algotradelib::VenueKey Class Reference

Which venue a commission rate applies to: any venue, a normalized Venue, or a raw code. More...

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

Public Member Functions
	VenueKey ()=default
	Constructs the key for any venue.
VenueKeyKind	kind () const noexcept
	Returns the key's kind.
bool	is_any () const noexcept
	Tests whether the key is for any venue.
Venue	venue () const noexcept
	Returns the normalized venue.
const Code< 8 > &	raw_code () const noexcept
	Returns the raw venue code.
bool	matches (const VenueKey &asserted) const noexcept
	Tests whether two keys name the same venue, exactly in kind and value.

Static Public Member Functions
static VenueKey	any () noexcept
	Returns the key for any venue.
static std::optional< VenueKey >	normalized (Venue venue)
	Makes a key for a normalized venue.
static std::optional< VenueKey >	raw (std::string_view code)
	Makes a key for a venue code the library does not normalize.

Friends
bool	operator== (const VenueKey &lhs, const VenueKey &rhs) noexcept
	Compares kind and value; same as matches.
bool	operator!= (const VenueKey &lhs, const VenueKey &rhs) noexcept
	Compares two keys for inequality.

Detailed Description

Which venue a commission rate applies to: any venue, a normalized Venue, or a raw code.

The three kinds never match each other: a RAW key never equals a NORMALIZED one even if the text looks the same. A backtest refuses Venue::COMBINED as the venue a fill happened at, since it names consolidated routing (KIS SOR), not where an order matched.

Definition at line 1244 of file types.hpp.

Constructor & Destructor Documentation

VenueKey()

algotradelib::VenueKey::VenueKey ( )

default

Constructs the key for any venue.

Referenced by any(), matches(), normalized(), operator!=, operator==, and raw().

Member Function Documentation

any()

VenueKey algotradelib::VenueKey::any ( )

inlinestaticnoexcept

Returns the key for any venue.

Returns

A key of kind ANY.

Definition at line 1253 of file types.hpp.

Referenced by algotradelib::CommissionSchedule::rate_for().

is_any()

bool algotradelib::VenueKey::is_any ( ) const

inlinenoexcept

Tests whether the key is for any venue.

Returns

true for kind ANY.

Definition at line 1296 of file types.hpp.

kind()

VenueKeyKind algotradelib::VenueKey::kind ( ) const

inlinenoexcept

Returns the key's kind.

Returns

ANY, NORMALIZED or RAW.

Definition at line 1290 of file types.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::scheduled().

matches()

bool algotradelib::VenueKey::matches ( const VenueKey & asserted ) const

inlinenoexcept

Tests whether two keys name the same venue, exactly in kind and value.

No fallback: an ANY key matches only ANY. Falling back to a neutral rate is done by CommissionSchedule::rate_for.

Parameters

asserted

The key to compare with.

Returns

true if the kinds and values are equal.

Definition at line 1319 of file types.hpp.

normalized()

std::optional< VenueKey > algotradelib::VenueKey::normalized ( Venue venue )

inlinestatic

Makes a key for a normalized venue.

Parameters

venue

The venue; UNSPECIFIED is not a venue (use any()).

Returns

The key, or std::nullopt for Venue::UNSPECIFIED.

Definition at line 1260 of file types.hpp.

raw()

std::optional< VenueKey > algotradelib::VenueKey::raw ( std::string_view code )

inlinestatic

Makes a key for a venue code the library does not normalize.

Parameters

code	The broker's code: 1 to 8 characters, each A-Z, 0-9 or _.

Returns

The key, or std::nullopt if code is empty or cannot be stored.

Definition at line 1275 of file types.hpp.

raw_code()

const Code< 8 > & algotradelib::VenueKey::raw_code ( ) const

inlinenoexcept

Returns the raw venue code.

Returns

The code for kind RAW; empty otherwise.

Definition at line 1308 of file types.hpp.

venue()

Venue algotradelib::VenueKey::venue ( ) const

inlinenoexcept

Returns the normalized venue.

Returns

The venue for kind NORMALIZED; UNSPECIFIED otherwise.

Definition at line 1302 of file types.hpp.

Referenced by normalized(), and algotradelib::backtest::CommissionPolicy::scheduled().

Friends And Related Symbol Documentation

operator!=

bool operator!= ( const VenueKey & lhs, const VenueKey & rhs )

friend

Compares two keys for inequality.

Parameters

lhs	The first key.
rhs	The second key.

Returns

true if they do not match.

Definition at line 1348 of file types.hpp.

operator==

bool operator== ( const VenueKey & lhs, const VenueKey & rhs )

friend

Compares kind and value; same as matches.

Parameters

lhs	The first key.
rhs	The second key.

Returns

true if they match.

Definition at line 1340 of file types.hpp.

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

• algotradelib/src/core/types.hpp