Order

Order encapsulates all information related to a client-side order, including identifiers, execution parameters, status, and timestamps.

struct Order {
  OrderId id{};
  Side side{};
  Price price{};
  Quantity quantity{};
  OrderType type{};
  SymbolId symbol{};

  Quantity filledQuantity{0};

  TimePoint createdAt{};
  std::optional<TimePoint> exchangeTimestamp;
  std::optional<TimePoint> lastUpdated;
  std::optional<TimePoint> expiresAfter;
};

Purpose

• Represent an order's full lifecycle — from submission to final state — including fill progress, exchange timestamps, and status.

Responsibilities

Field	Description
id	Globally unique order identifier.
side	Buy or sell.
price	Limit price; ignored for market orders.
quantity	Total order size in base units.
type	LIMIT, MARKET, or other engine-defined types.
symbol	Compact numeric symbol reference (SymbolId).
filledQuantity	Accumulated quantity filled so far.
createdAt	Local creation timestamp.
exchangeTimestamp	When the exchange acknowledged the order (if applicable).
lastUpdated	Timestamp of last known state transition.
expiresAfter	Optional expiry deadline (e.g. for IOC/GTC enforcement).

Notes

• Used as the payload in OrderEvent messages.
• All timestamps are based on steady_clock for monotonic sequencing.
• Immutable once submitted; all updates produce new events and/or replacement orders.