3.0 KiB
@hanzo/matching-engine › Globals › "Trade" › Trade
Class: Trade
Hierarchy
- Trade
Index
Constructors
Properties
Constructors
constructor
+ new Trade(fillQuantity: Decimal, fillPrice: Decimal, newOrders: Order[], matchedOrders: Order[], rejectedOrders: Order[], executedAt: number): Trade
Defined in Trade.ts:42
trade constructor
Parameters:
| Name | Type | Default | Description |
|---|---|---|---|
fillQuantity |
Decimal | - | quantity that the trade was filled for |
fillPrice |
Decimal | - | price that the trade was filled out |
newOrders |
Order[] | [] | any orders generated by this trade (usually due to partial fills) |
matchedOrders |
Order[] | [] | pair of orders that were matched |
rejectedOrders |
Order[] | [] | any orders that were generated but could not be submitted |
executedAt |
number | time().valueOf() | time of trade execution, defaults to unix time |
Returns: Trade
Properties
executedAt
• executedAt: number
Defined in Trade.ts:42
unix time of execution
fillPrice
• fillPrice: Decimal
Defined in Trade.ts:16
fill price
fillQuantity
• fillQuantity: Decimal
Defined in Trade.ts:21
fill quantity
id
• id: string = uuid.v4()
Defined in Trade.ts:11
unique trade id
matchedOrders
• matchedOrders: Order[]
Defined in Trade.ts:32
bid/ask order pair filled
newOrders
• newOrders: Order[]
Defined in Trade.ts:27
orders created by this trade execution (usually partial fill of a market order)
rejectedOrders
• rejectedOrders: Order[]
Defined in Trade.ts:37
rejected unfillable orders