Module reduce_only 

Which of an instrument’s orders were sent reduce-only, kept so a fill can be matched to the flag of its order.

Neither an Order nor a venue’s report of one carries the flag set by RequestOpen::reduce_only. Whoever sends the request is the one place that learns it, so whoever needs it for a fill later, such as a tracker that cuts a reduce-only fill short of flipping a position (see Trade::holding_move), has to keep it. A ReduceOnlyBook is that record, and finds the order of a fill by its client order id or, for a fill that carries only the venue’s id (a recovered fill), by the venue order id.

Structs

BookedOrder

An order found in a ReduceOnlyBook.

ReduceOnlyBook

One instrument’s record of which orders were sent reduce-only. Plain data with no locking and no I/O, so the owner keeps it behind whatever synchronisation it already has, one book for each instrument.