The BrokerSession adapter for tossinvest::TossClient. More...

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

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

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

Public Types
using	Client = tossinvest::TossClient
	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.
template<typename Token>
static auto	instrument (Client &client, InstrumentId subject, Token &&token)
	Forwards a reference-data request.
template<typename Token>
static auto	calendar (Client &client, Country country, std::optional< Date > from, Token &&token)
	Forwards a calendar request.
template<typename Token>
static auto	price_limits (Client &client, InstrumentId instrument, Token &&token)
	Forwards a price-bound request.
template<typename Token>
static auto	trades (Client &client, InstrumentId instrument, int count, Token &&token)
	Forwards a recent-execution request.
template<typename Token>
static auto	prices (Client &client, std::vector< InstrumentId > instruments, Token &&token)
	Forwards a batch quote request.
template<typename Token>
static auto	depth (Client &client, InstrumentId instrument, Token &&token)
	Forwards an order book request.
template<typename Token>
static auto	bars (Client &client, BarQuery query, Token &&token)
	Forwards a bar request.
template<typename Token>
static auto	quote (Client &client, InstrumentId instrument, Token &&token)
	Forwards a quote request.
template<typename Token>
static auto	accounts (Client &client, Token &&token)
	Forwards an account listing request.
template<typename Token>
static auto	buying_power (Client &client, const Account &account, Currency currency, Token &&token)
	Forwards a buying-power request for the bound account.
template<typename Token>
static auto	sellable_quantity (Client &client, const Account &account, InstrumentId instrument, Token &&token)
	Forwards a sellable-quantity request for one instrument.
template<typename Token>
static auto	commissions (Client &client, const Account &account, Token &&token)
	Forwards a commission-schedule request for the bound account.
template<typename Token>
static auto	holdings (Client &client, const Account &account, Token &&token)
	Forwards a holdings request for the bound account.
template<typename Token>
static auto	place_order (Client &client, const Account &account, OrderRequest order, Token &&token)
	Forwards an order submission for the bound account.
template<typename Token>
static auto	replace_order (Client &client, const Account &account, Amendment amendment, Token &&token)
	Forwards an order modification for the bound account.
template<typename Token>
static auto	cancel_order (Client &client, const Account &account, Amendment amendment, Token &&token)
	Forwards an order cancellation, which transmits the identifier only.
template<typename Token>
static auto	working_orders (Client &client, const Account &account, Token &&token)
	Forwards an OPEN listing for the bound account.
template<typename Token>
static auto	order_history (Client &client, const Account &account, HistoryQuery query, Token &&token)
	Forwards a CLOSED listing for the bound account.
template<typename Token>
static auto	order_by_id (Client &client, const Account &account, std::string order_id, Token &&token)
	Forwards a single-order inquiry for the bound account.

Static Public Attributes
static constexpr std::string_view	name = tossinvest::Broker::name
	The broker's name.
static constexpr bool	blocking = false
	false: requests complete through a completion token.

Detailed Description

The BrokerSession adapter for tossinvest::TossClient.

Definition at line 409 of file traits.hpp.

Member Typedef Documentation

◆ Account

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

The account type: the account sequence.

Definition at line 428 of file traits.hpp.

◆ AccountListItem

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

The account-listing item type.

Definition at line 446 of file traits.hpp.

◆ Amendment

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

The amendment type.

Definition at line 437 of file traits.hpp.

◆ BrokerTag

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

The broker tag.

Definition at line 431 of file traits.hpp.

◆ Client

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

The client type.

Definition at line 422 of file traits.hpp.

◆ Config

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

The configuration type.

Definition at line 425 of file traits.hpp.

◆ HistoryQuery

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

The order-history query type.

Definition at line 440 of file traits.hpp.

◆ PlaceAck

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

The order acknowledgement type.

Definition at line 434 of file traits.hpp.

◆ WorkingOrdersResult

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

The working-order result type.

Definition at line 443 of file traits.hpp.

Member Function Documentation

◆ accounts()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::accounts	(	Client &	client,
		Token &&	token )

inlinestatic

Forwards an account listing request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 577 of file traits.hpp.

◆ bars()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::bars	(	Client &	client,
		BarQuery	query,
		Token &&	token )

inlinestatic

Forwards a bar request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
query	The query.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 552 of file traits.hpp.

◆ buying_power()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::buying_power	(	Client &	client,
		const Account &	account,
		Currency	currency,
		Token &&	token )

inlinestatic

Forwards a buying-power request for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
currency	The currency.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 591 of file traits.hpp.

◆ calendar()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::calendar	(	Client &	client,
		Country	country,
		std::optional< Date >	from,
		Token &&	token )

inlinestatic

Forwards a calendar request.

Template Parameters

Token An Asio completion token.

Parameters

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

Returns: Whatever the completion token returns.

Definition at line 486 of file traits.hpp.

◆ cancel_order()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::cancel_order	(	Client &	client,
		const Account &	account,
		Amendment	amendment,
		Token &&	token )

inlinestatic

Forwards an order cancellation, which transmits the identifier only.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
amendment	The amendment.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 683 of file traits.hpp.

◆ commissions()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::commissions	(	Client &	client,
		const Account &	account,
		Token &&	token )

inlinestatic

Forwards a commission-schedule request for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 623 of file traits.hpp.

◆ depth()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::depth	(	Client &	client,
		InstrumentId	instrument,
		Token &&	token )

inlinestatic

Forwards an order book request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
instrument	The instrument.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 539 of file traits.hpp.

◆ effective_route()

constexpr Venue algotradelib::BrokerTraits< tossinvest::TossClient >::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 419 of file traits.hpp.

◆ holdings()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::holdings	(	Client &	client,
		const Account &	account,
		Token &&	token )

inlinestatic

Forwards a holdings request for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 636 of file traits.hpp.

◆ instrument()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::instrument	(	Client &	client,
		InstrumentId	subject,
		Token &&	token )

inlinestatic

Forwards a reference-data request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
subject	The instrument.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 472 of file traits.hpp.

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

◆ order_by_id()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::order_by_id	(	Client &	client,
		const Account &	account,
		std::string	order_id,
		Token &&	token )

inlinestatic

Forwards a single-order inquiry for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

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

Returns: Whatever the completion token returns.

Definition at line 737 of file traits.hpp.

◆ order_history()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::order_history	(	Client &	client,
		const Account &	account,
		HistoryQuery	query,
		Token &&	token )

inlinestatic

Forwards a CLOSED listing for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
query	The query.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 717 of file traits.hpp.

◆ place_order()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::place_order	(	Client &	client,
		const Account &	account,
		OrderRequest	order,
		Token &&	token )

inlinestatic

Forwards an order submission for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
order	The order.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 650 of file traits.hpp.

◆ price_limits()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::price_limits	(	Client &	client,
		InstrumentId	instrument,
		Token &&	token )

inlinestatic

Forwards a price-bound request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
instrument	The instrument.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 499 of file traits.hpp.

◆ prices()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::prices	(	Client &	client,
		std::vector< InstrumentId >	instruments,
		Token &&	token )

inlinestatic

Forwards a batch quote request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
instruments	The instruments.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 526 of file traits.hpp.

◆ quote()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::quote	(	Client &	client,
		InstrumentId	instrument,
		Token &&	token )

inlinestatic

Forwards a quote request.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
instrument	The instrument.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 565 of file traits.hpp.

◆ rate_limit_stats()

const network::RateLimitStats * algotradelib::BrokerTraits< tossinvest::TossClient >::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 459 of file traits.hpp.

◆ replace_order()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::replace_order	(	Client &	client,
		const Account &	account,
		Amendment	amendment,
		Token &&	token )

inlinestatic

Forwards an order modification for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
amendment	The amendment.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 664 of file traits.hpp.

◆ sellable_quantity()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::sellable_quantity	(	Client &	client,
		const Account &	account,
		InstrumentId	instrument,
		Token &&	token )

inlinestatic

Forwards a sellable-quantity request for one instrument.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
instrument	The instrument.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 605 of file traits.hpp.

◆ trades()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::trades	(	Client &	client,
		InstrumentId	instrument,
		int	count,
		Token &&	token )

inlinestatic

Forwards a recent-execution request.

Template Parameters

Token An Asio completion token.

Parameters

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

Returns: Whatever the completion token returns.

Definition at line 513 of file traits.hpp.

◆ working_orders()

template<typename Token>

auto algotradelib::BrokerTraits< tossinvest::TossClient >::working_orders	(	Client &	client,
		const Account &	account,
		Token &&	token )

inlinestatic

Forwards an OPEN listing for the bound account.

Template Parameters

Token An Asio completion token.

Parameters

client	The client.
account	The bound account.
token	The completion token.

Returns: Whatever the completion token returns.

Definition at line 703 of file traits.hpp.

Member Data Documentation

◆ blocking

bool algotradelib::BrokerTraits< tossinvest::TossClient >::blocking = false

staticconstexpr

false: requests complete through a completion token.

Definition at line 452 of file traits.hpp.

◆ name

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

staticconstexpr

The broker's name.

Definition at line 449 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