  Quantity fillQty{0};
  std::string rejectReason;

  // For fills and trailing updates
  Price fillPrice{};
  Price newTrailingPrice{};

  uint64_t tickSequence{0};
  uint64_t recvNs{0};
  uint64_t publishNs{0};
  int64_t exchangeTsNs{0};

  void dispatchTo(IOrderExecutionListener& listener) const;
};

Purpose

• Represent and route order state changes (submission, fills, cancelation, etc.) to execution listeners.

Core Fields

Field	Description
status	Event type — one of the OrderEventStatus values.
order	The primary order involved in the event.
newOrder	Used only for REPLACED events.
fillQty	Quantity filled (used in PARTIALLY_FILLED and FILLED).
rejectReason	Human-readable rejection reason (for REJECTED events).
tickSequence	Event ordering marker for sequencing and backtesting.

Advanced Fields

Field	Description
fillPrice	Execution price for filled orders.
newTrailingPrice	Updated trigger price for TRAILING_UPDATED events.
recvNs	Receive timestamp (nanoseconds).
publishNs	Publish timestamp (nanoseconds).
exchangeTsNs	Exchange timestamp (nanoseconds).

OrderEventStatus

Status	Description
NEW	Order created but not yet submitted.
SUBMITTED	Order sent to exchange.
ACCEPTED	Exchange acknowledged the order.
PARTIALLY_FILLED	Order partially executed.
FILLED	Order fully executed.
PENDING_CANCEL	Cancel request sent.
CANCELED	Order canceled.
EXPIRED	Order expired (GTD/IOC).
REJECTED	Order rejected by exchange.
REPLACED	Order modified (price/quantity change).
PENDING_TRIGGER	Conditional order waiting for trigger condition.
TRIGGERED	Conditional order trigger condition met.
TRAILING_UPDATED	Trailing stop trigger price updated.

Dispatch Logic

void dispatchTo(IOrderExecutionListener& listener) const;

Routes the event to the appropriate method:

Status	Dispatched Method
SUBMITTED	onOrderSubmitted(order)
ACCEPTED	onOrderAccepted(order)
PARTIALLY_FILLED	onOrderPartiallyFilled(order, fillQty)
FILLED	onOrderFilled(order)
PENDING_CANCEL	onOrderPendingCancel(order)
CANCELED	onOrderCanceled(order)
EXPIRED	onOrderExpired(order)
REJECTED	onOrderRejected(order, rejectReason)
REPLACED	onOrderReplaced(order, newOrder)
PENDING_TRIGGER	onOrderPendingTrigger(order)
TRIGGERED	onOrderTriggered(order)
TRAILING_UPDATED	onTrailingStopUpdated(order, newTrailingPrice)

Notes

• Dispatch is type-safe and static — no RTTI or dynamic casts.
• tickSequence ensures global ordering consistency across mixed event streams.
• Used by EventBus<OrderEvent, *> and delivered to IOrderExecutionListener implementations.
• Conditional order statuses (PENDING_TRIGGER, TRIGGERED, TRAILING_UPDATED) are emitted by SimulatedExecutor during backtest.

See Also

• Order — Order structure
• IOrderExecutionListener — Event listener interface
• OrderExecutionBus — Event bus