algotradelib::AmendInstruction Struct Reference

A modification or cancellation of a working order. More...

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

Collaboration diagram for algotradelib::AmendInstruction:

Public Attributes
OrderShape	shape_
	The shape the order should have afterwards.
Venue	venue_ {Venue::UNSPECIFIED}
	The venue the order rests at, for a broker whose amendment needs it (KIS).
std::optional< Decimal64 >	quantity_
	The quantity affected; never substituted if a broker needs one and it is missing.
bool	all_remaining_ {false}
	Whether the whole remaining quantity is affected, rather than quantity_.
bool	confirm_high_value_ {false}
	Confirms a high-value amendment, where the broker asks for that confirmation.
std::optional< OrderShape >	resting_
	The shape the order has now, or unset if unknown.

Detailed Description

A modification or cancellation of a working order.

Build one from a WorkingOrder with cancel_all, cancel_quantity, replace_with or reprice, which fill in what the bound broker needs. all_remaining_ is never inferred. A broker that needs a quantity (KIS, even to cancel everything) refuses an instruction without one.

Definition at line 2240 of file types.hpp.

Member Data Documentation

all_remaining_

bool algotradelib::AmendInstruction::all_remaining_ {false}

Whether the whole remaining quantity is affected, rather than quantity_.

Definition at line 2252 of file types.hpp.

Referenced by algotradelib::cancel_all(), algotradelib::cancel_quantity(), and algotradelib::replace_with().

confirm_high_value_

bool algotradelib::AmendInstruction::confirm_high_value_ {false}

Confirms a high-value amendment, where the broker asks for that confirmation.

Definition at line 2254 of file types.hpp.

quantity_

std::optional<Decimal64> algotradelib::AmendInstruction::quantity_

The quantity affected; never substituted if a broker needs one and it is missing.

Definition at line 2250 of file types.hpp.

Referenced by algotradelib::cancel_all(), algotradelib::cancel_quantity(), and algotradelib::replace_with().

resting_

std::optional<OrderShape> algotradelib::AmendInstruction::resting_

The shape the order has now, or unset if unknown.

An adapter compares it with shape_ to tell a change from a keep. One that cannot verify a change it cannot send refuses before any I/O. The helper functions fill it in.

Definition at line 2261 of file types.hpp.

Referenced by algotradelib::amended_trigger_price(), algotradelib::cancel_all(), algotradelib::cancel_quantity(), and algotradelib::replace_with().

shape_

OrderShape algotradelib::AmendInstruction::shape_

The shape the order should have afterwards.

Definition at line 2242 of file types.hpp.

Referenced by algotradelib::amended_trigger_price(), algotradelib::cancel_all(), algotradelib::cancel_quantity(), and algotradelib::replace_with().

venue_

Venue algotradelib::AmendInstruction::venue_ {Venue::UNSPECIFIED}

The venue the order rests at, for a broker whose amendment needs it (KIS).

The helper functions copy it from the working order; UNSPECIFIED takes the broker's default.

Definition at line 2248 of file types.hpp.

Referenced by algotradelib::cancel_all(), algotradelib::cancel_quantity(), and algotradelib::replace_with().

---

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

• algotradelib/src/core/types.hpp