algotradelib::strategy::Price Class Reference

A price known to be on its instrument's tick grid. More...

#include <algotradelib/src/strategy/intent.hpp>

Public Member Functions
const Decimal64 &	value () const noexcept
	Returns the price as a decimal.
std::string	str () const
	Returns the price as text, for logs.

Static Public Member Functions
static std::optional< Price >	checked (Decimal64 value, const PriceRule &rule)
	Makes a price from a value that is already on the grid.
static std::optional< Price >	rounded (const Decimal64 &value, const PriceRule &rule, OrderSide side)
	Makes a price by rounding a value onto the grid, in the order's favour.

Friends
bool	operator== (const Price &lhs, const Price &rhs)
	Compares two prices by exact value (scale included; see Decimal64).
bool	operator!= (const Price &lhs, const Price &rhs)
	Compares two prices for inequality.

Detailed Description

A price known to be on its instrument's tick grid.

Make one with checked (for a price you have) or rounded (to move a price onto the grid). For a price computed as a Scalar, use analytics::round_scalar_to_tick first.

Definition at line 29 of file intent.hpp.

Member Function Documentation

checked()

std::optional< Price > algotradelib::strategy::Price::checked ( Decimal64 value, const PriceRule & rule )

inlinestatic

Makes a price from a value that is already on the grid.

Parameters

value	The price.
rule	The instrument's tick rule (from its Instrument reference data).

Returns

The price, or std::nullopt if value is off the grid or rule does not know the grid.

Definition at line 39 of file intent.hpp.

rounded()

std::optional< Price > algotradelib::strategy::Price::rounded ( const Decimal64 & value, const PriceRule & rule, OrderSide side )

inlinestatic

Makes a price by rounding a value onto the grid, in the order's favour.

A buy rounds down and a sell rounds up, so the price never becomes worse for the order.

Parameters

value	The price to round.
rule	The instrument's tick rule.
side	The side of the order the price is for.

Returns

The rounded price, or std::nullopt if rule does not know the grid.

Definition at line 57 of file intent.hpp.

str()

std::string algotradelib::strategy::Price::str ( ) const

inline

Returns the price as text, for logs.

Returns

The decimal's text.

Definition at line 79 of file intent.hpp.

value()

const Decimal64 & algotradelib::strategy::Price::value ( ) const

inlinenoexcept

Returns the price as a decimal.

Returns

The exact value the runner sends.

Definition at line 73 of file intent.hpp.

Referenced by checked(), and rounded().

Friends And Related Symbol Documentation

operator!=

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

friend

Compares two prices for inequality.

Parameters

lhs	The first price.
rhs	The second price.

Returns

true if they differ.

Definition at line 97 of file intent.hpp.

operator==

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

friend

Compares two prices by exact value (scale included; see Decimal64).

Parameters

lhs	The first price.
rhs	The second price.

Returns

true if they are equal.

Definition at line 87 of file intent.hpp.

---

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

• algotradelib/src/strategy/intent.hpp