order.hpp

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// Copyright 2026 Slick Quant
// SPDX-License-Identifier: MIT
 
#pragma once
 
#include <slick/orderbook/config.hpp>
#include <slick/orderbook/types.hpp>
 
SLICK_DETAIL_NAMESPACE_BEGIN
 
struct SLICK_CACHE_ALIGNED Order {
    OrderId order_id;           // Unique order identifier
    Price price;                // Order price
    Quantity quantity;          // Order quantity
    Side side;                  // Buy or Sell
    Timestamp timestamp;        // Order timestamp
    uint64_t priority;          // Priority for sorting at same price level (lower = higher priority)
 
    // Intrusive list pointers (managed by IntrusiveList)
    Order* prev;
    Order* next;
 
    Order(OrderId id, Price p, Quantity qty, Side s, Timestamp ts, uint64_t prio) noexcept
        : order_id(id),
          price(p),
          quantity(qty),
          side(s),
          timestamp(ts),
          priority(prio),
          prev(nullptr),
          next(nullptr) {
    }
 
    Order(OrderId id, Price p, Quantity qty, Side s, Timestamp ts) noexcept
        : Order(id, p, qty, s, ts, ts) {  // Use timestamp as priority by default
    }
 
    Order() noexcept
        : order_id(0),
          price(0),
          quantity(0),
          side(Side::Buy),
          timestamp(0),
          priority(0),
          prev(nullptr),
          next(nullptr) {
    }
 
    [[nodiscard]] bool operator<(const Order& other) const noexcept {
        return priority < other.priority;
    }
 
    [[nodiscard]] bool operator>(const Order& other) const noexcept {
        return priority > other.priority;
    }
};
 
SLICK_DETAIL_NAMESPACE_END