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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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What one sweep of the broker's order list settled, and what is still withheld. More...
#include <algotradelib/src/runner/reconcile_orders.hpp>
Public Member Functions | |
| bool | settled () const noexcept |
| Tests whether the sweep settled everything. | |
Public Attributes | |
| std::vector< OrderMatch > | matches_ |
| One verdict per instruction, in journal order. | |
| std::vector< InstrumentId > | resolved_ |
| Instruments cleared; they may trade again. | |
| std::vector< InstrumentId > | withheld_ |
| Instruments still withheld (their reasons are in matches_). | |
| bool | ambiguous_ {false} |
| Whether any instruction was AMBIGUOUS. | |
| std::size_t | recorded_ {0} |
| How many resolutions were written to the journal. | |
| bool | unrecorded_ {false} |
| Whether a resolution could not be written to the journal; its instrument then stays withheld. | |
What one sweep of the broker's order list settled, and what is still withheld.
Definition at line 870 of file reconcile_orders.hpp.
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inlinenoexcept |
Tests whether the sweep settled everything.
Definition at line 891 of file reconcile_orders.hpp.
| bool algotradelib::runner::ReconcileReport::ambiguous_ {false} |
Whether any instruction was AMBIGUOUS.
Definition at line 878 of file reconcile_orders.hpp.
| std::vector<OrderMatch> algotradelib::runner::ReconcileReport::matches_ |
One verdict per instruction, in journal order.
Definition at line 872 of file reconcile_orders.hpp.
Referenced by algotradelib::runner::decide_nothing().
| std::size_t algotradelib::runner::ReconcileReport::recorded_ {0} |
How many resolutions were written to the journal.
Definition at line 880 of file reconcile_orders.hpp.
| std::vector<InstrumentId> algotradelib::runner::ReconcileReport::resolved_ |
Instruments cleared; they may trade again.
Definition at line 874 of file reconcile_orders.hpp.
| bool algotradelib::runner::ReconcileReport::unrecorded_ {false} |
Whether a resolution could not be written to the journal; its instrument then stays withheld.
Definition at line 885 of file reconcile_orders.hpp.
| std::vector<InstrumentId> algotradelib::runner::ReconcileReport::withheld_ |
Instruments still withheld (their reasons are in matches_).
Definition at line 876 of file reconcile_orders.hpp.
Referenced by algotradelib::runner::decide_nothing(), and settled().