A grid trading order (element of the list / by-ids responses). More...

#include <types.hpp>

Public Attributes
std::string	order_id
	Grid master order ID. More...

std::string	symbol
	Security symbol (e.g. `700.HK`) More...

std::string	stock_name
	Stock name. More...

std::string	market
	Market. More...

std::string	status
	Order status. More...

std::string	grid_status
	Grid running status. More...

std::optional< Decimal >	submitted_base_price
	Submitted base price. More...

std::optional< Decimal >	current_base_price
	Current base price. More...

std::optional< Decimal >	pre_trigger_base_price
	Base price before the last trigger. More...

std::optional< Decimal >	post_trigger_base_price
	Base price after the last trigger. More...

std::optional< Decimal >	upper_limit_price
	Upper price bound. More...

std::optional< Decimal >	lower_limit_price
	Lower price bound. More...

TriggerPriceType	trigger_price_type
	Trigger price type. More...

std::optional< Decimal >	trigger_spread_up
	Upward trigger spread. More...

std::optional< Decimal >	trigger_spread_down
	Downward trigger spread. More...

std::optional< Decimal >	trigger_percent_up
	Upward trigger percent. More...

std::optional< Decimal >	trigger_percent_down
	Downward trigger percent. More...

std::optional< Decimal >	pullback_percent
	Pullback percent. More...

std::optional< Decimal >	pullback_spread
	Pullback spread. More...

std::optional< Decimal >	rebound_percent
	Rebound percent. More...

std::optional< Decimal >	rebound_spread
	Rebound spread. More...

std::string	trigger_sell_order_type
	Sell-side execution order type (e.g. `MO`) More...

std::string	trigger_buy_order_type
	Buy-side execution order type (e.g. `MO`) More...

int32_t	trigger_sell_depth
	Sell-side order-book depth. More...

int32_t	trigger_buy_depth
	Buy-side order-book depth. More...

std::optional< Decimal >	trigger_quantity
	Quantity per trigger. More...

std::optional< Decimal >	trigger_sell_quantity
	Quantity per sell trigger. More...

std::optional< Decimal >	trigger_buy_quantity
	Quantity per buy trigger. More...

std::optional< Decimal >	upper_limit_quantity
	Quantity handled at the upper bound. More...

std::optional< Decimal >	lower_limit_quantity
	Quantity handled at the lower bound. More...

GridLimitEvent	upper_limit_event
	Action at the upper bound. More...

GridLimitEvent	lower_limit_event
	Action at the lower bound. More...

bool	multiple_trigger
	Whether a single grid level may trigger multiple times. More...

int32_t	trigger_times
	Number of times the grid has triggered. More...

std::optional< Decimal >	total_buy_quantity
	Accumulated bought quantity. More...

std::optional< Decimal >	total_sell_quantity
	Accumulated sold quantity. More...

std::optional< Decimal >	total_profit_balance
	Accumulated profit balance. More...

std::string	settlement_currency
	Settlement currency. More...

GridTimeInForce	time_in_force
	Time in force. More...

std::string	gtd
	Expiry date (`YYYY-MM-DD`, GTD) More...

std::optional< int64_t >	created_at
	Created time (unix timestamp) More...

int32_t	rth
	Regular trading hours flag. More...

bool	support_shortsell
	Whether short selling is allowed. More...

std::string	grid_order_type_up
	Sell-side grid order type (`GMO` / `GLO` / `GTG`) More...

std::string	grid_order_type_down
	Buy-side grid order type (`GMO` / `GLO` / `GTG`) More...

Detailed Description

A grid trading order (element of the list / by-ids responses).

Member Data Documentation

◆ created_at

std::optional<int64_t> longbridge::grid::GridOrder::created_at

Created time (unix timestamp)

◆ current_base_price

std::optional<Decimal> longbridge::grid::GridOrder::current_base_price

Current base price.

◆ grid_order_type_down

std::string longbridge::grid::GridOrder::grid_order_type_down

Buy-side grid order type (GMO / GLO / GTG)

◆ grid_order_type_up

std::string longbridge::grid::GridOrder::grid_order_type_up

Sell-side grid order type (GMO / GLO / GTG)

◆ grid_status

std::string longbridge::grid::GridOrder::grid_status

Grid running status.

◆ gtd

std::string longbridge::grid::GridOrder::gtd

Expiry date (YYYY-MM-DD, GTD)

◆ lower_limit_event

GridLimitEvent longbridge::grid::GridOrder::lower_limit_event

Action at the lower bound.

◆ lower_limit_price

std::optional<Decimal> longbridge::grid::GridOrder::lower_limit_price

Lower price bound.

◆ lower_limit_quantity

std::optional<Decimal> longbridge::grid::GridOrder::lower_limit_quantity

Quantity handled at the lower bound.

◆ market

std::string longbridge::grid::GridOrder::market

Market.

◆ multiple_trigger

bool longbridge::grid::GridOrder::multiple_trigger

Whether a single grid level may trigger multiple times.

◆ order_id

std::string longbridge::grid::GridOrder::order_id

Grid master order ID.

◆ post_trigger_base_price

std::optional<Decimal> longbridge::grid::GridOrder::post_trigger_base_price

Base price after the last trigger.

◆ pre_trigger_base_price

std::optional<Decimal> longbridge::grid::GridOrder::pre_trigger_base_price

Base price before the last trigger.

◆ pullback_percent

std::optional<Decimal> longbridge::grid::GridOrder::pullback_percent

Pullback percent.

◆ pullback_spread

std::optional<Decimal> longbridge::grid::GridOrder::pullback_spread

Pullback spread.

◆ rebound_percent

std::optional<Decimal> longbridge::grid::GridOrder::rebound_percent

Rebound percent.

◆ rebound_spread

std::optional<Decimal> longbridge::grid::GridOrder::rebound_spread

Rebound spread.

◆ rth

int32_t longbridge::grid::GridOrder::rth

Regular trading hours flag.

◆ settlement_currency

std::string longbridge::grid::GridOrder::settlement_currency

Settlement currency.

◆ status

std::string longbridge::grid::GridOrder::status

Order status.

◆ stock_name

std::string longbridge::grid::GridOrder::stock_name

Stock name.

◆ submitted_base_price

std::optional<Decimal> longbridge::grid::GridOrder::submitted_base_price

Submitted base price.

◆ support_shortsell

bool longbridge::grid::GridOrder::support_shortsell

Whether short selling is allowed.

◆ symbol

std::string longbridge::grid::GridOrder::symbol

Security symbol (e.g. 700.HK)

◆ time_in_force

GridTimeInForce longbridge::grid::GridOrder::time_in_force

Time in force.

◆ total_buy_quantity

std::optional<Decimal> longbridge::grid::GridOrder::total_buy_quantity

Accumulated bought quantity.

◆ total_profit_balance

std::optional<Decimal> longbridge::grid::GridOrder::total_profit_balance

Accumulated profit balance.

◆ total_sell_quantity

std::optional<Decimal> longbridge::grid::GridOrder::total_sell_quantity

Accumulated sold quantity.

◆ trigger_buy_depth

int32_t longbridge::grid::GridOrder::trigger_buy_depth

Buy-side order-book depth.

◆ trigger_buy_order_type

std::string longbridge::grid::GridOrder::trigger_buy_order_type

Buy-side execution order type (e.g. MO)

◆ trigger_buy_quantity

std::optional<Decimal> longbridge::grid::GridOrder::trigger_buy_quantity

Quantity per buy trigger.

◆ trigger_percent_down

std::optional<Decimal> longbridge::grid::GridOrder::trigger_percent_down

Downward trigger percent.

◆ trigger_percent_up

std::optional<Decimal> longbridge::grid::GridOrder::trigger_percent_up

Upward trigger percent.

◆ trigger_price_type

TriggerPriceType longbridge::grid::GridOrder::trigger_price_type

Trigger price type.

◆ trigger_quantity

std::optional<Decimal> longbridge::grid::GridOrder::trigger_quantity

Quantity per trigger.

◆ trigger_sell_depth

int32_t longbridge::grid::GridOrder::trigger_sell_depth

Sell-side order-book depth.

◆ trigger_sell_order_type

std::string longbridge::grid::GridOrder::trigger_sell_order_type

Sell-side execution order type (e.g. MO)

◆ trigger_sell_quantity

std::optional<Decimal> longbridge::grid::GridOrder::trigger_sell_quantity

Quantity per sell trigger.

◆ trigger_spread_down

std::optional<Decimal> longbridge::grid::GridOrder::trigger_spread_down

Downward trigger spread.

◆ trigger_spread_up

std::optional<Decimal> longbridge::grid::GridOrder::trigger_spread_up

Upward trigger spread.

◆ trigger_times

int32_t longbridge::grid::GridOrder::trigger_times

Number of times the grid has triggered.

◆ upper_limit_event

GridLimitEvent longbridge::grid::GridOrder::upper_limit_event

Action at the upper bound.

◆ upper_limit_price

std::optional<Decimal> longbridge::grid::GridOrder::upper_limit_price

Upper price bound.

◆ upper_limit_quantity

std::optional<Decimal> longbridge::grid::GridOrder::upper_limit_quantity

Quantity handled at the upper bound.

The documentation for this struct was generated from the following file:

include/types.hpp

Public Attributes