Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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Public Member Functions | List of all members
lob::Execution Class Reference

Describes one match between an incoming and resting order. More...

#include <execution.hpp>

Public Member Functions

 Execution (OrderId incomingOrderId, OrderId restingOrderId, Price executionPrice, Quantity executionQuantity)
 Constructs an execution at the resting order's price.
OrderId getIncomingOrderId () const
 Returns the incoming order ID.
OrderId getRestingOrderId () const
 Returns the resting order ID.
Price getExecutionPrice () const
 Returns the execution price.
Quantity getExecutionQuantity () const
 Returns the executed quantity.
bool isValid () const
 Returns whether all execution fields are valid.

Detailed Description

Describes one match between an incoming and resting order.

Definition at line 11 of file execution.hpp.

Constructor & Destructor Documentation

◆ Execution()

lob::Execution::Execution ( OrderId incomingOrderId,
OrderId restingOrderId,
Price executionPrice,
Quantity executionQuantity )

Constructs an execution at the resting order's price.

Records one execution between an incoming and resting order.

Definition at line 6 of file execution.cpp.

Member Function Documentation

◆ getIncomingOrderId()

OrderId lob::Execution::getIncomingOrderId ( ) const

Returns the incoming order ID.

Definition at line 9 of file execution.cpp.

◆ getRestingOrderId()

OrderId lob::Execution::getRestingOrderId ( ) const

Returns the resting order ID.

Definition at line 13 of file execution.cpp.

◆ getExecutionPrice()

Price lob::Execution::getExecutionPrice ( ) const

Returns the execution price.

Definition at line 17 of file execution.cpp.

◆ getExecutionQuantity()

Quantity lob::Execution::getExecutionQuantity ( ) const

Returns the executed quantity.

Definition at line 21 of file execution.cpp.

◆ isValid()

bool lob::Execution::isValid ( ) const

Returns whether all execution fields are valid.

Checks that all execution identifiers, price, and quantity are valid.

Definition at line 26 of file execution.cpp.

References lob::Quantity::isValid().

The documentation for this class was generated from the following files: