algotradelib::runner::MatchWindow Struct Reference

The time allowances used when matching journalled instructions against a broker listing. More...

#include <algotradelib/src/runner/reconcile_orders.hpp>

Public Attributes
std::chrono::seconds	clock_skew_ {30}
	How far the broker's clock may differ from this machine's, either way.
std::chrono::seconds	maximum_request_ {60}
	How long a request could have been in flight when no answering line records its end.
std::chrono::seconds	listing_delay_ {30}
	How long the broker's listing may lag an order it accepted.

Detailed Description

The time allowances used when matching journalled instructions against a broker listing.

Too narrow a window reports NOT_PLACED for an order that exists, which is the dangerous error; the defaults are generous.

Definition at line 95 of file reconcile_orders.hpp.

Member Data Documentation

clock_skew_

std::chrono::seconds algotradelib::runner::MatchWindow::clock_skew_ {30}

How far the broker's clock may differ from this machine's, either way.

Definition at line 97 of file reconcile_orders.hpp.

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

listing_delay_

std::chrono::seconds algotradelib::runner::MatchWindow::listing_delay_ {30}

How long the broker's listing may lag an order it accepted.

Definition at line 101 of file reconcile_orders.hpp.

Referenced by algotradelib::runner::match_window_closed().

maximum_request_

std::chrono::seconds algotradelib::runner::MatchWindow::maximum_request_ {60}

How long a request could have been in flight when no answering line records its end.

Definition at line 99 of file reconcile_orders.hpp.

Referenced by algotradelib::runner::instruction_sent_by().

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

• algotradelib/src/runner/reconcile_orders.hpp