# Model API

This document provides an overview of the Model API provided by the FIX-FastTrade system. The Model API defines the data models and structures used throughout the system.

Order

The Order class represents an order in the trading system with comprehensive order management capabilities.

Enumerations

enum class Side { Buy, Sell }; enum class OrderType { Market, Limit, Stop, StopLimit }; enum class OrderStatus { New, Accepted, Rejected, PartiallyFilled, Filled, Cancelled };

Constructors

// Default constructor for pool allocation Order();

// Full constructor Order(const std::string& id, const std::string& symbol, double price, int quantity,

Side side, OrderType type);

Accessor Methods

const std::string& getId() const; const std::string& getSymbol() const; double getPrice() const; int getQuantity() const; Side getSide() const; OrderType getType() const; OrderStatus getStatus() const;

Mutator Methods

void setQuantity(int quantity); void setStatus(OrderStatus status);

Status Check Methods

bool isFilled() const; bool isPartiallyFilled() const; bool isCancelled() const;

Trade

The Trade class represents a trade that occurs as a result of order matching.

Enumerations

enum class Side { Buy, Sell };

Constructor

Trade(const std::string& id, const std::string& orderId, const std::string& symbol,: double price, int quantity, Side side, std::chrono::system_clock::time_point timestamp);

Accessor Methods

const std::string& getId() const; const std::string& getOrderId() const; const std::string& getSymbol() const; double getPrice() const; int getQuantity() const; Side getSide() const; std::chrono::system_clock::time_point getTimestamp() const;

Properties

id: The unique identifier of the trade
orderId: The identifier of the order associated with the trade
symbol: The trading symbol or instrument identifier
price: The execution price of the trade
quantity: The quantity of the trade
side: The side of the trade (buy or sell)
timestamp: The timestamp of when the trade occurred (using std::chrono::system_clock::time_point)

Usage Examples

Creating an Order

#include “model/Order.h”

// Create a limit buy order model::Order order(“ORD001”, “AAPL”, 150.00, 100,

model::Order::Side::Buy, model::Order::OrderType::Limit);

// Check order properties std::cout << “Order ID: “ << order.getId() << std::endl; std::cout << “Symbol: “ << order.getSymbol() << std::endl; std::cout << “Price: “ << order.getPrice() << std::endl; std::cout << “Quantity: “ << order.getQuantity() << std::endl;

// Update order status order.setStatus(model::Order::OrderStatus::Accepted);

// Check order status if (order.isFilled()) {

std::cout << “Order is filled” << std::endl;

} else if (order.isPartiallyFilled()) {: std::cout << “Order is partially filled” << std::endl;

}

Creating a Trade

#include “model/Trade.h” #include <chrono>

// Create a trade auto timestamp = std::chrono::system_clock::now(); model::Trade trade(“TRD001”, “ORD001”, “AAPL”, 149.95, 50,

model::Trade::Side::Buy, timestamp);

// Access trade properties std::cout << “Trade ID: “ << trade.getId() << std::endl; std::cout << “Order ID: “ << trade.getOrderId() << std::endl; std::cout << “Symbol: “ << trade.getSymbol() << std::endl; std::cout << “Price: “ << trade.getPrice() << std::endl; std::cout << “Quantity: “ << trade.getQuantity() << std::endl;

Design Notes

Memory Efficiency

The Order class includes a default constructor to support efficient memory pool allocation, which is important for high-frequency trading scenarios.

Type Safety

Both Order and Trade classes use strongly-typed enumerations (enum class) to prevent type confusion and improve code safety.

Time Handling

The Trade class uses std::chrono::system_clock::time_point for precise timestamp handling, which is crucial for trade reporting and audit trails.

For more detailed information on the Model API and its usage, please refer to the FIX-FastTrade documentation and the source code documentation.