pineforge::execution Namespace Reference

Namespaces
namespace	close_scope_v1
namespace	close_selection_v1
namespace	reverse_to_v1
namespace	settlement_projection_v1

Data Structures
struct	AccountEffectProjection
struct	Book
struct	Fill
struct	Flatten
struct	LifecycleBatch
struct	LifecycleEffects
struct	LifecycleIntent
struct	OpeningExposure
struct	PendingRemoval
struct	PhysicalExecutionContext
struct	Result
struct	ReverseTo
struct	SelectedOpeningSet
struct	SettlementInspection

Typedefs
using	Action = std::variant<Flatten, order_action::Reduce, order_action::Transact>
using	CloseScope = std::variant<Book, OpeningExposure>

Enumerations
enum class	CloseCause : std::uint8_t {   Unspecified = 0 ,   Script = 1 ,   Bracket = 2 ,   Liquidation = 3 ,   RiskLimit = 4 ,   FillCap = 5 ,   RangeEnd = 6 }
enum class	Status {   Applied ,   NoEffect ,   InvalidPrice ,   InvalidQuantity ,   InvalidBook ,   UnrepresentableQuantity ,   InvalidAccounting ,   InvalidLifecycle ,   InvalidCloseTarget = 8 }

Typedef Documentation

Action

using pineforge::execution::Action = std::variant<Flatten, order_action::Reduce, order_action::Transact>

Definition at line 17 of file execution.hpp.

Enumeration Type Documentation

CloseCause

enum class pineforge::execution::CloseCause : std::uint8_t

strong

Enumerator
Unspecified
Script
Bracket
Liquidation
RiskLimit
FillCap
RangeEnd

Definition at line 31 of file execution.hpp.

Status

enum class pineforge::execution::Status

strong

Enumerator
Applied
NoEffect
InvalidPrice
InvalidQuantity
InvalidBook
UnrepresentableQuantity
InvalidAccounting
InvalidLifecycle
InvalidCloseTarget

Definition at line 55 of file execution.hpp.