The library: broker-neutral types (core), and the modules below. More...

Namespaces
namespace	analytics
	Returns, rolling statistics, indicators and performance metrics over numeric series.
namespace	backtest
	Replays a strategy over stored bars: fill and cost models, the replay ledger, and the report.
namespace	conformance
	The compile-time check behind ATL_ASSERT_BROKER(Client).
namespace	data_only
	Placeholder types and the refusal used by DataOnlyTraits.
namespace	kis
	The Korea Investment & Securities (KIS) Open API client.
namespace	kiwoom
	The Kiwoom Securities REST API client.
namespace	live
	Connects a runner to a broker session for live trading.
namespace	math
	The numeric vocabulary: Scalar, missing(), and the matrix and vector types.
namespace	network
	HTTP and WebSocket transport, OAuth tokens, and request pacing.
namespace	runner
	Runs a strategy: the runner, the polling loop, the order journal, and stopping.
namespace	strategy
	What a strategy sees and emits: events, intents, the portfolio, reconciliation and risk limits.
namespace	tossinvest
	The Toss Securities Open API client.

Classes
struct	AccountInfo
	One account from a broker's account list. More...
struct	AmendInstruction
	A modification or cancellation of a working order. More...
struct	Bar
	One bar: the prices and volume of one period, as exact decimals. More...
struct	BarQuery
	What bars to fetch. More...
struct	BarSeries
	The bars of one instrument and interval, oldest first. More...
class	BlockingSession
	A blocking broker client bound to one account, with the same broker operations as BrokerSession, plus accounts(). More...
struct	BrokerCaps
	What one broker client implements, as compile-time constants. More...
struct	BrokerError
	The error a broker or transport operation returns. More...
class	BrokerSession
	An asynchronous broker client bound to one account, with broker-neutral operations. More...
struct	BrokerTraits
	Describes one broker client to the library: its types, capabilities, call thunks and normalizers. More...
struct	BrokerTraits< kis::KisBlockingClient >
	The BlockingSession adapter for kis::KisBlockingClient. More...
struct	BrokerTraits< kis::KisClient >
	The BrokerSession adapter for kis::KisClient. More...
struct	BrokerTraits< kiwoom::KiwoomBlockingClient >
	The BlockingSession adapter for kiwoom::KiwoomBlockingClient. More...
struct	BrokerTraits< kiwoom::KiwoomClient >
	The BrokerSession adapter for kiwoom::KiwoomClient. More...
struct	BrokerTraits< tossinvest::TossBlockingClient >
	The BlockingSession adapter for tossinvest::TossBlockingClient. More...
struct	BrokerTraits< tossinvest::TossClient >
	The BrokerSession adapter for tossinvest::TossClient. More...
struct	BuyingPower
	What the broker says may be spent, in one currency. More...
class	Code
	A short uppercase code (letters, digits, _), stored inline without allocation. More...
struct	CommissionRate
	One commission rate, the market and venue it applies to, and the dates it applies on. More...
struct	CommissionSchedule
	The commission rates a broker published for an account, or a caller stated. More...
class	Currency
	A three-letter currency code, such as KRW or USD (ISO 4217 style). More...
struct	DataOnlyTraits
	A base for the BrokerTraits of a market-data client that cannot trade. More...
struct	Date
	A calendar date with no time of day or time zone. More...
class	Decimal64
	An exact signed decimal: an int64 coefficient times 10^-scale. More...
struct	DepthLevel
	One price level of an order book. More...
struct	DepthSnapshot
	An instrument's order book: resting bids and offers. More...
struct	HoldingPosition
	One position row in a holdings snapshot. More...
struct	HoldingsSnapshot
	An account's positions and per-currency totals at one point in time. More...
struct	HoldingsTotals
	The broker's holdings totals for one currency. More...
struct	Instrument
	Reference data for one instrument. More...
struct	InstrumentId
	Identifies an instrument: its country, venue and symbol. More...
struct	MarketSegment
	The market segment an instrument is listed on, such as KOSPI or NASDAQ. More...
struct	Money
	An exact amount of money in one currency. More...
struct	OrderAck
	The broker's acknowledgement that it accepted an instruction. More...
struct	OrderExecution
	What has filled on one order, and what it cost. More...
struct	OrderHistoryQuery
	The filter for an order-history inquiry. More...
struct	OrderPage
	One page of an order listing. More...
struct	OrderRef
	A broker's reference to one order, used to amend or cancel it. More...
struct	OrderRequest
	An order to place, in broker-neutral form. More...
struct	OrderShape
	An order's type, price, trigger, time in force and session, as an amendment states them. More...
struct	OrderSnapshot
	The state of one order, as a broker listing reported it. More...
struct	PlacedOrder
	An accepted order: the acknowledgement and the reference to address it with. More...
struct	PriceLimits
	The highest and lowest price an instrument may trade at today. More...
struct	PriceRule
	The price grid (tick sizes) an instrument's order prices must sit on. More...
struct	QuoteSnapshot
	A quote: the last traded price of an instrument at a point in time. More...
class	Result
	Either a value or a BrokerError. More...
struct	SellableBasis
	What a sellable quantity covers, and how RiskGuard must treat resting sells against it. More...
class	StatedDate
	A date a broker stated, did not state, or stated in a form that could not be read. More...
struct	TickBand
	One band of a price grid: the tick size from a price upward, until the next band. More...
struct	TopOfBook
	The best bid and offer, with the size at each. An absent field was not stated, never zero. More...
struct	TradePrint
	One executed trade, as the broker reported it. More...
struct	TradingCalendar
	The trading days a broker reported for one market, ascending by date. More...
struct	TradingDay
	One calendar date and whether the market opens on it. More...
class	VenueKey
	Which venue a commission rate applies to: any venue, a normalized Venue, or a raw code. More...
struct	WorkingOrder
	An order still open to modification or cancellation. More...
struct	WorkingOrders
	The orders open to modification or cancellation at one point in time. More...

Typedefs
using	tcp = net::ip::tcp
	Short for boost::asio::ip::tcp.

Enumerations
enum class	SecurityType { UNKNOWN , STOCK , FOREIGN_STOCK , DEPOSITARY_RECEIPT , INFRASTRUCTURE_FUND , REIT , ETF , FOREIGN_ETF , ETN , STOCK_WARRANT }
	What kind of security an instrument is. More...
enum class	InstrumentStatus { UNKNOWN , SCHEDULED , ACTIVE , DELISTED }
	Whether an instrument is listed, awaiting listing, or delisted. More...
enum class	DateExclusion { EXCLUDED , NOT_EXCLUDED , UNREADABLE }
	What an instrument's listing and delisting dates say about one day. More...
enum class	BarInterval { ONE_MINUTE , ONE_DAY , ONE_WEEK , ONE_MONTH , ONE_YEAR , FIVE_MINUTES , FIFTEEN_MINUTES , THIRTY_MINUTES , ONE_HOUR }
	The period one bar covers. More...
enum class	BarStamp { OPEN , CLOSE }
	Which edge of its period a bar's timestamp marks. More...
enum class	Country { KR , US }
	A country (market) the library supports. More...
enum class	Venue { UNSPECIFIED , KRX , NXT , COMBINED }
	A trading venue: an exchange, or the combined view across exchanges. More...
enum class	ErrorCategory { CANCELLED , TRANSPORT , HTTP , AUTHENTICATION , RATE_LIMIT , PROTOCOL , INVALID_ARGUMENT }
	The kind of failure a BrokerError reports. More...
enum class	SellableSource { HOLDINGS , INQUIRY , NONE }
	Where the library gets a broker's sellable quantity. More...
enum class	VenueKeyKind { ANY , NORMALIZED , RAW }
	Which kind of venue a VenueKey names. More...
enum class	CommissionOrigin { BROKER_PUBLISHED , CALLER_STATED }
	Where a commission schedule's numbers came from. More...
enum class	RateApplicability { NO , YES , UNREADABLE }
	Whether a commission rate applies on a date. More...
enum class	OrderSide { BUY , SELL }
	The side of an order: its economic direction, buy or sell. More...
enum class	OrderType { UNKNOWN , LIMIT , MARKET , CONDITIONAL_LIMIT , BEST_LIMIT , PRIMARY_LIMIT , MID_PRICE , STOP_LIMIT , CLOSING_PRICE }
	How an order's price is decided (its price basis). More...
enum class	TimeInForce { UNKNOWN , DAY , IMMEDIATE_OR_CANCEL , FILL_OR_KILL }
	How long an order stays valid and what happens to an unfilled remainder. More...
enum class	OrderSession { UNKNOWN , REGULAR , OPENING_AUCTION , CLOSING_AUCTION , PRE_MARKET , AFTER_HOURS , AFTER_HOURS_AUCTION , AFTER_MARKET , GTP }
	The trading session an order is submitted into. More...
enum class	OrderStatus { UNKNOWN , PENDING , PENDING_CANCEL , PENDING_REPLACE , PARTIAL_FILLED , FILLED , CANCELED , REJECTED , CANCEL_REJECTED , REPLACE_REJECTED , REPLACED }
	Where an order stands in its lifecycle. More...

Functions
constexpr Venue	kis_effective_route (Venue asked) noexcept
	Returns the venue a KIS order actually reaches.
constexpr Venue	kiwoom_route (Venue asked) noexcept
	Returns the venue a Kiwoom order reaches: the one it names. Kiwoom has no default venue, so an order naming none is refused before sending.
template<typename Caps>
constexpr bool	reads_every_capability ()
	Reads every capability constant of a capability set, so a missing one fails to compile here.
template<typename Client>
constexpr bool	answers_every_capability ()
	Reads every capability of a client's traits (see reads_every_capability).
template<typename Client, typename CompletionToken>
auto	async_accounts (Client &client, CompletionToken &&token)
	Lists a broker's accounts, before a session exists; requires BrokerCaps<Client>::has_account_discovery (KIS reads its account from configuration).
template<typename Client>
Result< std::vector< AccountInfo< Client > > >	list_accounts (Client &client)
	Lists a broker's accounts with a blocking client, before a session exists; requires BrokerCaps<Client>::has_account_discovery.
template<typename Enum, std::size_t N, typename IsEnumerator>
constexpr bool	lists_every_value (const std::array< Enum, N > &values, IsEnumerator is_enumerator) noexcept
	Tests whether a list holds every value of an enum exactly once, in any order.
template<typename Enum, std::size_t N, typename IsEnumerator>
constexpr bool	lists_every_value (const Enum(&values)[N], IsEnumerator is_enumerator) noexcept
	Tests whether a list holds every value of an enum exactly once, in any order.
template<typename Enum, std::size_t N, typename Name>
constexpr std::optional< Enum >	value_named (const std::array< Enum, N > &values, Name name, std::string_view text) noexcept
	Returns the value of a list whose name is text, so a parser reads exactly what its writer writes.
MarketSegment	market_segment (std::string_view code)
	Maps a broker's segment code to a MarketSegment.
PriceRule	price_rule_for (Country country, SecurityType type)
	Returns the library's price grid for a kind of security in a country.
constexpr std::string_view	bar_interval_name (BarInterval interval) noexcept
	Returns a short name for an interval, such as "1m", "5m", "1h" or "1d".
constexpr std::optional< std::chrono::seconds >	bar_interval_length (BarInterval interval) noexcept
	Returns an interval's fixed length, for an intraday interval.
void	order_depth (DepthSnapshot &book)
	Sorts a book's levels best first: bids descending, asks ascending.
constexpr std::string_view	venue_name (Venue venue) noexcept
	Returns a display name for a venue, such as "KRX".
Decimal64	decimal_normalized (const Decimal64 &value)
	Removes trailing fractional zeros, so equal numbers compare equal with ==.
std::optional< Decimal64 >	decimal_add (const Decimal64 &lhs, const Decimal64 &rhs)
	Adds two decimals exactly.
std::optional< Decimal64 >	decimal_subtract (const Decimal64 &lhs, const Decimal64 &rhs)
	Subtracts two decimals exactly.
std::optional< Decimal64 >	decimal_halve (const Decimal64 &value)
	Halves a decimal exactly, adding a decimal place when needed.
std::optional< Decimal64 >	decimal_multiply (const Decimal64 &lhs, const Decimal64 &rhs)
	Multiplies two decimals exactly; the scales add.
std::optional< Decimal64 >	decimal_divide (const Decimal64 &lhs, const Decimal64 &rhs, std::uint8_t scale)
	Divides two decimals, truncating toward zero at a given scale.
std::optional< Decimal64 >	decimal_floor_to_multiple (const Decimal64 &value, const Decimal64 &step)
	Rounds down to a multiple of a step (toward negative infinity).
bool	decimal_less (const Decimal64 &lhs, const Decimal64 &rhs)
	Compares two decimals numerically, whatever their scales.
constexpr bool	error_category_is_rate_limit (ErrorCategory category) noexcept
	Tests whether an error of this category is a broker asking the caller to slow down, so the request may be tried again later and the pacer should hold.
constexpr std::string_view	sellable_coverage_name (SellableBasis::Coverage coverage) noexcept
	Returns a lowercase name for a coverage, such as "whole_holding", for logs.
constexpr std::string_view	sellable_resting_name (SellableBasis::RestingTreatment treatment) noexcept
	Returns a lowercase name for a treatment, such as "deduct", for logs.
constexpr std::string_view	sellable_source_name (SellableSource source) noexcept
	Returns a lowercase name for a source, such as "inquiry", for logs.
Date	date_from_epoch_days (std::int64_t days)
	Converts a day count since 1970-01-01 to a Gregorian date.
bool	is_valid_date (const Date &date)
	Tests whether a date exists in the Gregorian calendar, in years 1 to 9999.
constexpr std::string_view	venue_key_kind_name (VenueKeyKind kind) noexcept
	Returns a lowercase name for a key kind, such as "raw", for reports.
constexpr bool	commission_origin_is_broker (CommissionOrigin origin) noexcept
	Tests whether commission rates of this origin came from the broker.
constexpr bool	commission_origin_names_tariff (CommissionOrigin origin) noexcept
	Tests whether a schedule of this origin must name the tariff it was read from.
constexpr std::string_view	commission_origin_name (CommissionOrigin origin) noexcept
	Returns a lowercase name for an origin, such as "caller_stated", for reports.
constexpr bool	carries_caller_price (OrderType type) noexcept
	Tests whether an order type takes a price from the caller.
constexpr bool	carries_trigger_price (OrderType type) noexcept
	Tests whether an order type takes a trigger price.
constexpr bool	time_in_force_expires_at_close (TimeInForce condition) noexcept
	Tests whether an order with this condition expires at the session's close, so its filled quantity is final once the session has ended.
constexpr bool	order_status_cancel_pending (OrderStatus status) noexcept
	Tests whether a cancellation of an order in this status is already on its way, so asking again can only be refused.
std::optional< Decimal64 >	amended_trigger_price (const AmendInstruction &instruction)
	Returns the trigger price an amendment leaves the order with.
template<typename Broker>
OrderShape	resting_shape (const WorkingOrder< Broker > &order)
	Returns a working order's current shape.
template<typename Broker>
AmendInstruction	cancel_all (const WorkingOrder< Broker > &order)
	Makes an instruction cancelling all that remains of an order.
template<typename Broker>
AmendInstruction	cancel_quantity (const WorkingOrder< Broker > &order, Decimal64 quantity)
	Makes an instruction cancelling part of an order.
template<typename Broker>
AmendInstruction	replace_with (const WorkingOrder< Broker > &order, OrderShape shape, std::optional< Decimal64 > quantity=std::nullopt)
	Makes an instruction changing a working order to a new shape.
template<typename Broker>
AmendInstruction	reprice (const WorkingOrder< Broker > &order, Decimal64 price, std::optional< Decimal64 > quantity=std::nullopt)
	Makes an instruction changing only a working order's price.
std::string	format_iso8601_utc (std::chrono::system_clock::time_point value)
	Formats an instant as an ISO 8601 timestamp in UTC, such as 2026-10-06T00:30:00Z.
std::optional< std::chrono::system_clock::time_point >	parse_iso8601_timestamp (std::string_view value)
	Parses an ISO 8601 timestamp, YYYY-MM-DDTHH:MM:SS[.fraction] followed by Z or a +hh:mm/-hh:mm offset.

Variables
constexpr std::array< BarInterval, 9 >	all_bar_intervals
	Every BarInterval, in declaration order.
constexpr std::array< Country, 2 >	all_countries {Country::KR, Country::US}
	Every Country, in declaration order.
constexpr std::array< Venue, 4 >	all_venues {Venue::UNSPECIFIED, Venue::KRX, Venue::NXT, Venue::COMBINED}
	Every Venue, in declaration order.
constexpr std::array< OrderSide, 2 >	all_order_sides {OrderSide::BUY, OrderSide::SELL}
	Every OrderSide, in declaration order.
constexpr std::array< OrderType, 9 >	all_order_types
	Every OrderType, in declaration order.
constexpr std::array< TimeInForce, 4 >	all_times_in_force
	Every TimeInForce, in declaration order.
constexpr std::array< OrderSession, 9 >	all_order_sessions
	Every OrderSession, in declaration order.

Detailed Description

The library: broker-neutral types (core), and the modules below.

Include <algotradelib/core> for orders, quotes, bars, instruments and the calendar, and <algotradelib/broker> for the broker port (BrokerSession, BlockingSession, BrokerTraits, BrokerCaps); each module has its own umbrella header (<algotradelib/runner>, <algotradelib/kis>, ...).

Typedef Documentation

◆ tcp

using algotradelib::tcp = net::ip::tcp

Short for boost::asio::ip::tcp.

Definition at line 43 of file http_client.hpp.

Enumeration Type Documentation

◆ BarInterval

enum class algotradelib::BarInterval

strong

The period one bar covers.

Only periods a broker publishes; an interval a broker does not publish is refused, not built by aggregating shorter bars.

Enumerator
FIVE_MINUTES	Five minutes.
FIFTEEN_MINUTES	Fifteen minutes.
THIRTY_MINUTES	Thirty minutes.
ONE_HOUR	Sixty minutes.

Definition at line 20 of file market_data.hpp.

◆ BarStamp

enum class algotradelib::BarStamp

strong

Which edge of its period a bar's timestamp marks.

Brokers differ: Toss stamps a minute bar at its close (covering [t - 1m, t)) and a daily bar at local midnight, its open; KIS reports a daily bar by its trading date. Reading an open-stamped bar as close-stamped looks ahead by one bar.

Enumerator
OPEN	The timestamp is the first instant of the period.
CLOSE	The timestamp is the instant the period ended.

Definition at line 117 of file market_data.hpp.

◆ CommissionOrigin

enum class algotradelib::CommissionOrigin

strong

Where a commission schedule's numbers came from.

Enumerator
BROKER_PUBLISHED	The broker published them, through an inquiry the library made.
CALLER_STATED	The caller stated them, from a fee page or their own agreement.

Definition at line 1374 of file types.hpp.

◆ Country

enum class algotradelib::Country

strong

A country (market) the library supports.

Adding a country requires its broker mappings; an unknown wire value is never mapped onto one of these.

Definition at line 30 of file types.hpp.

◆ DateExclusion

enum class algotradelib::DateExclusion

strong

What an instrument's listing and delisting dates say about one day.

Enumerator
EXCLUDED	A readable date rules the day out: listed after it, or delisted on or before it.
NOT_EXCLUDED	No date rules it out and neither is unreadable. This does not mean "listed".
UNREADABLE	No readable date rules it out, but an unreadable date might.

Definition at line 459 of file instrument.hpp.

◆ ErrorCategory

enum class algotradelib::ErrorCategory

strong

The kind of failure a BrokerError reports.

For an order, runner::outcome_of turns the category into whether the order may exist.

Enumerator
CANCELLED	The operation was cancelled, such as by closing the client or a local deadline.
TRANSPORT	The connection failed (DNS, connect, TLS, write or read).
HTTP	The broker answered with an HTTP error status (http_status_).
AUTHENTICATION	The credentials or token were refused.
RATE_LIMIT	The broker refused the request for its rate limit.
PROTOCOL	The reply could not be read, or the broker declared a failure this client does not classify further: at KIS an unrecognized reply with rt_cd not 0 (such as insufficient balance), at Toss any refusal but a rate limit or a refused token (AUTHENTICATION), at Kiwoom a return_code outside its documented error list. For an order it means the outcome is unknown.
INVALID_ARGUMENT	The request was invalid, refused by the client before sending or by the broker. By the broker: reached_broker_ is set. That includes the order refusals the KIS and Kiwoom clients recognize, each from the server it was seen from: from their demo servers nothing to sell, the market not yet open or closed, and nothing left to cancel; from their real servers KIS's after-market session refusal and Kiwoom's no-balance and nothing-left-to-cancel refusals.

Definition at line 687 of file types.hpp.

◆ InstrumentStatus

enum class algotradelib::InstrumentStatus

strong

Whether an instrument is listed, awaiting listing, or delisted.

Definition at line 125 of file instrument.hpp.

◆ OrderSession

enum class algotradelib::OrderSession

strong

The trading session an order is submitted into.

A session the broker does not offer is refused on a request before any I/O.

Enumerator
REGULAR	The continuous regular session.
OPENING_AUCTION	The opening single-price auction (시가단일가; Toss OPG).
CLOSING_AUCTION	The closing auction (Toss CLS, a US limit-on-close).
PRE_MARKET	Before the open, at the previous session's close (장전 시간외).
AFTER_HOURS	After the close, at that session's close (장후 시간외).
AFTER_HOURS_AUCTION	The after-hours single-price auction (시간외 단일가).
AFTER_MARKET	KRX's after-market session (애프터마켓).
GTP	NXT's GTP session.

Definition at line 1839 of file types.hpp.

◆ OrderSide

enum class algotradelib::OrderSide

strong

The side of an order: its economic direction, buy or sell.

Closed at two values. A short sale is a sell and a cover is a buy; a mark that says which (short, short-exempt, cover only) is a separate fact this library does not carry yet.

Definition at line 1683 of file types.hpp.

◆ OrderStatus

enum class algotradelib::OrderStatus

strong

Where an order stands in its lifecycle.

CANCEL_REJECTED, REPLACE_REJECTED and REPLACED describe a cancel or modify instruction, which brokers list as rows of their own. UNKNOWN is a status the library does not recognize; one such row does not fail a listing.

Definition at line 1879 of file types.hpp.

◆ OrderType

enum class algotradelib::OrderType

strong

How an order's price is decided (its price basis).

The execution condition is TimeInForce and the session is OrderSession; a broker's single order code (such as KIS ORD_DVSN) maps to all three. A request is accepted only for combinations the broker publishes; an adapter refuses others before any I/O. On a read, an unrecognized combination is UNKNOWN. carries_caller_price says which bases take a price.

Enumerator
LIMIT	지정가: fills at the stated price or better.
MARKET	시장가: fills at whatever the book offers.
CONDITIONAL_LIMIT	조건부지정가: a limit that becomes a market order at the close.
BEST_LIMIT	최유리지정가: priced at the best quote on the opposite side.
PRIMARY_LIMIT	최우선지정가: priced at the best quote on the order's own side.
MID_PRICE	중간가: priced at the midpoint of the spread.
STOP_LIMIT	스톱지정가: a limit released when a trigger price is reached.
CLOSING_PRICE	시간외종가: priced at a session's closing price.

Definition at line 1707 of file types.hpp.

◆ RateApplicability

enum class algotradelib::RateApplicability

strong

Whether a commission rate applies on a date.

Enumerator

NO

A readable date bound puts the date outside the rate's window.

YES

Every bound was readable, and they cover the date.

UNREADABLE

Unknown: no readable bound excludes the date, but a bound could not be read.

Do not fall back to another rate on this answer; the unreadable row may be the one in force.

Definition at line 1427 of file types.hpp.

◆ SecurityType

enum class algotradelib::SecurityType

strong

What kind of security an instrument is.

UNKNOWN appears only on reads, for a type the library does not normalize.

Definition at line 111 of file instrument.hpp.

◆ SellableSource

enum class algotradelib::SellableSource

strong

Where the library gets a broker's sellable quantity.

Enumerator
HOLDINGS	On the holdings snapshot, at no extra request.
INQUIRY	From a per-instrument inquiry, made only where the snapshot has no figure.
NONE	No per-instrument inquiry: any figure comes on the holdings rows (Kiwoom), or there is none.

Definition at line 1092 of file types.hpp.

◆ TimeInForce

enum class algotradelib::TimeInForce

strong

How long an order stays valid and what happens to an unfilled remainder.

The session is a separate field, OrderSession: an at-the-close order is DAY in the CLOSING_AUCTION session. UNKNOWN appears only on reads, never on requests.

Enumerator
DAY	Rests until the session ends; an unfilled remainder is cancelled then.
IMMEDIATE_OR_CANCEL	Fills what it can immediately and cancels the remainder.
FILL_OR_KILL	Fills entirely and immediately, or not at all.

Definition at line 1797 of file types.hpp.

◆ Venue

enum class algotradelib::Venue

strong

A trading venue: an exchange, or the combined view across exchanges.

UNSPECIFIED leaves routing to the broker's default. Broker wire codes stay in the adapters.

Definition at line 43 of file types.hpp.

◆ VenueKeyKind

enum class algotradelib::VenueKeyKind

strong

Which kind of venue a VenueKey names.

Enumerator
ANY	Any venue (a venue-neutral rate).
NORMALIZED	A Venue the library normalizes.
RAW	A broker venue code the library does not normalize, kept verbatim.

Definition at line 1228 of file types.hpp.

Function Documentation

◆ amended_trigger_price()

std::optional< Decimal64 > algotradelib::amended_trigger_price ( const AmendInstruction & instruction )

inline

Returns the trigger price an amendment leaves the order with.

Parameters

instruction The amendment.

Returns: The trigger shape_ states; otherwise the resting order's trigger if both shapes are STOP_LIMIT; otherwise std::nullopt.

Definition at line 2271 of file types.hpp.

Referenced by amended_trigger_price().

◆ answers_every_capability()

template<typename Client>

bool algotradelib::answers_every_capability ( )

constexpr

Reads every capability of a client's traits (see reads_every_capability).

Template Parameters

Client The broker client type.

Returns: Always true; a missing capability fails to compile.

Definition at line 259 of file broker_caps.hpp.

Referenced by answers_every_capability().

◆ async_accounts()

template<typename Client, typename CompletionToken>

auto algotradelib::async_accounts	(	Client &	client,
		CompletionToken &&	token )

Lists a broker's accounts, before a session exists; requires BrokerCaps<Client>::has_account_discovery (KIS reads its account from configuration).

Template Parameters

Client	An asynchronous broker client type.
CompletionToken	A completion token for void(Result<std::vector<AccountInfo<Client>>>).

Parameters

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

Returns: Whatever token produces.

Definition at line 1274 of file broker_session.hpp.

Referenced by async_accounts(), and algotradelib::conformance::call_claimed_async_verbs().

◆ bar_interval_length()

std::optional< std::chrono::seconds > algotradelib::bar_interval_length ( BarInterval interval )

inlineconstexprnoexcept

Returns an interval's fixed length, for an intraday interval.

Parameters

interval The interval.

Returns: 60, 300, 900, 1800 or 3600 seconds; std::nullopt for a day or longer, which has no fixed trading length (a trading day is not 24 hours, and a month has no fixed length).

Definition at line 84 of file market_data.hpp.

Referenced by bar_interval_length(), and algotradelib::backtest::interval_duration().

◆ bar_interval_name()

std::string_view algotradelib::bar_interval_name ( BarInterval interval )

inlineconstexprnoexcept

Returns a short name for an interval, such as "1m", "5m", "1h" or "1d".

Parameters

interval The interval.

Returns: The name; empty for a value that is not a BarInterval.

Definition at line 54 of file market_data.hpp.

Referenced by bar_interval_name(), algotradelib::kis::unsupported_bar_interval(), and algotradelib::kiwoom::unsupported_bar_interval().

◆ cancel_all()

template<typename Broker>

AmendInstruction algotradelib::cancel_all ( const WorkingOrder< Broker > & order )

inline

Makes an instruction cancelling all that remains of an order.

Template Parameters

Broker The broker tag.

Parameters

order The working order.

Returns: The instruction, carrying the order's shape, venue and amendable quantity.

Definition at line 2362 of file types.hpp.

Referenced by algotradelib::live::SessionExecutor< Session >::cancel(), and cancel_all().

◆ cancel_quantity()

template<typename Broker>

AmendInstruction algotradelib::cancel_quantity	(	const WorkingOrder< Broker > &	order,
		Decimal64	quantity )

inline

Makes an instruction cancelling part of an order.

Template Parameters

Broker The broker tag.

Parameters

order	The working order.
quantity	The quantity to cancel; check BrokerCaps::has_partial_cancel first.

Returns: The instruction.

Definition at line 2385 of file types.hpp.

Referenced by cancel_quantity().

◆ carries_caller_price()

bool algotradelib::carries_caller_price ( OrderType type )

inlineconstexprnoexcept

Tests whether an order type takes a price from the caller.

A type that does not is sent without a price; a type that does must have one.

Parameters

type	The order type.

Returns: true for LIMIT, CONDITIONAL_LIMIT and STOP_LIMIT.

Definition at line 1748 of file types.hpp.

Referenced by carries_caller_price(), and algotradelib::runner::unresolvable_reason().

◆ carries_trigger_price()

bool algotradelib::carries_trigger_price ( OrderType type )

inlineconstexprnoexcept

Tests whether an order type takes a trigger price.

A trigger stated on any other type is refused, not dropped. The trigger's direction, tick grid and relation to the limit are the broker's rules and are not checked by the library.

Parameters

type	The order type.

Returns: true for STOP_LIMIT only.

Definition at line 1774 of file types.hpp.

Referenced by amended_trigger_price(), carries_trigger_price(), algotradelib::backtest::NextBarFillModel::decide(), algotradelib::kiwoom::invalid_trigger(), algotradelib::strategy::is_stop_order(), and algotradelib::runner::unresolvable_reason().

◆ commission_origin_is_broker()

bool algotradelib::commission_origin_is_broker ( CommissionOrigin origin )

inlineconstexprnoexcept

Tests whether commission rates of this origin came from the broker.

Parameters

origin The origin.

Returns: true for BROKER_PUBLISHED.

Definition at line 1386 of file types.hpp.

Referenced by algotradelib::backtest::commission_model_from(), and commission_origin_is_broker().

◆ commission_origin_name()

std::string_view algotradelib::commission_origin_name ( CommissionOrigin origin )

inlineconstexprnoexcept

Returns a lowercase name for an origin, such as "caller_stated", for reports.

Parameters

origin The origin.

Returns: The name.

Definition at line 1416 of file types.hpp.

Referenced by commission_origin_name().

◆ commission_origin_names_tariff()

bool algotradelib::commission_origin_names_tariff ( CommissionOrigin origin )

inlineconstexprnoexcept

Tests whether a schedule of this origin must name the tariff it was read from.

Parameters

origin The origin.

Returns: true for CALLER_STATED: nothing else says which channel's published table it is.

Definition at line 1401 of file types.hpp.

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

◆ date_from_epoch_days()

Date algotradelib::date_from_epoch_days ( std::int64_t days )

inline

Converts a day count since 1970-01-01 to a Gregorian date.

Howard Hinnant's civil_from_days, exact for any day count whose year fits an int (far beyond years 1 to 9999). The result is not checked against is_valid_date's year range.

Parameters

days	Days after 1970-01-01; negative counts go backwards.

Returns: The date.

Definition at line 1186 of file types.hpp.

Referenced by date_from_epoch_days(), and algotradelib::strategy::SessionWindow::local_date().

◆ decimal_add()

std::optional< Decimal64 > algotradelib::decimal_add	(	const Decimal64 &	lhs,
		const Decimal64 &	rhs )

inline

Adds two decimals exactly.

Parameters

lhs	The first addend.
rhs	The second addend.

Returns: The normalized sum, or std::nullopt if it, or either operand rescaled to the larger scale, does not fit.

Definition at line 509 of file types.hpp.

Referenced by algotradelib::runner::ChargedCosts::add(), algotradelib::backtest::ReplayLedger::apply(), algotradelib::backtest::SlippageModel::apply(), algotradelib::strategy::closes_toward_flat(), decimal_add(), algotradelib::backtest::ReplayLedger::equity_in(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::DepthSnapshot::mid(), algotradelib::strategy::Portfolio< Broker >::net_quantity_of(), algotradelib::strategy::projected_gross_exposure(), algotradelib::strategy::reconcile(), algotradelib::PriceRule::round_to_tick(), and algotradelib::strategy::Portfolio< Broker >::working_quantity().

◆ decimal_divide()

std::optional< Decimal64 > algotradelib::decimal_divide	(	const Decimal64 &	lhs,
		const Decimal64 &	rhs,
		std::uint8_t	scale )

inline

Divides two decimals, truncating toward zero at a given scale.

decimal_divide(x, y, 0) is the number of whole y in x, as when sizing an order in shares.

Parameters

lhs	The dividend.
rhs	The divisor.
scale	The number of fractional digits to keep.

Returns: The normalized quotient, or std::nullopt if rhs is zero, or the rescaled operands or the dividend multiplied by 10^scale do not fit.

Definition at line 602 of file types.hpp.

Referenced by algotradelib::backtest::SlippageModel::apply(), decimal_divide(), algotradelib::backtest::CommissionModel::on(), algotradelib::strategy::vanilla::VolatilityTargetSizing::on_bar(), algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase(), algotradelib::strategy::reconcile(), and algotradelib::strategy::weight_target().

◆ decimal_floor_to_multiple()

std::optional< Decimal64 > algotradelib::decimal_floor_to_multiple	(	const Decimal64 &	value,
		const Decimal64 &	step )

inline

Rounds down to a multiple of a step (toward negative infinity).

The result is never greater than value, on either side of zero.

Parameters

value	The value.
step	The step, such as a lot size; must be positive.

Returns: The largest multiple of step not above value, or std::nullopt if step is not positive, the operands rescaled to a common scale do not fit, or the result does not fit (a negative value near the smallest int64 coefficient).

Definition at line 639 of file types.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide(), and decimal_floor_to_multiple().

◆ decimal_halve()

std::optional< Decimal64 > algotradelib::decimal_halve ( const Decimal64 & value )

inline

Halves a decimal exactly, adding a decimal place when needed.

Parameters

value The value.

Returns: The normalized half, or std::nullopt if it does not fit.

Definition at line 549 of file types.hpp.

Referenced by decimal_halve(), and algotradelib::DepthSnapshot::mid().

◆ decimal_less()

bool algotradelib::decimal_less	(	const Decimal64 &	lhs,
		const Decimal64 &	rhs )

inline

Compares two decimals numerically, whatever their scales.

Parameters

lhs	The first value.
rhs	The second value.

Returns: true if lhs < rhs.

Definition at line 665 of file types.hpp.

Referenced by algotradelib::backtest::ReplayLedger::apply(), algotradelib::backtest::SlippageModel::apply(), algotradelib::strategy::closes_toward_flat(), algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::confirm_from_history(), algotradelib::backtest::NextBarFillModel::decide(), decimal_less(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::backtest::CommissionModel::on(), algotradelib::strategy::vanilla::VolatilityTargetSizing::on_bar(), order_depth(), algotradelib::strategy::projected_gross_exposure(), algotradelib::strategy::reconcile(), algotradelib::strategy::Portfolio< Broker >::sellable_reading_for(), algotradelib::PriceRule::tick_at(), algotradelib::strategy::weight_target(), algotradelib::backtest::NextBarFillModel::with_sell_tax(), and algotradelib::strategy::Portfolio< Broker >::working_quantity().

◆ decimal_multiply()

std::optional< Decimal64 > algotradelib::decimal_multiply	(	const Decimal64 &	lhs,
		const Decimal64 &	rhs )

inline

Multiplies two decimals exactly; the scales add.

Parameters

lhs	The first factor.
rhs	The second factor.

Returns: The normalized product, or std::nullopt if the product of the coefficients or the sum of the scales does not fit (checked before trailing zeros are removed).

Definition at line 571 of file types.hpp.

Referenced by algotradelib::backtest::ReplayLedger::apply(), algotradelib::backtest::SlippageModel::apply(), algotradelib::backtest::NextBarFillModel::decide(), decimal_multiply(), algotradelib::backtest::ReplayLedger::equity_in(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::backtest::ReplayLedger::mark(), algotradelib::backtest::CommissionModel::on(), algotradelib::strategy::projected_gross_exposure(), algotradelib::strategy::reconcile(), and algotradelib::strategy::weight_target().

◆ decimal_normalized()

Decimal64 algotradelib::decimal_normalized ( const Decimal64 & value )

inline

Removes trailing fractional zeros, so equal numbers compare equal with ==.

Parameters

value The value.

Returns: The same number at the smallest scale that represents it.

Definition at line 455 of file types.hpp.

Referenced by decimal_add(), decimal_divide(), decimal_floor_to_multiple(), decimal_halve(), decimal_multiply(), decimal_normalized(), decimal_subtract(), and algotradelib::PriceRule::round_to_tick().

◆ decimal_subtract()

std::optional< Decimal64 > algotradelib::decimal_subtract	(	const Decimal64 &	lhs,
		const Decimal64 &	rhs )

inline

Subtracts two decimals exactly.

Parameters

lhs	The minuend.
rhs	The subtrahend.

Returns: The normalized difference, or std::nullopt if it, or either operand rescaled to the larger scale, does not fit.

Definition at line 530 of file types.hpp.

Referenced by algotradelib::backtest::ReplayLedger::apply(), algotradelib::backtest::SlippageModel::apply(), algotradelib::strategy::closes_toward_flat(), algotradelib::backtest::NextBarFillModel::decide(), decimal_subtract(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::strategy::projected_gross_exposure(), algotradelib::strategy::reconcile(), algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::retry_retained_targets(), algotradelib::PriceRule::round_to_tick(), algotradelib::runner::ChargedCosts::since(), algotradelib::DepthSnapshot::spread(), and algotradelib::strategy::Portfolio< Broker >::working_quantity().

◆ error_category_is_rate_limit()

bool algotradelib::error_category_is_rate_limit ( ErrorCategory category )

inlineconstexprnoexcept

Tests whether an error of this category is a broker asking the caller to slow down, so the request may be tried again later and the pacer should hold.

Parameters

category The category.

Returns: true for RATE_LIMIT only.

Definition at line 722 of file types.hpp.

Referenced by algotradelib::runner::broker_rate_limited(), error_category_is_rate_limit(), and algotradelib::live::poll_outcome_of().

◆ format_iso8601_utc()

std::string algotradelib::format_iso8601_utc ( std::chrono::system_clock::time_point value )

inline

Formats an instant as an ISO 8601 timestamp in UTC, such as 2026-10-06T00:30:00Z.

Parameters

value The instant; fractions of a second are dropped.

Returns: The text.

Definition at line 2453 of file types.hpp.

Referenced by format_iso8601_utc(), and algotradelib::runner::journal_entry_to_line().

◆ is_valid_date()

bool algotradelib::is_valid_date ( const Date & date )

inline

Tests whether a date exists in the Gregorian calendar, in years 1 to 9999.

Parameters

date The date.

Returns: true if valid.

Definition at line 1212 of file types.hpp.

Referenced by is_valid_date(), and parse_iso8601_timestamp().

◆ kis_effective_route()

Venue algotradelib::kis_effective_route ( Venue asked )

inlineconstexprnoexcept

Returns the venue a KIS order actually reaches.

Parameters

asked The order's venue.

Returns: KRX if asked is UNSPECIFIED (KIS's documented default), otherwise asked.

Definition at line 394 of file traits.hpp.

Referenced by algotradelib::BrokerTraits< kis::KisBlockingClient >::effective_route(), algotradelib::BrokerTraits< kis::KisClient >::effective_route(), and kis_effective_route().

◆ kiwoom_route()

Venue algotradelib::kiwoom_route ( Venue asked )

inlineconstexprnoexcept

Returns the venue a Kiwoom order reaches: the one it names. Kiwoom has no default venue, so an order naming none is refused before sending.

Parameters

asked The order's venue.

Returns: asked.

Definition at line 573 of file traits.hpp.

Referenced by algotradelib::BrokerTraits< kiwoom::KiwoomBlockingClient >::effective_route(), algotradelib::BrokerTraits< kiwoom::KiwoomClient >::effective_route(), and kiwoom_route().

◆ list_accounts()

template<typename Client>

Result< std::vector< AccountInfo< Client > > > algotradelib::list_accounts ( Client & client )

Lists a broker's accounts with a blocking client, before a session exists; requires BrokerCaps<Client>::has_account_discovery.

Template Parameters

Client A blocking broker client type.

Parameters

client The client.

Returns: The accounts, or an error.

Definition at line 1311 of file broker_session.hpp.

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

◆ lists_every_value() [1/2]

template<typename Enum, std::size_t N, typename IsEnumerator>

bool algotradelib::lists_every_value	(	const Enum(&)	values[N],
		IsEnumerator	is_enumerator )

constexprnoexcept

Tests whether a list holds every value of an enum exactly once, in any order.

The same check for a built-in array, such as runner::all_poll_kinds.

Template Parameters

Enum	The enum.
N	The list's length.
IsEnumerator	A callable taking an Enum and returning bool.

Parameters

values	The list.
is_enumerator	Whether a value is one of the enum's.

Returns: true if values lists each of the enum's values once.

Definition at line 107 of file enum_values.hpp.

◆ lists_every_value() [2/2]

template<typename Enum, std::size_t N, typename IsEnumerator>

bool algotradelib::lists_every_value	(	const std::array< Enum, N > &	values,
		IsEnumerator	is_enumerator )

constexprnoexcept

Tests whether a list holds every value of an enum exactly once, in any order.

The enum must be scoped (enum class), and its values 0 to N - 1: no enumerator may state its own value. Then N distinct enumerators below N are all of them, and N itself must not be one, or the enum is longer than the list (unless N values already fill the underlying type).

Use it in a static_assert beside the list. Pass a test that is true exactly for the enum's values, such as the enum's name function, whose switch has a case for each value and returns "" after it:

static_assert(lists_every_value(all_venues, [](Venue venue) { return !venue_name(venue).empty(); }));

algotradelib::all_venues

constexpr std::array< Venue, 4 > all_venues

Every Venue, in declaration order.

Definition types.hpp:51

algotradelib::lists_every_value

constexpr bool lists_every_value(const std::array< Enum, N > &values, IsEnumerator is_enumerator) noexcept

Tests whether a list holds every value of an enum exactly once, in any order.

Definition enum_values.hpp:86

algotradelib::venue_name

constexpr std::string_view venue_name(Venue venue) noexcept

Returns a display name for a venue, such as "KRX".

Definition types.hpp:58

algotradelib::Venue

Venue

A trading venue: an exchange, or the combined view across exchanges.

Definition types.hpp:43

Template Parameters

Enum	The enum.
N	The list's length.
IsEnumerator	A callable taking an Enum and returning bool.

Parameters

values	The list.
is_enumerator	Whether a value is one of the enum's.

Returns: true if values lists each of the enum's values once.

Definition at line 86 of file enum_values.hpp.

Referenced by lists_every_value(), and lists_every_value().

◆ market_segment()

MarketSegment algotradelib::market_segment ( std::string_view code )

inline

Maps a broker's segment code to a MarketSegment.

Parameters

code	The code, such as "KOSDAQ".

Returns: The recognized segment, or UNKNOWN with the code kept in other_ if it fits (otherwise both are empty).

Definition at line 88 of file instrument.hpp.

Referenced by market_segment().

◆ order_depth()

void algotradelib::order_depth ( DepthSnapshot & book )

inline

Sorts a book's levels best first: bids descending, asks ascending.

Parameters

book	The book to sort in place.

Definition at line 274 of file market_data.hpp.

Referenced by order_depth().

◆ order_status_cancel_pending()

bool algotradelib::order_status_cancel_pending ( OrderStatus status )

inlineconstexprnoexcept

Tests whether a cancellation of an order in this status is already on its way, so asking again can only be refused.

Parameters

status The status.

Returns: true for PENDING_CANCEL only.

Definition at line 1899 of file types.hpp.

Referenced by order_status_cancel_pending(), and algotradelib::strategy::reconcile().

◆ parse_iso8601_timestamp()

std::optional< std::chrono::system_clock::time_point > algotradelib::parse_iso8601_timestamp ( std::string_view value )

inline

Parses an ISO 8601 timestamp, YYYY-MM-DDTHH:MM:SS[.fraction] followed by Z or a +hh:mm/-hh:mm offset.

Fractional seconds are truncated to the millisecond.

Parameters

value The text, such as 2026-10-06T09:30:00.250+09:00.

Returns: The instant, or std::nullopt if the text is not exactly that form (a non-digit in the fraction, an offset outside -23:59..+23:59, or anything after the zone included), or the date or time is invalid.

Definition at line 2478 of file types.hpp.

Referenced by parse_iso8601_timestamp().

◆ price_rule_for()

PriceRule algotradelib::price_rule_for	(	Country	country,
		SecurityType	type )

inline

Returns the library's price grid for a kind of security in a country.

KRX stocks, foreign stocks, depositary receipts, infrastructure funds and REITs get the equity table; ETFs, ETNs, warrants and unknown types get an UNKNOWN rule. US listings are unconstrained, whatever their type.

Parameters

country	The listing country.
type	The security type.

Returns: The rule.

Definition at line 333 of file instrument.hpp.

Referenced by price_rule_for().

◆ reads_every_capability()

template<typename Caps>

bool algotradelib::reads_every_capability ( )

constexpr

Reads every capability constant of a capability set, so a missing one fails to compile here.

Template Parameters

Caps	BrokerCaps<Client>, or a hand-written set such as strategy::NoCaps.

Returns: Always true.

Definition at line 217 of file broker_caps.hpp.

Referenced by answers_every_capability(), and reads_every_capability().

◆ replace_with()

template<typename Broker>

AmendInstruction algotradelib::replace_with	(	const WorkingOrder< Broker > &	order,
		OrderShape	shape,
		std::optional< Decimal64 >	quantity = std::nullopt )

inline

Makes an instruction changing a working order to a new shape.

An unset time in force or session stays as the order has it; an unset trigger stays only if both shape and the order are STOP_LIMIT (see amended_trigger_price). A set value is a deliberate change, made where the broker can and refused where it cannot. To change only the price, use reprice.

Template Parameters

Broker The broker tag.

Parameters

order	The working order.
shape	The new shape, such as OrderShape{OrderType::LIMIT, price}.
quantity	The quantity to amend, or unset for all that remains.

Returns: The instruction.

Definition at line 2414 of file types.hpp.

Referenced by replace_with(), and reprice().

◆ reprice()

template<typename Broker>

AmendInstruction algotradelib::reprice	(	const WorkingOrder< Broker > &	order,
		Decimal64	price,
		std::optional< Decimal64 >	quantity = std::nullopt )

inline

Makes an instruction changing only a working order's price.

Template Parameters

Broker The broker tag.

Parameters

order	The working order.
price	The new price.
quantity	The quantity to amend, or unset for all that remains.

Returns: The instruction.

Definition at line 2438 of file types.hpp.

Referenced by reprice().

◆ resting_shape()

template<typename Broker>

OrderShape algotradelib::resting_shape ( const WorkingOrder< Broker > & order )

inline

Returns a working order's current shape.

Template Parameters

Broker The broker tag.

Parameters

order The working order.

Returns: Its type, price, trigger, time in force and session.

Definition at line 2345 of file types.hpp.

Referenced by replace_with(), reprice(), and resting_shape().

◆ sellable_coverage_name()

std::string_view algotradelib::sellable_coverage_name ( SellableBasis::Coverage coverage )

inlineconstexprnoexcept

Returns a lowercase name for a coverage, such as "whole_holding", for logs.

Parameters

coverage The coverage.

Returns: The name.

Definition at line 987 of file types.hpp.

Referenced by sellable_coverage_name().

◆ sellable_resting_name()

std::string_view algotradelib::sellable_resting_name ( SellableBasis::RestingTreatment treatment )

inlineconstexprnoexcept

Returns a lowercase name for a treatment, such as "deduct", for logs.

Parameters

treatment The treatment.

Returns: The name.

Definition at line 1005 of file types.hpp.

Referenced by sellable_resting_name().

◆ sellable_source_name()

std::string_view algotradelib::sellable_source_name ( SellableSource source )

inlineconstexprnoexcept

Returns a lowercase name for a source, such as "inquiry", for logs.

Parameters

source The source.

Returns: The name.

Definition at line 1106 of file types.hpp.

Referenced by sellable_source_name().

◆ time_in_force_expires_at_close()

bool algotradelib::time_in_force_expires_at_close ( TimeInForce condition )

inlineconstexprnoexcept

Tests whether an order with this condition expires at the session's close, so its filled quantity is final once the session has ended.

Parameters

condition The condition.

Returns: true for DAY; false for IMMEDIATE_OR_CANCEL and FILL_OR_KILL (never resting) and for UNKNOWN.

Definition at line 1822 of file types.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::feed(), and time_in_force_expires_at_close().

◆ value_named()

template<typename Enum, std::size_t N, typename Name>

std::optional< Enum > algotradelib::value_named	(	const std::array< Enum, N > &	values,
		Name	name,
		std::string_view	text )

constexprnoexcept

Returns the value of a list whose name is text, so a parser reads exactly what its writer writes.

Template Parameters

Enum	The enum.
N	The list's length.
Name	A callable taking an Enum and returning something comparable with std::string_view.

Parameters

values	Every value of the enum, such as all_venues.
name	The name function the writer uses.
text	The text to read.

Returns: The value named text, or std::nullopt if none is, and always for an empty text (what a name function returns for a value that is not an enumerator).

Definition at line 129 of file enum_values.hpp.

Referenced by algotradelib::runner::journal_action_from(), algotradelib::runner::journal_outcome_from(), algotradelib::runner::stop_intent_from(), and value_named().

◆ venue_key_kind_name()

std::string_view algotradelib::venue_key_kind_name ( VenueKeyKind kind )

inlineconstexprnoexcept

Returns a lowercase name for a key kind, such as "raw", for reports.

Parameters

kind The kind.

Returns: The name.

Definition at line 1361 of file types.hpp.

Referenced by venue_key_kind_name().

◆ venue_name()

std::string_view algotradelib::venue_name ( Venue venue )

inlineconstexprnoexcept

Returns a display name for a venue, such as "KRX".

Parameters

venue The venue.

Returns: The name; empty for a value that is not a Venue.

Definition at line 58 of file types.hpp.

Referenced by venue_name().

Variable Documentation

◆ all_bar_intervals

std::array<BarInterval, 9> algotradelib::all_bar_intervals

inlineconstexpr

Initial value:

{
  BarInterval::ONE_MINUTE,
  BarInterval::ONE_DAY,
  BarInterval::ONE_WEEK,
  BarInterval::ONE_MONTH,
  BarInterval::ONE_YEAR,
  BarInterval::FIVE_MINUTES,
  BarInterval::FIFTEEN_MINUTES,
  BarInterval::THIRTY_MINUTES,
  BarInterval::ONE_HOUR,
}

Every BarInterval, in declaration order.

Definition at line 37 of file market_data.hpp.

◆ all_countries

std::array<Country, 2> algotradelib::all_countries {Country::KR, Country::US}

inlineconstexpr

Every Country, in declaration order.

Definition at line 36 of file types.hpp.

◆ all_order_sessions

std::array<OrderSession, 9> algotradelib::all_order_sessions

inlineconstexpr

Initial value:

{
  OrderSession::UNKNOWN,
  OrderSession::REGULAR,
  OrderSession::OPENING_AUCTION,
  OrderSession::CLOSING_AUCTION,
  OrderSession::PRE_MARKET,
  OrderSession::AFTER_HOURS,
  OrderSession::AFTER_HOURS_AUCTION,
  OrderSession::AFTER_MARKET,
  OrderSession::GTP,
}

Every OrderSession, in declaration order.

Definition at line 1860 of file types.hpp.

◆ all_order_sides

std::array<OrderSide, 2> algotradelib::all_order_sides {OrderSide::BUY, OrderSide::SELL}

inlineconstexpr

Every OrderSide, in declaration order.

Definition at line 1689 of file types.hpp.

◆ all_order_types

std::array<OrderType, 9> algotradelib::all_order_types

inlineconstexpr

Initial value:

{
  OrderType::UNKNOWN,
  OrderType::LIMIT,
  OrderType::MARKET,
  OrderType::CONDITIONAL_LIMIT,
  OrderType::BEST_LIMIT,
  OrderType::PRIMARY_LIMIT,
  OrderType::MID_PRICE,
  OrderType::STOP_LIMIT,
  OrderType::CLOSING_PRICE,
}

Every OrderType, in declaration order.

Definition at line 1728 of file types.hpp.

◆ all_times_in_force

std::array<TimeInForce, 4> algotradelib::all_times_in_force

inlineconstexpr

Initial value:

{
  TimeInForce::UNKNOWN,
  TimeInForce::DAY,
  TimeInForce::IMMEDIATE_OR_CANCEL,
  TimeInForce::FILL_OR_KILL,
}

Every TimeInForce, in declaration order.

Definition at line 1808 of file types.hpp.

◆ all_venues

std::array<Venue, 4> algotradelib::all_venues {Venue::UNSPECIFIED, Venue::KRX, Venue::NXT, Venue::COMBINED}

inlineconstexpr

Every Venue, in declaration order.

Definition at line 51 of file types.hpp.

Namespaces

Classes

Typedefs

Enumerations

Functions

Variables

Detailed Description

Typedef Documentation

◆ tcp

Enumeration Type Documentation

◆ BarInterval

◆ BarStamp

◆ CommissionOrigin

◆ Country

◆ DateExclusion

◆ ErrorCategory

◆ InstrumentStatus

◆ OrderSession

◆ OrderSide

◆ OrderStatus

◆ OrderType

◆ RateApplicability

◆ SecurityType

◆ SellableSource

◆ TimeInForce

◆ Venue

◆ VenueKeyKind

Function Documentation

◆ amended_trigger_price()

◆ answers_every_capability()

◆ async_accounts()

◆ bar_interval_length()

◆ bar_interval_name()

◆ cancel_all()

◆ cancel_quantity()

◆ carries_caller_price()

◆ carries_trigger_price()

◆ commission_origin_is_broker()

◆ commission_origin_name()

◆ commission_origin_names_tariff()

◆ date_from_epoch_days()

◆ decimal_add()

◆ decimal_divide()

◆ decimal_floor_to_multiple()

◆ decimal_halve()

◆ decimal_less()

◆ decimal_multiply()

◆ decimal_normalized()

◆ decimal_subtract()

◆ error_category_is_rate_limit()

◆ format_iso8601_utc()

◆ is_valid_date()

◆ kis_effective_route()

◆ kiwoom_route()

◆ list_accounts()

◆ lists_every_value() [1/2]

◆ lists_every_value() [2/2]

◆ market_segment()

◆ order_depth()

◆ order_status_cancel_pending()

◆ parse_iso8601_timestamp()

◆ price_rule_for()

◆ reads_every_capability()

◆ replace_with()

◆ reprice()

◆ resting_shape()

◆ sellable_coverage_name()

◆ sellable_resting_name()

◆ sellable_source_name()

◆ time_in_force_expires_at_close()

◆ value_named()

◆ venue_key_kind_name()

◆ venue_name()

Variable Documentation

◆ all_bar_intervals

◆ all_countries

◆ all_order_sessions

◆ all_order_sides

◆ all_order_types

◆ all_times_in_force