A blocking broker client bound to one account, with the same broker operations as BrokerSession, plus accounts(). More...

#include <algotradelib/src/core/broker_session.hpp>

Public Types
using	Traits = BrokerTraits<Client>
	The client's traits.
using	Caps = BrokerCaps<Client>
	The client's capabilities.
using	Account = typename Traits::Account
	The broker's account selector type.
using	Config = typename Traits::Config
	The broker's configuration type.
using	BrokerTag = typename Traits::BrokerTag
	The broker's tag type.
using	Ref = OrderRef<BrokerTag>
	The order reference type this session issues and accepts.
using	Placed = PlacedOrder<BrokerTag>
	What an order-writing call returns: acknowledgement and reference.
using	Working = WorkingOrder<BrokerTag>
	One working order of this broker.
using	WorkingSet = WorkingOrders<BrokerTag>
	A working-order listing of this broker.

Public Member Functions
	BlockingSession (std::shared_ptr< Client > client, Account account)
	Binds a blocking client and an account.
const Account &	account () const noexcept
	Returns the bound account.
Client &	client () noexcept
	Returns the broker client, for broker-specific operations the session does not offer.
const Client &	client () const noexcept
	Returns the broker client.
const network::RateLimitStats *	rate_limit_stats () const
	Returns the client's request-pacing counters.
Result< QuoteSnapshot >	quote (InstrumentId instrument)
	Returns the current quote for an instrument.
Result< HoldingsSnapshot >	holdings ()
	Returns the account's holdings.
Result< BuyingPower >	buying_power (Currency currency)
	Returns what the account may spend in a currency; requires Caps::has_buying_power.
Result< Decimal64 >	sellable_quantity (InstrumentId instrument)
	Returns how much of an instrument the account may sell; only where Caps::sellable_source is INQUIRY.
Result< CommissionSchedule >	commissions ()
	Returns the account's commission rates; requires Caps::has_commission_schedule.
Result< Instrument >	instrument (InstrumentId subject)
	Returns an instrument's reference data; requires Caps::has_reference_data.
Result< TradingCalendar >	calendar (Country country, std::optional< Date > from=std::nullopt)
	Returns the trading calendar; requires Caps::has_calendar.
Result< PriceLimits >	price_limits (InstrumentId instrument)
	Returns an instrument's price limits for today; requires Caps::has_price_limits.
Result< std::vector< TradePrint > >	trades (InstrumentId instrument, int count)
	Returns recent trades for an instrument, newest first; requires Caps::has_trade_prints.
Result< std::vector< QuoteSnapshot > >	prices (std::vector< InstrumentId > instruments)
	Returns quotes for several instruments in one request; requires Caps::has_batch_prices.
Result< DepthSnapshot >	depth (InstrumentId instrument)
	Returns an instrument's order book, best levels first; requires Caps::has_depth.
Result< BarSeries >	bars (BarQuery query)
	Returns bars for an instrument, oldest first, paging until count_ bars are read.
Result< Placed >	place (OrderRequest order)
	Places a new order.
Result< Placed >	replace (const Ref &ref, const AmendInstruction &instruction)
	Modifies a working order.
Result< Placed >	cancel (const Ref &ref, const AmendInstruction &instruction)
	Cancels a working order, in full or in part.
Result< WorkingSet >	working_orders ()
	Returns the orders still open to modification or cancellation; requires Caps::has_working_orders.
Result< OrderPage >	order_history (const OrderHistoryQuery &query)
	Returns order history: placed orders and their executions.
Result< OrderSnapshot >	order (const Ref &ref)
	Returns one order by its reference; requires Caps::has_order_by_id.
Result< std::vector< AccountInfo< Client > > >	accounts ()
	Lists the broker's accounts; requires Caps::has_account_discovery.

Static Public Member Functions
static constexpr std::string_view	broker_name () noexcept
	Returns the broker's name.

Detailed Description

template<typename Client>
class algotradelib::BlockingSession< Client >

A blocking broker client bound to one account, with the same broker operations as BrokerSession, plus accounts().

Every operation returns Result<T>. An operation the broker does not offer does not compile.

Template Parameters

Client A blocking broker client (BrokerTraits<Client>::blocking is true).

Definition at line 862 of file broker_session.hpp.

Member Typedef Documentation

◆ Account

template<typename Client>

using algotradelib::BlockingSession< Client >::Account = typename Traits::Account

The broker's account selector type.

Definition at line 871 of file broker_session.hpp.

◆ BrokerTag

template<typename Client>

using algotradelib::BlockingSession< Client >::BrokerTag = typename Traits::BrokerTag

The broker's tag type.

Definition at line 877 of file broker_session.hpp.

◆ Caps

template<typename Client>

using algotradelib::BlockingSession< Client >::Caps = BrokerCaps<Client>

The client's capabilities.

Definition at line 868 of file broker_session.hpp.

◆ Config

template<typename Client>

using algotradelib::BlockingSession< Client >::Config = typename Traits::Config

The broker's configuration type.

Definition at line 874 of file broker_session.hpp.

◆ Placed

template<typename Client>

using algotradelib::BlockingSession< Client >::Placed = PlacedOrder<BrokerTag>

What an order-writing call returns: acknowledgement and reference.

Definition at line 883 of file broker_session.hpp.

◆ Ref

template<typename Client>

using algotradelib::BlockingSession< Client >::Ref = OrderRef<BrokerTag>

The order reference type this session issues and accepts.

Definition at line 880 of file broker_session.hpp.

◆ Traits

template<typename Client>

using algotradelib::BlockingSession< Client >::Traits = BrokerTraits<Client>

The client's traits.

Definition at line 865 of file broker_session.hpp.

◆ Working

template<typename Client>

using algotradelib::BlockingSession< Client >::Working = WorkingOrder<BrokerTag>

One working order of this broker.

Definition at line 886 of file broker_session.hpp.

◆ WorkingSet

template<typename Client>

using algotradelib::BlockingSession< Client >::WorkingSet = WorkingOrders<BrokerTag>

A working-order listing of this broker.

Definition at line 889 of file broker_session.hpp.

Constructor & Destructor Documentation

◆ BlockingSession()

template<typename Client>

algotradelib::BlockingSession< Client >::BlockingSession	(	std::shared_ptr< Client >	client,
		Account	account )

inline

Binds a blocking client and an account.

Parameters

client	The client; must not be null.
account	The account to act for.

Exceptions

std::invalid_argument if client is null.

Definition at line 903 of file broker_session.hpp.

Member Function Documentation

◆ account()

template<typename Client>

const Account & algotradelib::BlockingSession< Client >::account ( ) const

inlinenoexcept

Returns the bound account.

Returns: The account selector.

Definition at line 920 of file broker_session.hpp.

Referenced by BlockingSession().

◆ accounts()

template<typename Client>

Result< std::vector< AccountInfo< Client > > > algotradelib::BlockingSession< Client >::accounts ( )

inline

Lists the broker's accounts; requires Caps::has_account_discovery.

Returns: The accounts, or an error.

Definition at line 1246 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ bars()

template<typename Client>

Result< BarSeries > algotradelib::BlockingSession< Client >::bars ( BarQuery query )

inline

Returns bars for an instrument, oldest first, paging until count_ bars are read.

Parameters

query What to fetch.

Returns: The bars, or an error (an unsupported interval is refused before any I/O).

Definition at line 1125 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ broker_name()

template<typename Client>

constexpr std::string_view algotradelib::BlockingSession< Client >::broker_name ( )

inlinestaticconstexprnoexcept

Returns the broker's name.

Returns: Traits::name.

Definition at line 914 of file broker_session.hpp.

◆ buying_power()

template<typename Client>

Result< BuyingPower > algotradelib::BlockingSession< Client >::buying_power ( Currency currency )

inline

Returns what the account may spend in a currency; requires Caps::has_buying_power.

Parameters

currency The currency.

Returns: The buying power, or an error.

Definition at line 967 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ calendar()

template<typename Client>

Result< TradingCalendar > algotradelib::BlockingSession< Client >::calendar	(	Country	country,
		std::optional< Date >	from = std::nullopt )

inline

Returns the trading calendar; requires Caps::has_calendar.

Parameters

country	The market.
from	The date the answer is anchored to; empty means today.

Returns: The calendar, or an error.

Definition at line 1036 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ cancel()

template<typename Client>

Result< Placed > algotradelib::BlockingSession< Client >::cancel	(	const Ref &	ref,
		const AmendInstruction &	instruction )

inline

Cancels a working order, in full or in part.

Warning: An error for which runner::outcome_of returns INDETERMINATE (reached_broker_ set and a category of TRANSPORT, CANCELLED or PROTOCOL, or HTTP 500 or more) leaves the outcome unknown: the request may have taken effect. The request is never resent automatically. Check working orders or order history before sending it again.

Parameters

ref	The order.
instruction	Build it with cancel_all or cancel_quantity; the session's has_trigger_price check does not apply, though the adapter still validates it.

Returns: The acknowledgement and reference, or an error.

Definition at line 1185 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ client() [1/2]

template<typename Client>

const Client & algotradelib::BlockingSession< Client >::client ( ) const

inlinenoexcept

Returns the broker client.

Returns: The client.

Definition at line 932 of file broker_session.hpp.

◆ client() [2/2]

template<typename Client>

Client & algotradelib::BlockingSession< Client >::client ( )

inlinenoexcept

Returns the broker client, for broker-specific operations the session does not offer.

Returns: The client.

Definition at line 926 of file broker_session.hpp.

Referenced by BlockingSession(), and algotradelib::conformance::call_claimed_blocking_verbs().

◆ commissions()

template<typename Client>

Result< CommissionSchedule > algotradelib::BlockingSession< Client >::commissions ( )

inline

Returns the account's commission rates; requires Caps::has_commission_schedule.

Returns: The schedule, or an error.

Definition at line 1001 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ depth()

template<typename Client>

Result< DepthSnapshot > algotradelib::BlockingSession< Client >::depth ( InstrumentId instrument )

inline

Returns an instrument's order book, best levels first; requires Caps::has_depth.

Parameters

instrument The instrument.

Returns: The book, or an error.

Definition at line 1108 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ holdings()

template<typename Client>

Result< HoldingsSnapshot > algotradelib::BlockingSession< Client >::holdings ( )

inline

Returns the account's holdings.

Returns: The holdings, or an error.

Definition at line 960 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ instrument()

template<typename Client>

Result< Instrument > algotradelib::BlockingSession< Client >::instrument ( InstrumentId subject )

inline

Returns an instrument's reference data; requires Caps::has_reference_data.

Parameters

subject The instrument.

Returns: The reference data, or an error.

Definition at line 1018 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs(), depth(), price_limits(), quote(), sellable_quantity(), and trades().

◆ order()

template<typename Client>

Result< OrderSnapshot > algotradelib::BlockingSession< Client >::order ( const Ref & ref )

inline

Returns one order by its reference; requires Caps::has_order_by_id.

Parameters

ref	The order.

Returns: The order, or an error.

Definition at line 1229 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs(), and place().

◆ order_history()

template<typename Client>

Result< OrderPage > algotradelib::BlockingSession< Client >::order_history ( const OrderHistoryQuery & query )

inline

Returns order history: placed orders and their executions.

Parameters

query The filter.

Returns: One page, or an error (a filter the broker cannot apply is refused before any I/O).

Definition at line 1216 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ place()

template<typename Client>

Result< Placed > algotradelib::BlockingSession< Client >::place ( OrderRequest order )

inline

Places a new order.

Warning: An error for which runner::outcome_of returns INDETERMINATE (reached_broker_ set and a category of TRANSPORT, CANCELLED or PROTOCOL, or HTTP 500 or more) leaves the outcome unknown: the request may have taken effect. The request is never resent automatically. Check working orders or order history before sending it again.

Parameters

order The order; refused before any I/O as for BrokerSession::async_place.

Returns: The acknowledgement and reference, or an error.

Definition at line 1143 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ price_limits()

template<typename Client>

Result< PriceLimits > algotradelib::BlockingSession< Client >::price_limits ( InstrumentId instrument )

inline

Returns an instrument's price limits for today; requires Caps::has_price_limits.

Parameters

instrument The instrument.

Returns: The limits, or an error.

Definition at line 1056 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ prices()

template<typename Client>

Result< std::vector< QuoteSnapshot > > algotradelib::BlockingSession< Client >::prices ( std::vector< InstrumentId > instruments )

inline

Returns quotes for several instruments in one request; requires Caps::has_batch_prices.

Parameters

instruments The instruments.

Returns: The quotes, or an error.

Definition at line 1091 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ quote()

template<typename Client>

Result< QuoteSnapshot > algotradelib::BlockingSession< Client >::quote ( InstrumentId instrument )

inline

Returns the current quote for an instrument.

Parameters

instrument The instrument.

Returns: The quote, or an error.

Definition at line 952 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ rate_limit_stats()

template<typename Client>

const network::RateLimitStats * algotradelib::BlockingSession< Client >::rate_limit_stats ( ) const

inline

Returns the client's request-pacing counters.

A rising delayed_ on a polling group while TRADING stays undelayed means trading capacity is being kept free; a rising shed_ means the queue was full or the budget is too slow for the timeout. Safe to read between calls.

Returns: The counters, or nullptr if the client is not paced.

Definition at line 943 of file broker_session.hpp.

◆ replace()

template<typename Client>

Result< Placed > algotradelib::BlockingSession< Client >::replace	(	const Ref &	ref,
		const AmendInstruction &	instruction )

inline

Modifies a working order.

Warning: An error for which runner::outcome_of returns INDETERMINATE (reached_broker_ set and a category of TRANSPORT, CANCELLED or PROTOCOL, or HTTP 500 or more) leaves the outcome unknown: the request may have taken effect. The request is never resent automatically. Check working orders or order history before sending it again.

Parameters

ref	The order.
instruction	What to change; build it with replace_with or reprice.

Returns: The acknowledgement and reference, or an error.

Definition at line 1162 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ sellable_quantity()

template<typename Client>

Result< Decimal64 > algotradelib::BlockingSession< Client >::sellable_quantity ( InstrumentId instrument )

inline

Returns how much of an instrument the account may sell; only where Caps::sellable_source is INQUIRY.

Parameters

instrument The instrument.

Returns: The quantity, or an error.

Definition at line 984 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ trades()

template<typename Client>

Result< std::vector< TradePrint > > algotradelib::BlockingSession< Client >::trades	(	InstrumentId	instrument,
		int	count )

inline

Returns recent trades for an instrument, newest first; requires Caps::has_trade_prints.

Parameters

instrument	The instrument.
count	How many trades to request.

Returns: The trades, or an error.

Definition at line 1074 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

◆ working_orders()

template<typename Client>

Result< WorkingSet > algotradelib::BlockingSession< Client >::working_orders ( )

inline

Returns the orders still open to modification or cancellation; requires Caps::has_working_orders.

Returns: The listing, or an error.

Definition at line 1199 of file broker_session.hpp.

Referenced by algotradelib::conformance::call_claimed_blocking_verbs().

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

algotradelib/src/core/broker_session.hpp

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

Member Typedef Documentation

◆ Account

◆ BrokerTag

◆ Caps

◆ Config

◆ Placed

◆ Ref

◆ Traits

◆ Working

◆ WorkingSet

Constructor & Destructor Documentation

◆ BlockingSession()

Member Function Documentation

◆ account()

◆ accounts()

◆ bars()

◆ broker_name()

◆ buying_power()

◆ calendar()

◆ cancel()

◆ client() [1/2]

◆ client() [2/2]

◆ commissions()

◆ depth()

◆ holdings()

◆ instrument()

◆ order()

◆ order_history()

◆ place()

◆ price_limits()

◆ prices()

◆ quote()

◆ rate_limit_stats()

◆ replace()

◆ sellable_quantity()

◆ trades()

◆ working_orders()