longbridge::trade::MultiLegOrderLeg Struct Reference

A leg of a multi-leg combination order. More...

#include <types.hpp>

Public Attributes
std::string	symbol
	Option symbol, in ticker.region format. More...
OrderSide	side
	Order side. More...
MultiLegPosition	position
	Position direction. More...
Decimal	ratio_quantity
	Leg ratio quantity. More...
std::optional< Decimal >	strike_price
	Strike price. More...
std::optional< Date >	expire_date
	Option expiry date. More...
ContractDirection	contract_direction
	Contract type. More...

Detailed Description

A leg of a multi-leg combination order.

Member Data Documentation

contract_direction

ContractDirection longbridge::trade::MultiLegOrderLeg::contract_direction

Contract type.

expire_date

std::optional<Date> longbridge::trade::MultiLegOrderLeg::expire_date

Option expiry date.

position

MultiLegPosition longbridge::trade::MultiLegOrderLeg::position

Position direction.

ratio_quantity

Decimal longbridge::trade::MultiLegOrderLeg::ratio_quantity

Leg ratio quantity.

side

OrderSide longbridge::trade::MultiLegOrderLeg::side

Order side.

strike_price

std::optional<Decimal> longbridge::trade::MultiLegOrderLeg::strike_price

Strike price.

symbol

std::string longbridge::trade::MultiLegOrderLeg::symbol

Option symbol, in ticker.region format.

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

• include/types.hpp