Order State Machine

Orders are represented by engine::Order and transition through a small set of statuses. Statuses are defined in include/regimeflow/engine/order.h.

Status Values

• Created order was constructed by a strategy.
• Pending order submitted but not yet acknowledged.
• PartiallyFilled order has partial fills.
• Filled order is fully filled.
• Cancelled order was cancelled.
• Rejected order was rejected by execution or broker.
• Invalid order failed validation before submission.

Typical Flow

stateDiagram-v2
  [*] --> Created
  Created --> Pending
  Pending --> PartiallyFilled
  PartiallyFilled --> Filled
  Pending --> Cancelled
  Pending --> Rejected
  Created --> Invalid

Notes

• Backtests use the execution pipeline to synthesize fills and update status.
• Live trading maps broker updates into internal ExecutionReport messages, which update order state.