Order Execution Listener

The IOrderExecutionListener interface allows components to receive notifications when an order is filled or rejected.

Purpose

This interface is used to propagate execution events to listeners, typically for updating internal state or triggering follow-up logic.

Interface Definition

class IOrderExecutionListener {
public:
  virtual ~IOrderExecutionListener() = default;
  virtual void onOrderFilled(const Order &order) = 0;
  virtual void onOrderRejected(const Order &order, const std::string &reason) = 0;
};

Typical Implementations

• PositionManager: updates symbol positions upon order fills
• Custom loggers or analytics modules: record order results

Notes

• Can be used with MultiExecutionListener to dispatch to multiple consumers
• Order rejections can include additional metadata via the reason string