Order

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

struct ExecutionFlags
{
  uint8_t reduceOnly : 1 = 0;
  uint8_t closePosition : 1 = 0;
  uint8_t postOnly : 1 = 0;
  uint8_t _reserved : 5 = 0;
};

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

  Quantity filledQuantity{0};

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

  // Advanced order fields
  TimeInForce timeInForce{TimeInForce::GTC};
  ExecutionFlags flags{};
  Price triggerPrice{};             // for stop/TP orders
  Price trailingOffset{};           // for trailing stop (fixed)
  int32_t trailingCallbackRate{0};  // for trailing stop (bps, 100 = 1%)

  // Metadata
  uint64_t clientOrderId{0};
  uint16_t strategyId{0};
  uint16_t orderTag{0};  // for OCO grouping

  // Iceberg
  Quantity visibleQuantity{};  // visible size (0 = full)
};

Purpose

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

Core Fields

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, STOP_MARKET, STOP_LIMIT, etc.
symbol	Compact numeric symbol reference (SymbolId).
filledQuantity	Accumulated quantity filled so far.

Timestamps

Field	Description
createdAt	Local creation timestamp.
lastUpdated	Timestamp of last known state transition.
expiresAfter	Optional expiry deadline (e.g. for IOC/GTD enforcement).
exchangeTimestamp	When the exchange acknowledged the order (if applicable).

Advanced Order Fields

Field	Description
timeInForce	GTC, IOC, FOK, GTD (default: GTC).
flags	Execution flags (see below).
triggerPrice	Trigger price for stop/take-profit orders.
trailingOffset	Fixed offset for trailing stop orders.
trailingCallbackRate	Trailing stop callback rate in bps (100 = 1%).

ExecutionFlags

Flag	Description
reduceOnly	Order can only reduce position, not increase.
closePosition	Order should close entire position.
postOnly	Order must be maker; rejects if would take.

Metadata

Field	Description
clientOrderId	User-defined ID for correlation.
strategyId	ID of the strategy that created the order.
orderTag	Tag for order grouping (e.g., OCO pairs).

Iceberg Orders

Field	Description
visibleQuantity	Visible size in order book (0 = full order).

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.
• Advanced fields support conditional orders (stop-loss, take-profit, trailing stop).
• orderTag enables OCO (one-cancels-other) order grouping.