The BlockingSession adapter for tossinvest::TossBlockingClient. More...

#include <algotradelib/src/brokers/tossinvest/traits.hpp>

Inheritance diagram for algotradelib::BrokerTraits< tossinvest::TossBlockingClient >:

Collaboration diagram for algotradelib::BrokerTraits< tossinvest::TossBlockingClient >:

Public Types
using	Client = tossinvest::TossBlockingClient
	The client type.
using	Config = tossinvest::TossConfig
	The configuration type.
using	Account = std::int64_t
	The account type: the account sequence.
using	BrokerTag = tossinvest::Broker
	The broker tag.
using	PlaceAck = OrderAck
	The order acknowledgement type.
using	Amendment = tossinvest::TossAmendment
	The amendment type.
using	HistoryQuery = tossinvest::TossOrderQuery
	The order-history query type.
using	WorkingOrdersResult = OrderPage
	The working-order result type.
using	AccountListItem = tossinvest::TossAccount
	The account-listing item type.

Static Public Member Functions
static constexpr Venue	effective_route (Venue) noexcept
	Returns the venue a Toss order reaches: none in particular (Toss does not route by venue, and its listings carry none).
static const network::RateLimitStats *	rate_limit_stats (const Client &client)
	Returns this client's pacing statistics, or null when it is unpaced.
static Result< Instrument >	instrument (Client &client, InstrumentId subject)
	Returns static reference data for one instrument.
static Result< TradingCalendar >	calendar (Client &client, Country country, std::optional< Date > from)
	Returns the calendar for one market.
static Result< PriceLimits >	price_limits (Client &client, InstrumentId instrument)
	Returns today's price bounds.
static Result< std::vector< TradePrint > >	trades (Client &client, InstrumentId instrument, int count)
	Returns recent executions.
static Result< std::vector< QuoteSnapshot > >	prices (Client &client, std::vector< InstrumentId > instruments)
	Returns a quote for every instrument in one request.
static Result< DepthSnapshot >	depth (Client &client, InstrumentId instrument)
	Returns the order book.
static Result< BarSeries >	bars (Client &client, BarQuery query)
	Returns bars, paging inside the client.
static Result< QuoteSnapshot >	quote (Client &client, InstrumentId instrument)
	Returns a quote.
static Result< std::vector< AccountListItem > >	accounts (Client &client)
	Returns the broker's own account listing.
static Result< HoldingsSnapshot >	holdings (Client &client, const Account &account)
	Returns holdings for the bound account.
static Result< BuyingPower >	buying_power (Client &client, const Account &account, Currency currency)
	Returns what the bound account may spend in currency.
static Result< Decimal64 >	sellable_quantity (Client &client, const Account &account, InstrumentId instrument)
	Returns how much of instrument the bound account may sell.
static Result< CommissionSchedule >	commissions (Client &client, const Account &account)
	Returns the commission rates in force for the bound account.
static Result< PlaceAck >	place_order (Client &client, const Account &account, OrderRequest order)
	Submits an order for the bound account.
static Result< PlaceAck >	replace_order (Client &client, const Account &account, Amendment amendment)
	Modifies an order for the bound account.
static Result< PlaceAck >	cancel_order (Client &client, const Account &account, Amendment amendment)
	Cancels an order for the bound account, transmitting the identifier only.
static Result< WorkingOrdersResult >	working_orders (Client &client, const Account &account)
	Returns the OPEN listing for the bound account.
static Result< OrderPage >	order_history (Client &client, const Account &account, HistoryQuery query)
	Returns the CLOSED listing for the bound account.
static Result< OrderSnapshot >	order_by_id (Client &client, const Account &account, std::string order_id)
	Returns one order by id for the bound account; see TossClient::async_order for which orders can be read.

Static Public Attributes
static constexpr std::string_view	name = tossinvest::Broker::name
	The broker's name.
static constexpr bool	blocking = true
	true: requests return their result directly.

Detailed Description

The BlockingSession adapter for tossinvest::TossBlockingClient.

Definition at line 749 of file traits.hpp.

Member Typedef Documentation

◆ Account

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::Account = std::int64_t

The account type: the account sequence.

Definition at line 768 of file traits.hpp.

◆ AccountListItem

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::AccountListItem = tossinvest::TossAccount

The account-listing item type.

Definition at line 786 of file traits.hpp.

◆ Amendment

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::Amendment = tossinvest::TossAmendment

The amendment type.

Definition at line 777 of file traits.hpp.

◆ BrokerTag

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::BrokerTag = tossinvest::Broker

The broker tag.

Definition at line 771 of file traits.hpp.

◆ Client

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::Client = tossinvest::TossBlockingClient

The client type.

Definition at line 762 of file traits.hpp.

◆ Config

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::Config = tossinvest::TossConfig

The configuration type.

Definition at line 765 of file traits.hpp.

◆ HistoryQuery

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::HistoryQuery = tossinvest::TossOrderQuery

The order-history query type.

Definition at line 780 of file traits.hpp.

◆ PlaceAck

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::PlaceAck = OrderAck

The order acknowledgement type.

Definition at line 774 of file traits.hpp.

◆ WorkingOrdersResult

using algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::WorkingOrdersResult = OrderPage

The working-order result type.

Definition at line 783 of file traits.hpp.

Member Function Documentation

◆ accounts()

Result< std::vector< AccountListItem > > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::accounts ( Client & client )

inlinestatic

Returns the broker's own account listing.

Parameters

client The client.

Returns: The result, or an error.

Definition at line 897 of file traits.hpp.

◆ bars()

Result< BarSeries > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::bars	(	Client &	client,
		BarQuery	query )

inlinestatic

Returns bars, paging inside the client.

Parameters

client	The client.
query	The query.

Returns: The result, or an error.

Definition at line 878 of file traits.hpp.

◆ buying_power()

Result< BuyingPower > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::buying_power	(	Client &	client,
		const Account &	account,
		Currency	currency )

inlinestatic

Returns what the bound account may spend in currency.

Parameters

client	The client.
account	The bound account.
currency	The currency.

Returns: The result, or an error.

Definition at line 918 of file traits.hpp.

◆ calendar()

Result< TradingCalendar > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::calendar	(	Client &	client,
		Country	country,
		std::optional< Date >	from )

inlinestatic

Returns the calendar for one market.

Parameters

client	The client.
country	The market.
from	The date (empty: the broker's today).

Returns: The result, or an error.

Definition at line 820 of file traits.hpp.

◆ cancel_order()

Result< PlaceAck > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::cancel_order	(	Client &	client,
		const Account &	account,
		Amendment	amendment )

inlinestatic

Cancels an order for the bound account, transmitting the identifier only.

Parameters

client	The client.
account	The bound account.
amendment	The amendment.

Returns: The result, or an error.

Definition at line 984 of file traits.hpp.

◆ commissions()

Result< CommissionSchedule > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::commissions	(	Client &	client,
		const Account &	account )

inlinestatic

Returns the commission rates in force for the bound account.

Parameters

client	The client.
account	The bound account.

Returns: The result, or an error.

Definition at line 947 of file traits.hpp.

◆ depth()

Result< DepthSnapshot > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::depth	(	Client &	client,
		InstrumentId	instrument )

inlinestatic

Returns the order book.

Parameters

client	The client.
instrument	The instrument.

Returns: The result, or an error.

Definition at line 868 of file traits.hpp.

◆ effective_route()

constexpr Venue algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::effective_route ( Venue )

inlinestaticconstexprnoexcept

Returns the venue a Toss order reaches: none in particular (Toss does not route by venue, and its listings carry none).

The venue asked for is ignored.

Returns: Venue::UNSPECIFIED.

Definition at line 759 of file traits.hpp.

◆ holdings()

Result< HoldingsSnapshot > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::holdings	(	Client &	client,
		const Account &	account )

inlinestatic

Returns holdings for the bound account.

Parameters

client	The client.
account	The bound account.

Returns: The result, or an error.

Definition at line 907 of file traits.hpp.

◆ instrument()

Result< Instrument > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::instrument	(	Client &	client,
		InstrumentId	subject )

inlinestatic

Returns static reference data for one instrument.

Parameters

client	The client.
subject	The instrument.

Returns: The result, or an error.

Definition at line 809 of file traits.hpp.

Referenced by depth(), price_limits(), quote(), sellable_quantity(), and trades().

◆ order_by_id()

Result< OrderSnapshot > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::order_by_id	(	Client &	client,
		const Account &	account,
		std::string	order_id )

inlinestatic

Returns one order by id for the bound account; see TossClient::async_order for which orders can be read.

Parameters

client	The client.
account	The bound account.
order_id	Toss's order id.

Returns: The result, or an error.

Definition at line 1026 of file traits.hpp.

◆ order_history()

Result< OrderPage > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::order_history	(	Client &	client,
		const Account &	account,
		HistoryQuery	query )

inlinestatic

Returns the CLOSED listing for the bound account.

Parameters

client	The client.
account	The bound account.
query	The query.

Returns: The result, or an error.

Definition at line 1009 of file traits.hpp.

◆ place_order()

Result< PlaceAck > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::place_order	(	Client &	client,
		const Account &	account,
		OrderRequest	order )

inlinestatic

Submits an order for the bound account.

Parameters

client	The client.
account	The bound account.
order	The order.

Returns: The result, or an error.

Definition at line 958 of file traits.hpp.

◆ price_limits()

Result< PriceLimits > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::price_limits	(	Client &	client,
		InstrumentId	instrument )

inlinestatic

Returns today's price bounds.

Parameters

client	The client.
instrument	The instrument.

Returns: The result, or an error.

Definition at line 830 of file traits.hpp.

◆ prices()

Result< std::vector< QuoteSnapshot > > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::prices	(	Client &	client,
		std::vector< InstrumentId >	instruments )

inlinestatic

Returns a quote for every instrument in one request.

Parameters

client	The client.
instruments	The instruments.

Returns: The result, or an error.

Definition at line 855 of file traits.hpp.

◆ quote()

Result< QuoteSnapshot > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::quote	(	Client &	client,
		InstrumentId	instrument )

inlinestatic

Returns a quote.

Parameters

client	The client.
instrument	The instrument.

Returns: The result, or an error.

Definition at line 888 of file traits.hpp.

◆ rate_limit_stats()

const network::RateLimitStats * algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::rate_limit_stats ( const Client & client )

inlinestatic

Returns this client's pacing statistics, or null when it is unpaced.

Parameters

client The client.

Returns: The statistics, or null if the client has no rate-limit budget.

Definition at line 799 of file traits.hpp.

◆ replace_order()

Result< PlaceAck > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::replace_order	(	Client &	client,
		const Account &	account,
		Amendment	amendment )

inlinestatic

Modifies an order for the bound account.

Parameters

client	The client.
account	The bound account.
amendment	The amendment.

Returns: The result, or an error.

Definition at line 969 of file traits.hpp.

◆ sellable_quantity()

Result< Decimal64 > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::sellable_quantity	(	Client &	client,
		const Account &	account,
		InstrumentId	instrument )

inlinestatic

Returns how much of instrument the bound account may sell.

Parameters

client	The client.
account	The bound account.
instrument	The instrument.

Returns: The result, or an error.

Definition at line 933 of file traits.hpp.

◆ trades()

Result< std::vector< TradePrint > > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::trades	(	Client &	client,
		InstrumentId	instrument,
		int	count )

inlinestatic

Returns recent executions.

Parameters

client	The client.
instrument	The instrument.
count	The most trades to return, clamped to 1-50.

Returns: The result, or an error.

Definition at line 841 of file traits.hpp.

◆ working_orders()

Result< WorkingOrdersResult > algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::working_orders	(	Client &	client,
		const Account &	account )

inlinestatic

Returns the OPEN listing for the bound account.

Parameters

client	The client.
account	The bound account.

Returns: The result, or an error.

Definition at line 998 of file traits.hpp.

Member Data Documentation

◆ blocking

bool algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::blocking = true

staticconstexpr

true: requests return their result directly.

Definition at line 792 of file traits.hpp.

◆ name

std::string_view algotradelib::BrokerTraits< tossinvest::TossBlockingClient >::name = tossinvest::Broker::name

staticconstexpr

The broker's name.

Definition at line 789 of file traits.hpp.

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

algotradelib/src/brokers/tossinvest/traits.hpp

Public Types

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Typedef Documentation

◆ Account

◆ AccountListItem

◆ Amendment

◆ BrokerTag

◆ Client

◆ Config

◆ HistoryQuery

◆ PlaceAck

◆ WorkingOrdersResult

Member Function Documentation

◆ accounts()

◆ bars()

◆ buying_power()

◆ calendar()

◆ cancel_order()

◆ commissions()

◆ depth()

◆ effective_route()

◆ holdings()

◆ instrument()

◆ order_by_id()

◆ order_history()

◆ place_order()

◆ price_limits()

◆ prices()

◆ quote()

◆ rate_limit_stats()

◆ replace_order()

◆ sellable_quantity()

◆ trades()

◆ working_orders()

Member Data Documentation

◆ blocking

◆ name