algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
Loading...
Searching...
No Matches
algotradelib::runner::ReconcileReport Struct Reference

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.

Detailed Description

What one sweep of the broker's order list settled, and what is still withheld.

Definition at line 870 of file reconcile_orders.hpp.

Member Function Documentation

◆ settled()

bool algotradelib::runner::ReconcileReport::settled ( ) const
inlinenoexcept

Tests whether the sweep settled everything.

Returns
true if nothing is still withheld.

Definition at line 891 of file reconcile_orders.hpp.

Member Data Documentation

◆ ambiguous_

bool algotradelib::runner::ReconcileReport::ambiguous_ {false}

Whether any instruction was AMBIGUOUS.

Definition at line 878 of file reconcile_orders.hpp.

◆ matches_

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().

◆ recorded_

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.

◆ resolved_

std::vector<InstrumentId> algotradelib::runner::ReconcileReport::resolved_

Instruments cleared; they may trade again.

Definition at line 874 of file reconcile_orders.hpp.

◆ unrecorded_

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.

◆ withheld_

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().


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