QuantTools: cpp_Order – R documentation

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cpp_Order

C++ Order class

C++ class documentation

`side`	`BUY` or `SELL`
`type`	`LIMIT`, `MARKET`, `STOP`, `TRAIL`
`price`	limit order price level, ignored for market orders
`comment`	arbitrary comment
`idTrade`	trade id for grouping multiple orders into trades

Order( OrderSide side, OrderType type, double price, std::string comment, int idTrade )

Name	Return Type	Description
`isNew()`	`bool`	order is new or just sent to exchange?
`isRegistered()`	`bool`	placement confirmation received from exchange?
`isCancelling()`	`bool`	cancel request sent to exchange?
`isCancelled()`	`bool`	cancel confirmation received from exchange?
`isExecuted()`	`bool`	execution confirmation received from exchange?
`isBuy?`	`bool`	buy order?
`isSell?`	`bool`	sell order?
`isLimit?`	`bool`	limit order?
`isMarket?`	`bool`	market order?
`GetTradeId()`	`int`	trade id for grouping multiple orders into trades
`GetExecutionPrice()`	`double`	execution price, price for limit order and market price for market order
`GetExecutionTime()`	`double`	execution time
`GetProcessedTime()`	`double`	processed time
`GetState()`	`OrderState`	order state
`comment`	`std::string`	arbitrary comment, useful to identify order when analyzing backtest results
`onExecuted`	`std::function`	called when execution confirmation received from exchange
`onCancelled`	`std::function`	called when cancellation confirmation received from exchange
`onRegistered`	`std::function`	called when placement confirmation received from exchange
`onCancelFailed`	`std::function`	called when execution confirmation received from exchange but order was about to cancel
`Cancel()`	`void`	sends cancel request to exchange if `state` is `REGISTERED` and `type` is `LIMIT`