The trading engine provides a feedback loop to trading systems so that your strategies may leverage the information processed by the trading bot. The hierarchy provides information in three different contexts: current, last, and exchange orders.
Exchange orders is the section of the data structure that keeps track of orders of all types.

The function of this section of the trading engine is to provide the data structure to hold the information of orders as they are open and closed.

Orders are organized by type, such as market orders and limit orders, and also by the type of transaction, such as buy or sell orders.

Each section of the hierarchy must have the definition of as many orders of each type as the trading system is capable of placing concurrently. For example, if the execution algorithm may place up to three limit buy orders to open a position, then three limit orders must exist under the limit buy orders section of the hierarchy. Each order defined in the trading system must reference the data structure of a matching type of order in the trading engine.

For organizational reasons, the exchange orders section is split in four sub-sections under wich market and limit orders may be found:


Exchange Orders

Market Buy Orders

Market Sell Orders

Limit Buy Orders

Limit Sell Orders

Market Order

Market order is the section of the data structure that keeps track of the properties of a specific market order, as defined in the trading system.

Each market order defined in the trading system must reference the data structure of a market order in the trading engine.


Market Order

Serial Number

Identifier

Exchange Id

Begin

End

Rate

Exit Type

Status

Order Name

Algorithm Name

Situation Name

Order Counters

Lock

Order Base Asset

Order Quoted Asset

Order Statistics

Limit Order

Limit order is the section of the data structure that keeps track of the properties of a specific limit order, as defined in the trading system.

Each limit order defined in the trading system must reference the data structure of a limit order in the trading engine.


Limit Order

Serial Number

Identifier

Exchange Id

Begin

End

Rate

Exit Type

Status

Order Name

Algorithm Name

Situation Name

Order Counters

Lock

Order Base Asset

Order Quoted Asset

Order Statistics