An asynchronous broker client bound to one account, with broker-neutral operations. 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
	BrokerSession (std::shared_ptr< Client > client, Account account)
	Binds a 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 std::shared_ptr< Client > &	shared_client () const noexcept
	Returns the shared client pointer, for binding a second session.
const network::RateLimitStats *	rate_limit_stats () const
	Returns the client's request-pacing counters.
void	close ()
	Cancels the client's transport work and queued operations.
template<typename CompletionToken>
auto	async_quote (InstrumentId instrument, CompletionToken &&token)
	Requests the current quote for an instrument.
template<typename CompletionToken>
auto	async_holdings (CompletionToken &&token)
	Requests the account's holdings.
template<typename CompletionToken>
auto	async_buying_power (Currency currency, CompletionToken &&token)
	Requests what the account may spend in a currency.
template<typename CompletionToken>
auto	async_sellable_quantity (InstrumentId instrument, CompletionToken &&token)
	Requests how much of an instrument the account may sell.
template<typename CompletionToken>
auto	async_commissions (CompletionToken &&token)
	Requests the account's commission rates.
template<typename CompletionToken>
auto	async_place (OrderRequest order, CompletionToken &&token)
	Places a new order.
template<typename CompletionToken>
auto	async_replace (Ref ref, AmendInstruction instruction, CompletionToken &&token)
	Modifies a working order.
template<typename CompletionToken>
auto	async_cancel (Ref ref, AmendInstruction instruction, CompletionToken &&token)
	Cancels a working order, in full or in part.
template<typename CompletionToken>
auto	async_working_orders (CompletionToken &&token)
	Requests the orders still open to modification or cancellation.
template<typename CompletionToken>
auto	async_order_history (OrderHistoryQuery query, CompletionToken &&token)
	Requests order history: placed orders and their executions.
template<typename CompletionToken>
auto	async_bars (BarQuery query, CompletionToken &&token)
	Requests bars for an instrument, paging until count_ bars are read.
template<typename CompletionToken>
auto	async_instrument (InstrumentId instrument, CompletionToken &&token)
	Requests an instrument's reference data.
template<typename CompletionToken>
auto	async_calendar (Country country, std::optional< Date > from, CompletionToken &&token)
	Requests the trading calendar.
template<typename CompletionToken>
auto	async_price_limits (InstrumentId instrument, CompletionToken &&token)
	Requests an instrument's price limits for today.
template<typename CompletionToken>
auto	async_trades (InstrumentId instrument, int count, CompletionToken &&token)
	Requests recent trades for an instrument, newest first.
template<typename CompletionToken>
auto	async_prices (std::vector< InstrumentId > instruments, CompletionToken &&token)
	Requests quotes for several instruments in one request.
template<typename CompletionToken>
auto	async_depth (InstrumentId instrument, CompletionToken &&token)
	Requests an instrument's order book, best levels first.
template<typename CompletionToken>
auto	async_order (Ref ref, CompletionToken &&token)
	Requests one order by its reference.

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

Detailed Description

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

An asynchronous broker client bound to one account, with broker-neutral operations.

Every operation takes a completion token and completes once with Result<T>, on the handler's associated executor. An operation the broker does not offer (see Caps) does not compile; gate it with if constexpr. A request the session or adapter refuses before any I/O completes with an error that is posted, never invoked inline. For a handler with no associated executor, that refusal runs on the system executor while a broker's reply runs on the client's strand, so one callback can run on two threads; bind the handler to an executor if that matters. A session is cheap to copy (a shared client pointer and the account).

Template Parameters

Client An asynchronous broker client (BrokerTraits<Client>::blocking is false); use BlockingSession for a blocking one.

Definition at line 133 of file broker_session.hpp.

Member Typedef Documentation

◆ Account

template<typename Client>

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

The broker's account selector type.

Definition at line 142 of file broker_session.hpp.

◆ BrokerTag

template<typename Client>

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

The broker's tag type.

Definition at line 148 of file broker_session.hpp.

◆ Caps

template<typename Client>

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

The client's capabilities.

Definition at line 139 of file broker_session.hpp.

◆ Config

template<typename Client>

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

The broker's configuration type.

Definition at line 145 of file broker_session.hpp.

◆ Placed

template<typename Client>

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

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

Definition at line 154 of file broker_session.hpp.

◆ Ref

template<typename Client>

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

The order reference type this session issues and accepts.

Definition at line 151 of file broker_session.hpp.

◆ Traits

template<typename Client>

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

The client's traits.

Definition at line 136 of file broker_session.hpp.

◆ Working

template<typename Client>

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

One working order of this broker.

Definition at line 157 of file broker_session.hpp.

◆ WorkingSet

template<typename Client>

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

A working-order listing of this broker.

Definition at line 160 of file broker_session.hpp.

Constructor & Destructor Documentation

◆ BrokerSession()

template<typename Client>

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

inline

Binds a 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 173 of file broker_session.hpp.

Member Function Documentation

◆ account()

template<typename Client>

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

inlinenoexcept

Returns the bound account.

Returns: The account selector.

Definition at line 190 of file broker_session.hpp.

Referenced by async_buying_power(), async_cancel(), async_commissions(), async_holdings(), async_order(), async_order_history(), async_place(), async_replace(), async_sellable_quantity(), async_working_orders(), and BrokerSession().

◆ async_bars()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_bars	(	BarQuery	query,
		CompletionToken &&	token )

inline

Requests bars for an instrument, paging until count_ bars are read.

Bars arrive oldest first, with the broker's stamp convention in BarSeries::stamp_.

Template Parameters

CompletionToken A completion token for void(Result<BarSeries>), such as a callback or boost::asio::use_future.

Parameters

query	What to fetch; an interval the broker does not publish is refused before any I/O (see Caps::supports_interval).
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 566 of file broker_session.hpp.

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

◆ async_buying_power()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_buying_power	(	Currency	currency,
		CompletionToken &&	token )

inline

Requests what the account may spend in a currency.

The figure was true when the broker answered; a fill since can change it. Requires Caps::has_buying_power.

Template Parameters

CompletionToken A completion token for void(Result<BuyingPower>), such as a callback or boost::asio::use_future.

Parameters

currency	The currency; one the broker does not price is refused with INVALID_ARGUMENT before any I/O.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 287 of file broker_session.hpp.

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

◆ async_calendar()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_calendar	(	Country	country,
		std::optional< Date >	from,
		CompletionToken &&	token )

inline

Requests the trading calendar.

Requires Caps::has_calendar. How many dates one answer covers differs by broker (Caps::has_calendar_range).

Template Parameters

CompletionToken A completion token for void(Result<TradingCalendar>), such as a callback or boost::asio::use_future.

Parameters

country	The market.
from	The date the answer is anchored to; empty means today.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 626 of file broker_session.hpp.

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

◆ async_cancel()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_cancel	(	Ref	ref,
		AmendInstruction	instruction,
		CompletionToken &&	token )

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.

Template Parameters

CompletionToken A completion token for void(Result<Placed>), such as a callback or boost::asio::use_future.

Parameters

ref	The order. A reference from another broker does not compile.
instruction	Build it with cancel_all or cancel_quantity; a partial cancellation at a broker that cancels only in full is refused before any I/O. The session's has_trigger_price check does not apply to cancellations, so restating a stop's trigger (as cancel_all does) does not block its withdrawal; the adapter still validates the instruction (Kiwoom refuses a trigger that differs from the resting one).
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 466 of file broker_session.hpp.

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

◆ async_commissions()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_commissions ( CompletionToken && token )

inline

Requests the account's commission rates.

Requires Caps::has_commission_schedule. An empty schedule means the account has no stated rates.

Template Parameters

CompletionToken A completion token for void(Result<CommissionSchedule>), such as a callback or boost::asio::use_future.

Parameters

token The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 353 of file broker_session.hpp.

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

◆ async_depth()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_depth	(	InstrumentId	instrument,
		CompletionToken &&	token )

inline

Requests an instrument's order book, best levels first.

Requires Caps::has_depth.

Template Parameters

CompletionToken A completion token for void(Result<DepthSnapshot>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 756 of file broker_session.hpp.

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

◆ async_holdings()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_holdings ( CompletionToken && token )

inline

Requests the account's holdings.

Template Parameters

CompletionToken A completion token for void(Result<HoldingsSnapshot>), such as a callback or boost::asio::use_future.

Parameters

token The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 263 of file broker_session.hpp.

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

◆ async_instrument()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_instrument	(	InstrumentId	instrument,
		CompletionToken &&	token )

inline

Requests an instrument's reference data.

Requires Caps::has_reference_data. One instrument per call; for many, see Caps::has_batch_reference_data and client(). price_rule_ is the library's own grid.

Template Parameters

CompletionToken A completion token for void(Result<Instrument>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 594 of file broker_session.hpp.

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

◆ async_order()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_order	(	Ref	ref,
		CompletionToken &&	token )

inline

Requests one order by its reference.

Requires Caps::has_order_by_id; otherwise read it from working orders or order history.

Template Parameters

CompletionToken A completion token for void(Result<OrderSnapshot>), such as a callback or boost::asio::use_future.

Parameters

ref	The order.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 786 of file broker_session.hpp.

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

◆ async_order_history()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_order_history	(	OrderHistoryQuery	query,
		CompletionToken &&	token )

inline

Requests order history: placed orders and their executions.

Template Parameters

CompletionToken A completion token for void(Result<OrderPage>), such as a callback or boost::asio::use_future.

Parameters

query	The filter; one the broker cannot apply is refused with INVALID_ARGUMENT before any I/O.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 531 of file broker_session.hpp.

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

◆ async_place()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_place	(	OrderRequest	order,
		CompletionToken &&	token )

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.

Template Parameters

CompletionToken A completion token for void(Result<Placed>), such as a callback or boost::asio::use_future.

Parameters

order	The order. An idempotency key at a broker without one, a trigger at a broker without Caps::has_trigger_price, or a combination the adapter does not offer is refused before any I/O.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 389 of file broker_session.hpp.

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

◆ async_price_limits()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_price_limits	(	InstrumentId	instrument,
		CompletionToken &&	token )

inline

Requests an instrument's price limits for today.

Requires Caps::has_price_limits.

Template Parameters

CompletionToken A completion token for void(Result<PriceLimits>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 661 of file broker_session.hpp.

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

◆ async_prices()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_prices	(	std::vector< InstrumentId >	instruments,
		CompletionToken &&	token )

inline

Requests quotes for several instruments in one request.

Requires Caps::has_batch_prices; otherwise call async_quote per instrument.

Template Parameters

CompletionToken A completion token for void(Result<std::vector<QuoteSnapshot>>), such as a callback or boost::asio::use_future.

Parameters

instruments	The instruments.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 726 of file broker_session.hpp.

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

◆ async_quote()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_quote	(	InstrumentId	instrument,
		CompletionToken &&	token )

inline

Requests the current quote for an instrument.

Template Parameters

CompletionToken A completion token for void(Result<QuoteSnapshot>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 244 of file broker_session.hpp.

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

◆ async_replace()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_replace	(	Ref	ref,
		AmendInstruction	instruction,
		CompletionToken &&	token )

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.

Template Parameters

CompletionToken A completion token for void(Result<Placed>), such as a callback or boost::asio::use_future.

Parameters

ref	The order.
instruction	What to change; build it with replace_with or reprice.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 423 of file broker_session.hpp.

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

◆ async_sellable_quantity()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_sellable_quantity	(	InstrumentId	instrument,
		CompletionToken &&	token )

inline

Requests how much of an instrument the account may sell.

Only where Caps::sellable_source is INQUIRY; elsewhere read HoldingPosition::sellable_quantity_ from the holdings.

Template Parameters

CompletionToken A completion token for void(Result<Decimal64>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 318 of file broker_session.hpp.

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

◆ async_trades()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_trades	(	InstrumentId	instrument,
		int	count,
		CompletionToken &&	token )

inline

Requests recent trades for an instrument, newest first.

Requires Caps::has_trade_prints.

Template Parameters

CompletionToken A completion token for void(Result<std::vector<TradePrint>>), such as a callback or boost::asio::use_future.

Parameters

instrument	The instrument.
count	How many trades to request.
token	The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 694 of file broker_session.hpp.

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

◆ async_working_orders()

template<typename Client>

template<typename CompletionToken>

auto algotradelib::BrokerSession< Client >::async_working_orders ( CompletionToken && token )

inline

Requests the orders still open to modification or cancellation.

Requires Caps::has_working_orders. KIS does not serve this inquiry to demo accounts; its adapter answers from the day's order history there.

Template Parameters

CompletionToken A completion token for void(Result<WorkingSet>), such as a callback or boost::asio::use_future.

Parameters

token The completion token; the handler runs once, on its associated executor.

Returns: Whatever token produces (nothing for a callback, a future for use_future).

Definition at line 500 of file broker_session.hpp.

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

◆ broker_name()

template<typename Client>

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

inlinestaticconstexprnoexcept

Returns the broker's name.

Returns: Traits::name.

Definition at line 184 of file broker_session.hpp.

◆ client() [1/2]

template<typename Client>

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

inlinenoexcept

Returns the broker client.

Returns: The client.

Definition at line 206 of file broker_session.hpp.

◆ client() [2/2]

template<typename Client>

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

inlinenoexcept

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

Use it inside an if constexpr on Caps so the broker-specific code compiles only where the feature exists.

Returns: The client.

Definition at line 200 of file broker_session.hpp.

Referenced by async_bars(), async_buying_power(), async_calendar(), async_cancel(), async_commissions(), async_depth(), async_holdings(), async_instrument(), async_order(), async_order_history(), async_place(), async_price_limits(), async_prices(), async_quote(), async_replace(), async_sellable_quantity(), async_trades(), async_working_orders(), BrokerSession(), and algotradelib::conformance::call_claimed_async_verbs().

◆ close()

template<typename Client>

void algotradelib::BrokerSession< Client >::close ( )

inline

Cancels the client's transport work and queued operations.

Definition at line 232 of file broker_session.hpp.

◆ rate_limit_stats()

template<typename Client>

const network::RateLimitStats * algotradelib::BrokerSession< 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.

Warning: The counters are plain integers the client updates on its own strand. Read them only when no request is in flight, or from code running on that strand; a completion handler bound to another executor can race with other requests.

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

Definition at line 227 of file broker_session.hpp.

◆ shared_client()

template<typename Client>

const std::shared_ptr< Client > & algotradelib::BrokerSession< Client >::shared_client ( ) const

inlinenoexcept

Returns the shared client pointer, for binding a second session.

Returns: The client pointer.

Definition at line 212 of file broker_session.hpp.

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

◆ BrokerSession()

Member Function Documentation

◆ account()

◆ async_bars()

◆ async_buying_power()

◆ async_calendar()

◆ async_cancel()

◆ async_commissions()

◆ async_depth()

◆ async_holdings()

◆ async_instrument()

◆ async_order()

◆ async_order_history()

◆ async_place()

◆ async_price_limits()

◆ async_prices()

◆ async_quote()

◆ async_replace()

◆ async_sellable_quantity()

◆ async_trades()

◆ async_working_orders()

◆ broker_name()

◆ client() [1/2]

◆ client() [2/2]

◆ close()

◆ rate_limit_stats()

◆ shared_client()