Requests and Events

CancelRequest

Instruction from an agent to cancel a previously accepted order.

MarketEvent

Abstract supertype for all events emitted by the market engine. Events capture state changes such as order acceptance, trade execution, or cancellation.

OrderAccepted <: MarketEvent

Event recorded when an order is acknowledged by the market. resting is true when the order (or its residual) was posted to the book, and false when the order was immediately matched.

OrderCanceled <: MarketEvent

Event produced when an order is cancelled, either by explicit instruction or as a side effect of matching policies (e.g. IOC). The reason field captures the cause in a machine-readable form.

OrderRequest

Canonical request sent by an agent to submit an order into the market. The request includes the desired side, quantity, optional limit price, order type, time-in-force policy, timestamp, targeted instrument, and optional expiry.

OrderResponse

Response returned to the requester after a submission or cancel attempt. It includes the assigned order identifier (when applicable), final status, emitted events, and an optional human-readable message.

@enum ResponseStatus

Terminal status for an order submission. Values indicate whether an order was rejected outright, accepted with no fills, partially filled, or completely filled.

TradeExecuted <: MarketEvent

Event emitted for each executed trade. It records the trade price and quantity, identifies maker and taker orders/agents, and stores remaining quantities on both sides post fill.