algotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure Struct Reference

One charge figure of one order, and the filled quantity it was recorded at. More...

#include <algotradelib/src/live/session_source.hpp>

Collaboration diagram for algotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure:

Public Attributes
std::optional< Money >	amount_
	The amount the broker stated, empty until it states one.
Decimal64	at_
	The filled quantity amount_ was recorded at.

Detailed Description

template<typename Session, typename Journal = runner::MemoryJournal, typename MarketData = Session>
struct algotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure

One charge figure of one order, and the filled quantity it was recorded at.

Definition at line 163 of file session_source.hpp.

Member Data Documentation

amount_

template<typename Session, typename Journal = runner::MemoryJournal, typename MarketData = Session>

std::optional<Money> algotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure::amount_

The amount the broker stated, empty until it states one.

Definition at line 165 of file session_source.hpp.

at_

template<typename Session, typename Journal = runner::MemoryJournal, typename MarketData = Session>

Decimal64 algotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure::at_

The filled quantity amount_ was recorded at.

Definition at line 167 of file session_source.hpp.

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

• algotradelib/src/live/session_source.hpp