algotradelib::HoldingsSnapshot Struct Reference

An account's positions and per-currency totals at one point in time. More...

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

Collaboration diagram for algotradelib::HoldingsSnapshot:

Public Attributes
std::vector< HoldingPosition >	positions_
	Every position row; one instrument may appear in more than one.
std::vector< HoldingsTotals >	totals_
	One totals row per currency held.
std::chrono::system_clock::time_point	received_at_
	When this process received the snapshot (brokers do not timestamp holdings).
SellableBasis	sellable_basis_
	What the rows' sellable_quantity_ figures cover (unless a row carries its own).

Detailed Description

An account's positions and per-currency totals at one point in time.

Definition at line 1075 of file types.hpp.

Member Data Documentation

positions_

std::vector<HoldingPosition> algotradelib::HoldingsSnapshot::positions_

Every position row; one instrument may appear in more than one.

Definition at line 1077 of file types.hpp.

received_at_

std::chrono::system_clock::time_point algotradelib::HoldingsSnapshot::received_at_

When this process received the snapshot (brokers do not timestamp holdings).

Definition at line 1081 of file types.hpp.

sellable_basis_

SellableBasis algotradelib::HoldingsSnapshot::sellable_basis_

What the rows' sellable_quantity_ figures cover (unless a row carries its own).

Defaults to unestablished, so an adapter that fills sellable quantities without stating this has its sells refused.

Definition at line 1088 of file types.hpp.

totals_

std::vector<HoldingsTotals> algotradelib::HoldingsSnapshot::totals_

One totals row per currency held.

Definition at line 1079 of file types.hpp.

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

• algotradelib/src/core/types.hpp