WU_Signal Struct Reference

WU_Signal represents a trading signal generated by a strategy. More...

#include <types.h>

Data Fields
WU_TimeStamp	timestamp
WU_Side	side
double	price
double	quantity

Detailed Description

WU_Signal represents a trading signal generated by a strategy.

It includes a timestamp, a side (buy, sell, or hold), a price at which to execute the trade, and a quantity to trade.

For multi-asset strategies, the position of the signal in the returned array indicates which asset it applies to (0-based index).

Definition at line 38 of file types.h.

Field Documentation

price

double WU_Signal::price

Definition at line 42 of file types.h.

quantity

double WU_Signal::quantity

Definition at line 43 of file types.h.

side

WU_Side WU_Signal::side

Definition at line 41 of file types.h.

timestamp

WU_TimeStamp WU_Signal::timestamp

Definition at line 40 of file types.h.

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The documentation for this struct was generated from the following file:

• include/wu/types.h