algotradelib::strategy::Plan< Broker > Struct Template Reference

What to send: first every cancellation, then every placement. More...

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

Public Member Functions
bool	empty () const noexcept
	Tests whether the plan is empty.

Public Attributes
std::vector< OrderRef< Broker > >	cancel_
	The orders to cancel, sent first.
std::vector< PlannedOrder >	place_
	The orders to place, after the cancellations.
std::vector< Rejection >	rejected_
	The instructions not placed, with reasons.

Detailed Description

template<typename Broker>
struct algotradelib::strategy::Plan< Broker >

What to send: first every cancellation, then every placement.

Send the cancellations first; placing a replacement before its predecessor is withdrawn would briefly double the position.

Template Parameters

Broker

The broker tag of the order references.

Definition at line 201 of file reconcile.hpp.

Member Function Documentation

empty()

template<typename Broker>

bool algotradelib::strategy::Plan< Broker >::empty ( ) const

inlinenoexcept

Tests whether the plan is empty.

Returns

true if there is nothing to cancel, place or report.

Definition at line 213 of file reconcile.hpp.

Member Data Documentation

cancel_

template<typename Broker>

std::vector<OrderRef<Broker> > algotradelib::strategy::Plan< Broker >::cancel_

The orders to cancel, sent first.

Definition at line 203 of file reconcile.hpp.

Referenced by empty(), and algotradelib::strategy::reconcile().

place_

template<typename Broker>

std::vector<PlannedOrder> algotradelib::strategy::Plan< Broker >::place_

The orders to place, after the cancellations.

Definition at line 205 of file reconcile.hpp.

Referenced by empty(), algotradelib::strategy::reconcile(), and algotradelib::strategy::reconcile().

rejected_

template<typename Broker>

std::vector<Rejection> algotradelib::strategy::Plan< Broker >::rejected_

The instructions not placed, with reasons.

Definition at line 207 of file reconcile.hpp.

Referenced by empty(), algotradelib::strategy::reconcile(), and algotradelib::strategy::reconcile().

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

• algotradelib/src/strategy/reconcile.hpp