algotradelib::SellableBasis Struct Reference

What a sellable quantity covers, and how RiskGuard must treat resting sells against it. More...

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

Public Types
enum class	Coverage { UNESTABLISHED , WHOLE_HOLDING , PARTIAL }
	Whether the figure covers the whole holding. More...
enum class	RestingTreatment { UNESTABLISHED , DEDUCT }
	How RiskGuard treats resting sell orders against the figure. More...

Public Member Functions
constexpr bool	is_enforceable () const noexcept
	Tests whether RiskGuard may check a sell against a figure with this basis.

Public Attributes
Coverage	coverage_ = Coverage::UNESTABLISHED
	What the figure covers; unestablished by default.
RestingTreatment	resting_ = RestingTreatment::UNESTABLISHED
	How resting sells are treated; unestablished by default.
bool	verified_ = false
	Whether the basis was confirmed from a real broker response, rather than stated as a policy.

Detailed Description

What a sellable quantity covers, and how RiskGuard must treat resting sells against it.

Both parts default to UNESTABLISHED, and RiskGuard refuses a checked sell against a figure whose basis is not enforceable. An adapter that fills sellable_quantity_ must state this too.

Definition at line 918 of file types.hpp.

Member Enumeration Documentation

Coverage

enum class algotradelib::SellableBasis::Coverage

strong

Whether the figure covers the whole holding.

Enumerator
UNESTABLISHED	Not established; RiskGuard refuses.
WHOLE_HOLDING	Every share held of the instrument, whatever venue or lot.
PARTIAL	Only part of the holding, such as one venue's shares; RiskGuard refuses, reporting SELLABLE_BASIS_UNESTABLISHED.

Definition at line 920 of file types.hpp.

RestingTreatment

enum class algotradelib::SellableBasis::RestingTreatment

strong

How RiskGuard treats resting sell orders against the figure.

Enumerator
UNESTABLISHED	Not stated; RiskGuard refuses.
DEDUCT	Subtract every resting sell from the figure. Safe whatever the broker does: if the broker already deducted them, sells are over-refused, never doubled.

Definition at line 933 of file types.hpp.

Member Function Documentation

is_enforceable()

bool algotradelib::SellableBasis::is_enforceable ( ) const

inlineconstexprnoexcept

Tests whether RiskGuard may check a sell against a figure with this basis.

Returns

true if the coverage is WHOLE_HOLDING and the treatment is stated.

Definition at line 960 of file types.hpp.

Member Data Documentation

coverage_

Coverage algotradelib::SellableBasis::coverage_ = Coverage::UNESTABLISHED

What the figure covers; unestablished by default.

Definition at line 946 of file types.hpp.

Referenced by is_enforceable(), and algotradelib::strategy::Portfolio< Broker >::sellable_reading_for().

resting_

RestingTreatment algotradelib::SellableBasis::resting_ = RestingTreatment::UNESTABLISHED

How resting sells are treated; unestablished by default.

Definition at line 948 of file types.hpp.

Referenced by is_enforceable(), and algotradelib::strategy::Portfolio< Broker >::sellable_reading_for().

verified_

bool algotradelib::SellableBasis::verified_ = false

Whether the basis was confirmed from a real broker response, rather than stated as a policy.

Nothing in the library sets it to true today.

Definition at line 954 of file types.hpp.

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

• algotradelib/src/core/types.hpp