#include "order_fwd.h"
#include <common/xroad_string.h>
#include <common/xroad_date.h>
#include <cache/xroad_objects.h>
#include <stdbool.h>

Include dependency graph for order.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	order_replace_args_t

struct	order_create_args_t

struct	order_cancel_args_t

struct	order_callback_t

Macros
#define	order_create(instr, side, callback, ...)

#define	order_cancel(o, ...)

#define	order_replace(o, ...)

Enumerations
enum	order_state_t { order_state_initial = 0 , order_state_active = 1 , order_state_destroyed = 2 , order_state_canceled = 3 , order_state_rejected = 4 , order_state_filled = 5 , order_state_expired = 6 , order_state_awaiting_active = 7 , order_state_awaiting_destroy = 8 , order_state_awaiting_cancel = 9 , order_state_awaiting_replace = 10 }

enum	order_exec_t { order_exec_check_role = 1 , order_exec_delay_replace = 2 , order_exec_fix_qty = 4 , order_exec_replace_send = 8 }

enum	order_replace_mask_t { order_replace_qty = 1 , order_replace_price = 2 }

Functions
xroad_str_t	order_state_to_str (order_state_t state)

order_t *	order_create_ex (xroad_instr_t instr, xroad_side_t side, order_callback_t callback, xroad_str_t name, xroad_str_t account, xroad_str_t client_code, xroad_ord_type_t type, xroad_qty_t qty, xroad_price_t price, xroad_str_t trader_book, int32_t flags, xroad_tif_t tif, xroad_date_t till_date, uint32_t max_cancel_attempts, uint32_t cancel_timeout_ms, int32_t exec_flags, xroad_str_t comment, void ctx, xroad_str_t *err)

xroad_errno_t	order_destroy (order_t *o, bool force)

xroad_errno_t	order_restore (order_t o, xroad_order_t xo)

xroad_errno_t	order_send (order_t *o)

xroad_errno_t	order_cancel_ex (order_t *o, bool send)

xroad_errno_t	order_pre_trade_ack (order_t o, xroad_pre_trade_t pre_trade, xroad_pre_trade_status_t status)

xroad_errno_t	order_replace_ex (order_t *o, xroad_qty_t qty, xroad_price_t price, int32_t mask)

void	order_reset (order_t *o)

xroad_str_t	order_get_name (const order_t *o)

xroad_instr_t *	order_get_instr (const order_t *o)

xroad_side_t	order_get_side (const order_t *o)

xroad_qty_t	order_get_qty (const order_t *o)

xroad_qty_t	order_get_leaves_qty (const order_t *o)

xroad_price_t	order_get_price (const order_t *o)

xroad_price_t	order_get_replace_price (const order_t *o)

xroad_qty_t	order_get_replace_qty (const order_t *o)

void *	order_get_ctx (const order_t *o)

order_state_t	order_get_state (const order_t *o)

xroad_qty_t	order_get_total_qty (const order_t *o)

xroad_price_t	order_get_avg_price (const order_t *o)

xroad_ord_type_t	order_get_type (const order_t *o)

xroad_str_t	order_print (const order_t *o)

xroad_order_t *	order_get_xorder (const order_t *o)

int32_t	order_get_flags (const order_t *o)

void	order_log_debug (order_t o, char title)

uint64_t *	order_trace_init (xroad_str_t path, size_t max_rec)
	Allocates and initializes structures for orders tracing. More...

Detailed Description

Author: Dmitry S. Melnikov, dmitr.nosp@m.yme@.nosp@m.quant.nosp@m.box..nosp@m.ru

Macro Definition Documentation

◆ order_cancel

#define order_cancel	(	o,
		...
	)

Value:

({                                                             \
   order_cancel_args_t args = {.send = true, ## __VA_ARGS__};  \
   order_cancel_ex(o, args.send);                              \
})

◆ order_create

#define order_create	(	instr,
		side,
		callback,
		...
	)

Value:

({                                                                                                                    \
   xroad_str_t def_account = xroad_str("XXXX");                                                                       \
   order_create_args_t args = {.account = def_account, .type = xroad_ord_type_limit, .tif = xroad_tif_day,            \
                              __VA_ARGS__};                                                                           \
   if (args.till_date.year == 0 && args.till_date.month == 0 && args.till_date.day == 0)                              \
   {                                                                                                                  \
      args.till_date = xroad_date_null;                                                                               \
   }                                                                                                                  \
   order_create_ex(instr, side, callback, args.name, args.account, args.client_code, args.type, args.qty,             \
         args.price, args.trader_book, args.flags, args.tif, args.till_date, args.max_cancel_attempts,                \
         args.cancel_timeout_ms, args.exec_flags, args.comment, args.ctx, args.err);                                  \
})

◆ order_replace

#define order_replace	(	o,
		...
	)

Value:

({                                                                                                          \
   xroad_qty_t def_qty = -99999;                                                                            \
   xroad_price_t def_price = -99999.0;                                                                      \
   order_replace_args_t args = (order_replace_args_t){.qty = def_qty, .price = def_price, ## __VA_ARGS__};  \
   int32_t mask = 0;                                                                                        \
   mask |= (args.qty == def_qty) ? 0 : order_replace_qty;                                                   \
   mask |= !xroad_dbl_cmp(args.price, def_price) ? 0 : order_replace_price;                                 \
   order_replace_ex(o, args.qty, args.price, mask);                                                         \
})

Enumeration Type Documentation

◆ order_replace_mask_t

enum order_replace_mask_t

replace mask

Enumerator
order_replace_qty	replace qty
order_replace_price	replace price

◆ order_state_t

enum order_state_t

order state

Enumerator
order_state_initial	order is in initial state
order_state_active	order is in active state
order_state_destroyed	order is in destroyed state
order_state_canceled	order is in canceled state
order_state_rejected	order is in rejected state
order_state_filled	order is in filled state
order_state_expired	order is in expired state
order_state_awaiting_active	order is in awaiting active state
order_state_awaiting_destroy	order is in awaiting destroyed state
order_state_awaiting_cancel	order is in awaiting cancel state
order_state_awaiting_replace	order is in awaiting replace state

Function Documentation

◆ order_cancel_ex()

xroad_errno_t order_cancel_ex	(	order_t *	o,
		bool	send
	)

cancel order. order will be cancelled

Parameters

[in]	o	- order to cancel
[in]	send	- if - true, cancel will be send to exchange, else just switch order to awaiting_cancel state

Returns: XROAD_OK - cancel operation applied, else failed

◆ order_create_ex()

order_t* order_create_ex	(	xroad_instr_t *	instr,
		xroad_side_t	side,
		order_callback_t	callback,
		xroad_str_t	name,
		xroad_str_t	account,
		xroad_str_t	client_code,
		xroad_ord_type_t	type,
		xroad_qty_t	qty,
		xroad_price_t	price,
		xroad_str_t	trader_book,
		int32_t	flags,
		xroad_tif_t	tif,
		xroad_date_t	till_date,
		uint32_t	max_cancel_attempts,
		uint32_t	cancel_timeout_ms,
		int32_t	exec_flags,
		xroad_str_t	comment,
		void *	ctx,
		xroad_str_t *	err
	)

create new order

Parameters

[in]	instr	- instrument
[in]	side	- order side
[in]	callback	- order callback
[in]	name	- order name. Must be unique. Can be null, in this case name will be autogenerated
[in]	account	- order account
[in]	client_code	- order client_code
[in]	type	- order type, limit/market
[in]	qty	- order qty
[in]	price	- order price
[in]	trader_book	- order book
[in]	flags	- order flags (see xroad_order_flags_t for details)
[in]	tif	- order time-in-force
[in]	till_date	- till date (for GTD only)
[in]	max_cancel_attempts	- max cancel attempts
[in]	cancel_timeout_ms	- cancel timeout in milliseconds
[in]	exec_flags	- order exec flags, changed behaviour (see order_exec_t)
[in]	comment	- order comment, which will be sent with order
[in]	ctx	- order ctx
[out]	err	- error description is any

Returns: pointer to order, in case of error - NULL (see errno)

◆ order_destroy()

xroad_errno_t order_destroy	(	order_t *	o,
		bool	force
	)

destroy order

Parameters

[in]	o	- order to destory
[in]	force	- force order destruction (don't wait for exchange ack, if any)

Returns: XROAD_OK - destroy operation applied, else failed

◆ order_get_avg_price()

xroad_price_t order_get_avg_price ( const order_t * o )

get order avg price

Parameters

[in] o - order

Returns: order avg price

◆ order_get_ctx()

void* order_get_ctx ( const order_t * o )

get order context

Parameters

[in] o - order

Returns: order context

◆ order_get_flags()

int32_t order_get_flags ( const order_t * o )

get order flags

Parameters

[in] o - order

Returns: order flags

◆ order_get_instr()

xroad_instr_t* order_get_instr ( const order_t * o )

get order instrument

Parameters

[in] o - order

Returns: order instrument

◆ order_get_leaves_qty()

xroad_qty_t order_get_leaves_qty ( const order_t * o )

get order leaves qty

Parameters

[in] o - order

Returns: order qty

◆ order_get_name()

xroad_str_t order_get_name ( const order_t * o )

get order name

Parameters

[in] o - order

Returns: order name

◆ order_get_price()

xroad_price_t order_get_price ( const order_t * o )

get order price

Parameters

[in] o - order

Returns: order price

◆ order_get_qty()

xroad_qty_t order_get_qty ( const order_t * o )

get order qty

Parameters

[in] o - order

Returns: order qty

◆ order_get_replace_price()

xroad_price_t order_get_replace_price ( const order_t * o )

get order pending price (replace)

Parameters

[in] o - order

Returns: order replace price

◆ order_get_replace_qty()

xroad_qty_t order_get_replace_qty ( const order_t * o )

get order pending qty (replace)

Parameters

[in] o - order

Returns: order replace qty

◆ order_get_side()

xroad_side_t order_get_side ( const order_t * o )

get order side

Parameters

[in] o - order

Returns: order side

◆ order_get_state()

order_state_t order_get_state ( const order_t * o )

get order state

Parameters

[in] o - order

Returns: order state

◆ order_get_total_qty()

xroad_qty_t order_get_total_qty ( const order_t * o )

get order total qty

Parameters

[in] o - order

Returns: order total qty

◆ order_get_type()

xroad_ord_type_t order_get_type ( const order_t * o )

get order type

Parameters

[in] o - order

Returns: order type

◆ order_get_xorder()

xroad_order_t* order_get_xorder ( const order_t * o )

return xroad_order_t* pointer, if any

Parameters

[in] o - pointer to order return xroad_order_t* pointer if any

◆ order_pre_trade_ack()

xroad_errno_t order_pre_trade_ack	(	order_t *	o,
		xroad_pre_trade_t *	pre_trade,
		xroad_pre_trade_status_t	status
	)

Parameters

[in]	o	- order
[in]	pre_trade	- pre_trade
[in]	status	- if - xroad_pre_trade_status_accept, accept, else reject

Returns: XROAD_OK - pre_trade_ack sent, else failed

◆ order_print()

xroad_str_t order_print ( const order_t * o )

print order

Parameters

[in] o - order to print

Returns: order strint representation

◆ order_replace_ex()

xroad_errno_t order_replace_ex	(	order_t *	o,
		xroad_qty_t	qty,
		xroad_price_t	price,
		int32_t	mask
	)

replace order

Parameters

[in]	o	- order to replace
[in]	qty	- order new qty
[in]	price	- order new price
[in]	mask	- replace mask (see order_replace_mask_t)
[in]	send	- send order, if qty > 0

Returns: XROAD_OK - replace operation applied, else failed

◆ order_reset()

void order_reset ( order_t * o )

reset order statistic

Parameters

[in] o - order to reset

◆ order_restore()

xroad_errno_t order_restore	(	order_t *	o,
		xroad_order_t *	xo
	)

restore order from xorder obj

Parameters

[in]	o	- order
[in]	xo	- xroad_order_t

Returns: XROAD_OK - operation applied, else failed

◆ order_send()

xroad_errno_t order_send ( order_t * o )

send order. order will be send to exchange

Parameters

[in] o - order to send

Returns: XROAD_OK - send operation applied, else failed

◆ order_state_to_str()

xroad_str_t order_state_to_str ( order_state_t state )

convert order state to string representation

Parameters

[in] state - order state

Returns: string representation

◆ order_trace_init()

uint64_t* order_trace_init	(	xroad_str_t	path,
		size_t	max_rec
	)

Allocates and initializes structures for orders tracing.

Parameters

path	memory-mapped file path
max_rec	maximum number of records to be written

Returns: pointer to correlation ID. The ID must be populated by a client before calling the Order library.

Classes

Macros

Enumerations

Functions

Detailed Description

Macro Definition Documentation

◆ order_cancel

◆ order_create

◆ order_replace

Enumeration Type Documentation

◆ order_replace_mask_t

◆ order_state_t

Function Documentation

◆ order_cancel_ex()

◆ order_create_ex()

◆ order_destroy()

◆ order_get_avg_price()

◆ order_get_ctx()

◆ order_get_flags()

◆ order_get_instr()

◆ order_get_leaves_qty()

◆ order_get_name()

◆ order_get_price()

◆ order_get_qty()

◆ order_get_replace_price()

◆ order_get_replace_qty()

◆ order_get_side()

◆ order_get_state()

◆ order_get_total_qty()

◆ order_get_type()

◆ order_get_xorder()

◆ order_pre_trade_ack()

◆ order_print()

◆ order_replace_ex()

◆ order_reset()

◆ order_restore()

◆ order_send()

◆ order_state_to_str()

◆ order_trace_init()