algotradelib::strategy::GuardRejection Struct Reference

One order a guard refused, with the limit and the value that exceeded it. More...

#include <algotradelib/src/strategy/risk.hpp>

Collaboration diagram for algotradelib::strategy::GuardRejection:

Public Attributes
GuardReason	reason_ {GuardReason::TRADING_HALTED}
	Which check refused the order.
InstrumentId	instrument_
	The instrument of the refused order.
std::string	tag_
	The tag of the intent the order came from.
std::optional< HaltReason >	halt_reason_
	The hold that stopped the order, when reason_ is TRADING_HALTED; otherwise empty.
std::optional< Decimal64 >	limit_
	The limit that was exceeded, where the reason has one.
std::optional< Decimal64 >	attempted_
	The value the order would have reached, where the reason has one.

Detailed Description

One order a guard refused, with the limit and the value that exceeded it.

Definition at line 245 of file risk.hpp.

Member Data Documentation

attempted_

std::optional<Decimal64> algotradelib::strategy::GuardRejection::attempted_

The value the order would have reached, where the reason has one.

Definition at line 257 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::evaluate().

halt_reason_

std::optional<HaltReason> algotradelib::strategy::GuardRejection::halt_reason_

The hold that stopped the order, when reason_ is TRADING_HALTED; otherwise empty.

Definition at line 253 of file risk.hpp.

instrument_

InstrumentId algotradelib::strategy::GuardRejection::instrument_

The instrument of the refused order.

Definition at line 249 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::evaluate().

limit_

std::optional<Decimal64> algotradelib::strategy::GuardRejection::limit_

The limit that was exceeded, where the reason has one.

Definition at line 255 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::evaluate().

reason_

GuardReason algotradelib::strategy::GuardRejection::reason_ {GuardReason::TRADING_HALTED}

Which check refused the order.

Definition at line 247 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::evaluate().

tag_

std::string algotradelib::strategy::GuardRejection::tag_

The tag of the intent the order came from.

Definition at line 251 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::evaluate().

---

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

• algotradelib/src/strategy/risk.hpp