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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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One instruction of unknown outcome, and the span in which it may have reached the broker. More...
#include <algotradelib/src/runner/journal.hpp>
Public Attributes | |
| JournalEntry | entry_ |
| The instruction, as its first line recorded it (its order_id_ may come from a later line). | |
| std::chrono::system_clock::time_point | opened_at_ {} |
| When the send began. | |
| std::optional< std::chrono::system_clock::time_point > | closed_at_ |
| When the send was answered: by an INDETERMINATE line in unresolved_instructions, by any answer in recorded_placements. | |
| bool | answered_ {false} |
| Whether an INDETERMINATE line answered it. | |
| std::string | detail_ |
| What the journal says went wrong. | |
One instruction of unknown outcome, and the span in which it may have reached the broker.
Either a PENDING line with no answer (the span's end is unknown), or one answered INDETERMINATE (the two lines bracket the send exactly).
Definition at line 510 of file journal.hpp.
| bool algotradelib::runner::OpenInstruction::answered_ {false} |
Whether an INDETERMINATE line answered it.
Definition at line 521 of file journal.hpp.
Referenced by algotradelib::runner::unresolved_instructions().
| std::optional<std::chrono::system_clock::time_point> algotradelib::runner::OpenInstruction::closed_at_ |
When the send was answered: by an INDETERMINATE line in unresolved_instructions, by any answer in recorded_placements.
Definition at line 519 of file journal.hpp.
Referenced by algotradelib::runner::instruction_sent_by(), and algotradelib::runner::unresolved_instructions().
| std::string algotradelib::runner::OpenInstruction::detail_ |
What the journal says went wrong.
Definition at line 523 of file journal.hpp.
Referenced by algotradelib::runner::placements_of(), algotradelib::runner::recover_into(), and algotradelib::runner::unresolved_instructions().
| JournalEntry algotradelib::runner::OpenInstruction::entry_ |
The instruction, as its first line recorded it (its order_id_ may come from a later line).
Definition at line 512 of file journal.hpp.
Referenced by algotradelib::runner::any_placement(), algotradelib::runner::decide_nothing(), algotradelib::runner::placements_of(), algotradelib::runner::recorded_owner(), algotradelib::runner::recorded_placements(), algotradelib::runner::recover_into(), algotradelib::runner::resolution_entry(), algotradelib::runner::route_evidence(), algotradelib::runner::row_corresponds(), algotradelib::runner::row_might_correspond(), and algotradelib::runner::unresolved_instructions().
| std::chrono::system_clock::time_point algotradelib::runner::OpenInstruction::opened_at_ {} |
When the send began.
Definition at line 514 of file journal.hpp.
Referenced by algotradelib::runner::history_range_for(), algotradelib::runner::instruction_sent_by(), algotradelib::runner::placements_of(), algotradelib::runner::recorded_placements(), algotradelib::runner::time_evidence(), and algotradelib::runner::unresolved_instructions().