pineforge::compat::pine::IntradayOrderBudget Class Reference

#include <intraday_order_budget.hpp>

Public Member Functions
const std::optional< OrderRiskDay > &	day () const
int	charged_slots () const
bool	latched () const
const std::optional< CloseQuotaTransfer > &	transfer () const
void	enter_day (OrderRiskDay day)
void	latch ()
void	expire_transfer ()
void	decline (uint64_t incarnation)
bool	can_inherit (OrderRiskDay day, int bar, uint64_t incarnation, uint64_t latest_committed_fill) const
QuotaAdmission	admit_matched_attempt (OrderRiskDay day, int limit, int bar, uint64_t incarnation, uint64_t latest_committed_fill)
void	count_committed_close (OrderRiskDay day, int limit, uint64_t close_fill, int source_bar, uint64_t inheritor)

Detailed Description

Definition at line 27 of file intraday_order_budget.hpp.

Member Function Documentation

day()

const std::optional< OrderRiskDay > & pineforge::compat::pine::IntradayOrderBudget::day ( ) const

inline

Definition at line 29 of file intraday_order_budget.hpp.

Referenced by admit_matched_attempt(), can_inherit(), count_committed_close(), and enter_day().

charged_slots()

int pineforge::compat::pine::IntradayOrderBudget::charged_slots ( ) const

inline

Definition at line 30 of file intraday_order_budget.hpp.

latched()

bool pineforge::compat::pine::IntradayOrderBudget::latched ( ) const

inline

Definition at line 31 of file intraday_order_budget.hpp.

transfer()

const std::optional< CloseQuotaTransfer > & pineforge::compat::pine::IntradayOrderBudget::transfer ( ) const

inline

Definition at line 32 of file intraday_order_budget.hpp.

enter_day()

void pineforge::compat::pine::IntradayOrderBudget::enter_day ( OrderRiskDay day )

inline

Definition at line 36 of file intraday_order_budget.hpp.

References day(), and expire_transfer().

Referenced by admit_matched_attempt(), and count_committed_close().

latch()

void pineforge::compat::pine::IntradayOrderBudget::latch ( )

inline

Definition at line 43 of file intraday_order_budget.hpp.

Referenced by count_committed_close().

expire_transfer()

void pineforge::compat::pine::IntradayOrderBudget::expire_transfer ( )

inline

Definition at line 44 of file intraday_order_budget.hpp.

Referenced by admit_matched_attempt(), count_committed_close(), decline(), and enter_day().

decline()

void pineforge::compat::pine::IntradayOrderBudget::decline ( uint64_t incarnation )

inline

Definition at line 45 of file intraday_order_budget.hpp.

References expire_transfer().

can_inherit()

bool pineforge::compat::pine::IntradayOrderBudget::can_inherit ( OrderRiskDay day, int bar, uint64_t incarnation, uint64_t latest_committed_fill ) const

inline

Definition at line 48 of file intraday_order_budget.hpp.

References day().

Referenced by admit_matched_attempt().

admit_matched_attempt()

QuotaAdmission pineforge::compat::pine::IntradayOrderBudget::admit_matched_attempt ( OrderRiskDay day, int limit, int bar, uint64_t incarnation, uint64_t latest_committed_fill )

inline

Definition at line 60 of file intraday_order_budget.hpp.

References pineforge::compat::pine::BelowLimit, pineforge::compat::pine::Blocked, can_inherit(), day(), enter_day(), expire_transfer(), and pineforge::compat::pine::ReachedLimit.

count_committed_close()

void pineforge::compat::pine::IntradayOrderBudget::count_committed_close ( OrderRiskDay day, int limit, uint64_t close_fill, int source_bar, uint64_t inheritor )

inline

Definition at line 75 of file intraday_order_budget.hpp.

References day(), enter_day(), expire_transfer(), and latch().

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

• intraday_order_budget.hpp