OrderExecutionBus

OrderExecutionBus dispatches OrderEvent objects to execution listeners. It provides the same asynchronous or synchronous policies as other buses.

Definition

#ifdef USE_SYNC_ORDER_BUS
using OrderExecutionBus = EventBus<OrderEvent, SyncPolicy<OrderEvent>>;
#else
using OrderExecutionBus = EventBus<OrderEvent, AsyncPolicy<OrderEvent>>;
#endif

Responsibilities

• Fan-out order lifecycle events (fills, rejections, cancellations)
• Allow multiple listeners such as PositionManager and latency trackers

Notes

• Used directly by executors to report order status
• Controlled by the USE_SYNC_ORDER_BUS compile definition