ExecutionTrackerAdapter

The ExecutionTrackerAdapter bridges the IOrderExecutionListener and IExecutionTracker interfaces.
It allows components to track execution latency without modifying their existing callback chains.

Purpose

To inject latency tracking into systems that already rely on IOrderExecutionListener without duplicating logic.

Class Definition

class ExecutionTrackerAdapter : public IOrderExecutionListener {
public:
  explicit ExecutionTrackerAdapter(IExecutionTracker *tracker);

  void onOrderFilled(const Order &order) override;
  void onOrderRejected(const Order &order, const std::string &reason) override;
};

Responsibilities

• Converts onOrderFilled and onOrderRejected into IExecutionTracker calls
• Automatically attaches a timestamp using std::chrono::steady_clock::now()
• Forwards execution events with timing metadata

Use Cases

• Wrap a PositionManager with tracking support
• Enable runtime profiling of order latency without coupling strategy code to timing
• Reuse tracker logic across multiple listeners

Notes

• The adapter does nothing if _tracker is nullptr
• All timestamps are taken at the moment the event is received