execution-reports.md

Execution Reports

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OpenPitExecutionReportOperation

Populated operation-identification group for an execution report.

typedef struct OpenPitExecutionReportOperation {
    OpenPitInstrument instrument;
    OpenPitParamAccountIdOptional account_id;
    OpenPitParamSide side;
} OpenPitExecutionReportOperation;

OpenPitFinancialImpact

Populated financial-impact group for an execution report.

typedef struct OpenPitFinancialImpact {
    OpenPitParamPnlOptional pnl;
    OpenPitParamFeeOptional fee;
} OpenPitFinancialImpact;

OpenPitExecutionReportTrade

Fill trade payload (price + quantity) for execution reports.

typedef struct OpenPitExecutionReportTrade {
    OpenPitParamPrice price;
    OpenPitParamQuantity quantity;
} OpenPitExecutionReportTrade;

OpenPitExecutionReportFill

Populated fill-details group for an execution report.

typedef struct OpenPitExecutionReportFill {
    OpenPitExecutionReportTradeOptional last_trade;
    OpenPitParamQuantityOptional leaves_quantity;
    OpenPitParamPriceOptional lock_price;
    OpenPitExecutionReportIsFinalOptional is_final;
} OpenPitExecutionReportFill;

OpenPitExecutionReportPositionImpact

Populated position-impact group for an execution report.

typedef struct OpenPitExecutionReportPositionImpact {
    OpenPitParamPositionEffect position_effect;
    OpenPitParamPositionSide position_side;
} OpenPitExecutionReportPositionImpact;

OpenPitExecutionReportOperationOptional

typedef struct OpenPitExecutionReportOperationOptional {
    OpenPitExecutionReportOperation value;
    bool is_set;
} OpenPitExecutionReportOperationOptional;

OpenPitFinancialImpactOptional

typedef struct OpenPitFinancialImpactOptional {
    OpenPitFinancialImpact value;
    bool is_set;
} OpenPitFinancialImpactOptional;

OpenPitExecutionReportTradeOptional

typedef struct OpenPitExecutionReportTradeOptional {
    OpenPitExecutionReportTrade value;
    bool is_set;
} OpenPitExecutionReportTradeOptional;

OpenPitExecutionReportIsFinalOptional

typedef struct OpenPitExecutionReportIsFinalOptional {
    bool value;
    bool is_set;
} OpenPitExecutionReportIsFinalOptional;

OpenPitExecutionReportFillOptional

typedef struct OpenPitExecutionReportFillOptional {
    OpenPitExecutionReportFill value;
    bool is_set;
} OpenPitExecutionReportFillOptional;

OpenPitExecutionReportPositionImpactOptional

typedef struct OpenPitExecutionReportPositionImpactOptional {
    OpenPitExecutionReportPositionImpact value;
    bool is_set;
} OpenPitExecutionReportPositionImpactOptional;

OpenPitExecutionReport

Full caller-owned execution-report payload.

typedef struct OpenPitExecutionReport {
    OpenPitExecutionReportOperationOptional operation;
    OpenPitFinancialImpactOptional financial_impact;
    OpenPitExecutionReportFillOptional fill;
    OpenPitExecutionReportPositionImpactOptional position_impact;
    void * user_data;
} OpenPitExecutionReport;