algotradelib::runner::Obligation Struct Reference

One order a serialized runner still owes (Runner::obligations). More...

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

Collaboration diagram for algotradelib::runner::Obligation:

Public Attributes
InstrumentId	instrument_
	The instrument.
std::string	journal_id_
	The id of the order's journal lines.
std::string	order_id_
	The broker's order id; empty while unnamed.
OrderSide	side_ {OrderSide::BUY}
	The side.
Decimal64	quantity_
	The quantity holdings must still account for.
std::chrono::system_clock::time_point	sent_at_ {}
	When it was sent, on the journal's clock.
ObligationState	state_ {ObligationState::NAMED}
	Its state: NAMED, UNNAMED or OPERATOR.

Detailed Description

One order a serialized runner still owes (Runner::obligations).

Definition at line 442 of file execution.hpp.

Member Data Documentation

instrument_

InstrumentId algotradelib::runner::Obligation::instrument_

The instrument.

Definition at line 444 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

journal_id_

std::string algotradelib::runner::Obligation::journal_id_

The id of the order's journal lines.

Definition at line 446 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

order_id_

std::string algotradelib::runner::Obligation::order_id_

The broker's order id; empty while unnamed.

Definition at line 448 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

quantity_

Decimal64 algotradelib::runner::Obligation::quantity_

The quantity holdings must still account for.

Definition at line 452 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

sent_at_

std::chrono::system_clock::time_point algotradelib::runner::Obligation::sent_at_ {}

When it was sent, on the journal's clock.

Definition at line 454 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

side_

OrderSide algotradelib::runner::Obligation::side_ {OrderSide::BUY}

The side.

Definition at line 450 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

state_

ObligationState algotradelib::runner::Obligation::state_ {ObligationState::NAMED}

Its state: NAMED, UNNAMED or OPERATOR.

Definition at line 456 of file execution.hpp.

Referenced by algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::obligations().

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

• algotradelib/src/runner/execution.hpp