intent.hpp File Reference

What a strategy asks the runner for: orders (OrderIntent), target positions (TargetPosition) and cancellations (CancelIntent). More...

#include <algotradelib/core>
#include <optional>
#include <stdexcept>
#include <string>
#include <utility>

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Classes
class	algotradelib::strategy::Price
	A price known to be on its instrument's tick grid. More...
class	algotradelib::strategy::SizeSpec
	How much an OrderIntent trades: a quantity, a notional amount, or a target weight. More...
class	algotradelib::strategy::OrderIntent
	One order a strategy asks the runner to place. More...
struct	algotradelib::strategy::TargetPosition
	The position a strategy wants to hold in one instrument. More...
struct	algotradelib::strategy::CancelIntent< Broker >
	A request to cancel one working order. More...

Namespaces
namespace	algotradelib
	The library: broker-neutral types (core), and the modules below.
namespace	algotradelib::strategy
	What a strategy sees and emits: events, intents, the portfolio, reconciliation and risk limits.

Enumerations
enum class	algotradelib::strategy::SizeKind { algotradelib::strategy::QUANTITY , algotradelib::strategy::NOTIONAL , algotradelib::strategy::TARGET_WEIGHT }
	How an order's size is expressed. More...

Functions
constexpr bool	algotradelib::strategy::size_kind_is_target (SizeKind kind) noexcept
	Tests whether a size states a holding to reach (a target), rather than an amount to trade.

Detailed Description

What a strategy asks the runner for: orders (OrderIntent), target positions (TargetPosition) and cancellations (CancelIntent).

These are plain values that name no broker; the runner turns them into broker orders. A limit price is a Price, which can only be made on the instrument's tick grid, and only a limit or stop-limit order can carry one.

Definition in file intent.hpp.