Grid trading master-order changed message. More...

#include <types.hpp>

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

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

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

std::string	suspend_reason
	Suspend reason, if any. More...

std::string	submitted_base_price
	Submitted base price. More...

std::string	current_base_price
	Current base price. More...

std::string	upper_limit_price
	Upper price bound. More...

std::string	lower_limit_price
	Lower price bound. More...

int32_t	trigger_price_type
	Trigger price type. More...

std::string	trigger_quantity
	Quantity per trigger. More...

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

int32_t	time_in_force
	Time in force (`0` = Day, `1` = GTC, `6` = GTD) More...

int32_t	rth
	Regular trading hours flag. More...

std::string	grid_order_type_up
	Sell-side order type when depth is 0. More...

std::string	grid_order_type_down
	Buy-side order type when depth is 0. More...

Detailed Description

Grid trading master-order changed message.

Member Data Documentation

◆ current_base_price

std::string longbridge::trade::PushGridOrderChanged::current_base_price

Current base price.

◆ grid_order_type_down

std::string longbridge::trade::PushGridOrderChanged::grid_order_type_down

Buy-side order type when depth is 0.

◆ grid_order_type_up

std::string longbridge::trade::PushGridOrderChanged::grid_order_type_up

Sell-side order type when depth is 0.

◆ lower_limit_price

std::string longbridge::trade::PushGridOrderChanged::lower_limit_price

Lower price bound.

◆ order_id

std::string longbridge::trade::PushGridOrderChanged::order_id

Grid master order ID.

◆ rth

int32_t longbridge::trade::PushGridOrderChanged::rth

Regular trading hours flag.

◆ settlement_currency

std::string longbridge::trade::PushGridOrderChanged::settlement_currency

Settlement currency.

◆ status

std::string longbridge::trade::PushGridOrderChanged::status

Order status.

◆ submitted_base_price

std::string longbridge::trade::PushGridOrderChanged::submitted_base_price

Submitted base price.

◆ suspend_reason

std::string longbridge::trade::PushGridOrderChanged::suspend_reason

Suspend reason, if any.

◆ symbol

std::string longbridge::trade::PushGridOrderChanged::symbol

Security symbol (e.g. 700.HK)

◆ time_in_force

int32_t longbridge::trade::PushGridOrderChanged::time_in_force

Time in force (0 = Day, 1 = GTC, 6 = GTD)

◆ trigger_price_type

int32_t longbridge::trade::PushGridOrderChanged::trigger_price_type

Trigger price type.

◆ trigger_quantity

std::string longbridge::trade::PushGridOrderChanged::trigger_quantity

Quantity per trigger.

◆ upper_limit_price

std::string longbridge::trade::PushGridOrderChanged::upper_limit_price

Upper price bound.

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

include/types.hpp

Public Attributes