The state of one order, as a broker listing reported it. More...

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

Collaboration diagram for algotradelib::OrderSnapshot:

Public Attributes
std::string	order_id_
	The broker's order number.
InstrumentId	instrument_
	The instrument (identity venue; the routing venue is venue_).
std::string	name_
	The instrument's name as the broker spells it.
OrderSide	side_ {OrderSide::BUY}
	Buy or sell.
OrderType	type_ {OrderType::UNKNOWN}
	The price basis; UNKNOWN if the broker's code was not recognized.
TimeInForce	time_in_force_ {TimeInForce::UNKNOWN}
	The time in force; UNKNOWN if the broker's code was not recognized.
OrderSession	session_ {OrderSession::UNKNOWN}
	The session; UNKNOWN if the broker's code was not recognized.
Venue	venue_ {Venue::UNSPECIFIED}
	Where the broker says the order was routed; UNSPECIFIED if it does not say.
Code< 8 >	shape_code_
	The broker's own order-type code, verbatim (KIS two digits, Toss three letters).
OrderStatus	status_ {OrderStatus::UNKNOWN}
	The status; UNKNOWN where the broker publishes none.
std::optional< Decimal64 >	price_
	The limit price, if the order has one.
std::optional< Decimal64 >	trigger_price_
	The trigger price, whenever the broker reports a positive one.
Decimal64	quantity_
	The quantity ordered; the remainder is this minus execution_.filled_quantity_.
std::optional< Decimal64 >	order_amount_
	The money an amount-based order committed (Toss US market orders), if any.
Currency	currency_
	The currency of the row's prices and amounts.
std::optional< std::chrono::system_clock::time_point >	ordered_at_
	When the broker recorded the order, if it gives a time. KIS's real-server working orders have none; on a demo account they carry the history's order time.
bool	ordered_date_assumed_ {false}
	Whether the broker stated only the time of day, and the date in ordered_at_ is the day the adapter read the row (a Kiwoom working order). Such a row is no evidence of the day it was placed.
std::optional< std::chrono::system_clock::time_point >	canceled_at_
	When the order was cancelled, if the broker reports it.
OrderExecution	execution_
	What has filled and what it cost; see OrderExecution before testing a fill.

Detailed Description

The state of one order, as a broker listing reported it.

Definition at line 2008 of file types.hpp.

Member Data Documentation

◆ canceled_at_

std::optional<std::chrono::system_clock::time_point> algotradelib::OrderSnapshot::canceled_at_

When the order was cancelled, if the broker reports it.

Definition at line 2072 of file types.hpp.

◆ currency_

Currency algotradelib::OrderSnapshot::currency_

The currency of the row's prices and amounts.

Definition at line 2060 of file types.hpp.

◆ execution_

OrderExecution algotradelib::OrderSnapshot::execution_

What has filled and what it cost; see OrderExecution before testing a fill.

Definition at line 2074 of file types.hpp.

◆ instrument_

InstrumentId algotradelib::OrderSnapshot::instrument_

The instrument (identity venue; the routing venue is venue_).

Definition at line 2012 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::runner::dates_listed_order(), algotradelib::runner::exact_copy(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ name_

std::string algotradelib::OrderSnapshot::name_

The instrument's name as the broker spells it.

Definition at line 2014 of file types.hpp.

◆ order_amount_

std::optional<Decimal64> algotradelib::OrderSnapshot::order_amount_

The money an amount-based order committed (Toss US market orders), if any.

The library does not place such orders, but reports ones placed elsewhere. Toss can state the amount with more digits than Decimal64 holds; it is then rounded half to even to 18 significant digits.

Definition at line 2058 of file types.hpp.

◆ order_id_

std::string algotradelib::OrderSnapshot::order_id_

The broker's order number.

Definition at line 2010 of file types.hpp.

Referenced by algotradelib::runner::dates_listed_order(), algotradelib::runner::exact_copy(), algotradelib::runner::recorded_owner(), and algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::withdrawal_accepted_for().

◆ ordered_at_

std::optional<std::chrono::system_clock::time_point> algotradelib::OrderSnapshot::ordered_at_

When the broker recorded the order, if it gives a time. KIS's real-server working orders have none; on a demo account they carry the history's order time.

Definition at line 2065 of file types.hpp.

Referenced by algotradelib::runner::dates_listed_order(), algotradelib::runner::exact_copy(), and algotradelib::runner::time_evidence().

◆ ordered_date_assumed_

bool algotradelib::OrderSnapshot::ordered_date_assumed_ {false}

Whether the broker stated only the time of day, and the date in ordered_at_ is the day the adapter read the row (a Kiwoom working order). Such a row is no evidence of the day it was placed.

Definition at line 2070 of file types.hpp.

Referenced by algotradelib::runner::dates_listed_order(), and algotradelib::runner::time_evidence().

◆ price_

std::optional<Decimal64> algotradelib::OrderSnapshot::price_

The limit price, if the order has one.

Definition at line 2040 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::cancel_all(), algotradelib::cancel_quantity(), algotradelib::runner::dates_listed_order(), algotradelib::resting_shape(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ quantity_

Decimal64 algotradelib::OrderSnapshot::quantity_

The quantity ordered; the remainder is this minus execution_.filled_quantity_.

Definition at line 2050 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::runner::dates_listed_order(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ session_

OrderSession algotradelib::OrderSnapshot::session_ {OrderSession::UNKNOWN}

The session; UNKNOWN if the broker's code was not recognized.

Definition at line 2022 of file types.hpp.

Referenced by algotradelib::cancel_all(), algotradelib::cancel_quantity(), algotradelib::runner::dates_listed_order(), algotradelib::resting_shape(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ shape_code_

Code<8> algotradelib::OrderSnapshot::shape_code_

The broker's own order-type code, verbatim (KIS two digits, Toss three letters).

Kept even when the normalized fields read UNKNOWN. Empty if the broker sent none, or a code longer than eight characters or with characters other than A-Z, 0-9, _.

Definition at line 2036 of file types.hpp.

◆ side_

OrderSide algotradelib::OrderSnapshot::side_ {OrderSide::BUY}

Buy or sell.

Definition at line 2016 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::runner::dates_listed_order(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ status_

OrderStatus algotradelib::OrderSnapshot::status_ {OrderStatus::UNKNOWN}

The status; UNKNOWN where the broker publishes none.

Definition at line 2038 of file types.hpp.

◆ time_in_force_

TimeInForce algotradelib::OrderSnapshot::time_in_force_ {TimeInForce::UNKNOWN}

The time in force; UNKNOWN if the broker's code was not recognized.

Definition at line 2020 of file types.hpp.

Referenced by algotradelib::cancel_all(), algotradelib::cancel_quantity(), algotradelib::runner::dates_listed_order(), algotradelib::resting_shape(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ trigger_price_

std::optional<Decimal64> algotradelib::OrderSnapshot::trigger_price_

The trigger price, whenever the broker reports a positive one.

Kept even on a row whose type is not STOP_LIMIT (a broker contradiction); replacing such an order is then refused, while cancelling it works. Empty on a stop row means the broker did not say, and replacing it is refused.

Definition at line 2048 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::cancel_all(), algotradelib::cancel_quantity(), algotradelib::runner::dates_listed_order(), algotradelib::strategy::is_stop_order(), algotradelib::resting_shape(), algotradelib::runner::row_corresponds(), and algotradelib::runner::row_might_correspond().

◆ type_

OrderType algotradelib::OrderSnapshot::type_ {OrderType::UNKNOWN}

The price basis; UNKNOWN if the broker's code was not recognized.

Definition at line 2018 of file types.hpp.