algotradelib::WorkingOrder< Broker > Struct Template Reference

An order still open to modification or cancellation. More...

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

Inheritance diagram for algotradelib::WorkingOrder< Broker >:

Collaboration diagram for algotradelib::WorkingOrder< Broker >:

Public Attributes
OrderSnapshot	order_
	The order's state.
OrderRef< Broker >	ref_
	The reference to amend or cancel the order with.
std::optional< Decimal64 >	amendable_quantity_
	How much the broker says may still be amended. Empty means it stated none, not zero.
bool	reserved_ {false}
	Whether this row is a runner's record of an order it just sent, rather than a row the broker listed.

Detailed Description

template<typename Broker>
struct algotradelib::WorkingOrder< Broker >

An order still open to modification or cancellation.

Template Parameters

Broker

The broker tag.

Definition at line 2290 of file types.hpp.

Member Data Documentation

amendable_quantity_

template<typename Broker>

std::optional<Decimal64> algotradelib::WorkingOrder< Broker >::amendable_quantity_

How much the broker says may still be amended. Empty means it stated none, not zero.

Definition at line 2296 of file types.hpp.

Referenced by algotradelib::cancel_all(), and algotradelib::replace_with().

order_

template<typename Broker>

OrderSnapshot algotradelib::WorkingOrder< Broker >::order_

The order's state.

Definition at line 2292 of file types.hpp.

Referenced by algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::cancel_all(), algotradelib::cancel_quantity(), algotradelib::replace_with(), algotradelib::resting_shape(), and algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::withdrawal_accepted_for().

ref_

template<typename Broker>

OrderRef<Broker> algotradelib::WorkingOrder< Broker >::ref_

The reference to amend or cancel the order with.

Definition at line 2294 of file types.hpp.

Referenced by algotradelib::backtest::QueueingExecutor< Tag >::cancel(), algotradelib::live::SessionExecutor< Session >::cancel(), algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >::cancel(), algotradelib::runner::RecordingExecutor< BrokerTag >::cancel(), and algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::withdrawal_accepted_for().

reserved_

template<typename Broker>

bool algotradelib::WorkingOrder< Broker >::reserved_ {false}

Whether this row is a runner's record of an order it just sent, rather than a row the broker listed.

Such a row counts toward limits and can be cancelled like any other; only code that infers the broker's behaviour ignores it. The next listing replaces it.

Definition at line 2304 of file types.hpp.

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

• algotradelib/src/core/types.hpp