algotradelib::runner::CancelIntent< Broker > Struct Template Reference

A request to cancel one working order. More...

#include <algotradelib/src/strategy/intent.hpp>

Public Attributes
OrderRef< Broker >	ref_
	The order to cancel.
std::string	tag_
	A label for attribution.

Detailed Description

template<typename Broker>
struct algotradelib::runner::CancelIntent< Broker >

A request to cancel one working order.

A strategy does not name the broker type: take the reference from the portfolio with auto and pass it to ctx.cancel(...):

template <class Ctx>
void on_bar(Ctx& ctx, const BarEvent&) {
  for (const auto& working : ctx.portfolio().working_) {
    ctx.cancel(working.ref_);
  }
}

Template Parameters

Broker

The broker tag; a reference from one broker cannot be passed to another.

Definition at line 471 of file intent.hpp.

Member Data Documentation

ref_

template<typename Broker>

OrderRef<Broker> algotradelib::strategy::CancelIntent< Broker >::ref_

The order to cancel.

Definition at line 473 of file intent.hpp.

tag_

template<typename Broker>

std::string algotradelib::strategy::CancelIntent< Broker >::tag_

A label for attribution.

Definition at line 475 of file intent.hpp.

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

• algotradelib/src/strategy/intent.hpp