pineforge::native_order Namespace Reference

Namespaces
namespace	native_order_v1
namespace	native_order_v6

Data Structures
struct	Absolute
	Where a request's trigger level comes from. More...
struct	AcceptedEvent
	One request was accepted: the definition, and the timeline ordinal it was accepted at. More...
struct	ActivatedEvent
struct	ActivateStop
struct	ActivateStopLimit
struct	ActivateTrail
struct	ActivationGrid
	What the consumer hands to prepare_trigger under an opted-in price grid (NativeRunSpec::price_grid == QuantizeFillsAndTriggers), the way acceptance receives CommandContext::price_tick: the tick ladder and the rounding the matcher tested the activation on. More...
struct	AllowanceAllScope
struct	AllowanceDeferred
struct	AllowanceUnits
struct	AllowanceUnset
struct	ArmContext
	What the consumer hands to prepare_owner_applied for an anchored leg's materialization, the way acceptance receives CommandContext::price_tick. More...
struct	ArmedEvent
	An anchored leg was materialized, exactly once: fill + offset, then the rounding, then resolve_anchored_level, then the representability check, and the resulting level written into the leg's trigger with its anchor becoming Absolute. More...
struct	ArmedTransaction
struct	BeginTrailTracking
struct	BindCohort
	Bind to a host-built roster (cohort_open / cohort_add / cohort_remove), read at the match rather than frozen at submit. More...
struct	BindOpening
	Bind to ONE already-live opening, by its handle and the positive cycle it is live in. More...
struct	BindOpenings
	Bind to a fixed cohort of already-live openings. More...
struct	Birth
struct	BookClose
	The authority an armed leg acquires under NativeArmScope::Book: the whole position its owner's fill left, on this cycle and side, bound at the fill's cursor. More...
struct	BookTransaction
struct	CancelledEvent
struct	CancelResult
struct	CashValue
	Native sizing bases (L3). More...
struct	CloseBoundEvent
struct	CohortClose
struct	CohortHandle
	A host-maintained, run-scoped roster identity. More...
struct	CohortReceipt
struct	CohortRoster
struct	CommandContext
	What acceptance needs from the run to judge a command: the point's ordinal and coordinate, the price tick the tick spellings resolve against, the quantity grid, and the live book. More...
struct	CommandInstalled
struct	CommittedExecutionFacts
struct	DeferredGroupAdjustmentEvent
struct	EligibilityFacts
struct	EnrollmentFromApplied
struct	EnrollmentFromCommand
struct	EquityFraction
	A fraction in (0, 1] of MARKED equity at the sizing point. More...
struct	EvaluationContext
struct	EventId
struct	EventRange
struct	ExecutionAppliedEvent
	One committed execution: the definition, the cursor, the resolved price and units, the scope it acted on, the committed closed-row range, the cycle on either side, and the ticket it booked under. More...
struct	ExecutionProposal
struct	ExecutionTerms
struct	ExplicitUnits
	A reduction of exactly these units, finite and positive. More...
struct	FromOwnerFill
	Defer a level to the owner's fill: at the arm the level becomes fill + offset, with offset signed (adverse is negative) and spelled in price ticks when ticks is set, then rounded by rounding. More...
struct	HostSized
	An opening or a closing whose quantity the HOST resolves, in NativeStrategyHost::resolve_execution_terms. More...
struct	ImmediateRemaining
	Take whatever the point allows, with no per-point cap. More...
struct	Independent
	No owner: the request stands on its own book authority. More...
class	InlineCommandEvents
	Almost every prepared command yields one history event. More...
struct	Installed
struct	InvalidHandleEvent
struct	Limit
	fill_through makes the limit a touch trigger (market-if-touched): the level still gates when the request becomes executable, but its fill is not bounded by the level, so slippage may carry it past the level. More...
struct	LimitReady
struct	LiveRequest
struct	MarginCallEvent
	A kernel-issued liquidation that actually filled. More...
struct	Market
	Match at the next eligible matching point, with no level to reach. More...
struct	MarketReady
struct	MatchCursor
struct	MatchRejectedEvent
	A candidate the run refused, with its MatchRejectReason and the cursor it was refused at. More...
struct	Member
struct	NativeRiskEvent
	One generic risk limit breaching (L9). More...
struct	NoChange
struct	NoEffectEvent
	A reduction or a flatten that had nothing to close: terminal, with no execution identity, no fill, no fee and no physical action. More...
struct	NoGroup
struct	NoTarget
	A dynamic cohort has no currently live member. More...
struct	NotWorkingEvent
struct	ObserveTrailExtremum
struct	OpeningClose
struct	OpeningObservation
struct	OpeningsClose
	Immutable fixed cohort. More...
struct	OwnerOpenedUnits
	A reduction of exactly what the owner's fill opened, bound at the arm and reported by a QuantityBoundEvent. More...
struct	PendingDeferred
struct	PendingNone
struct	PointBudget
	Cap what this request may execute at ONE matching point at units. More...
struct	PositionFlat
struct	PositionNonflat
struct	PreparationError
	A working-request preparation that could not produce a representable instruction — a nonrepresentable quantity, most often. More...
class	PreparedCancel
class	PreparedExecution
class	PreparedMutation
class	PreparedReplace
class	PreparedSubmit
struct	QuantityBoundEvent
	A Reduce{OwnerOpenedUnits} was bound, at its owner's fill, to what that fill opened. More...
struct	Reduce
	A closing-only intent. More...
struct	RejectedEvent
struct	RemainingDeferred
struct	RemainingFlattenAll
struct	RemainingProjectionDeferred
struct	RemainingProjectionFlattenAll
struct	RemainingProjectionNoTarget
struct	RemainingProjectionUnbound
struct	RemainingProjectionUnits
struct	RemainingUnbound
struct	RemainingUnits
	A resolved remaining quantity, in units. More...
struct	ReplacedEvent
struct	ReplaceOptions
	Replacement behaviour that is not expressible in the successor request. More...
struct	ReplaceRejectedEvent
struct	ReplaceResult
struct	Request
	Aggregate field order keeps market construction: Request{Transact{1.0}, "buy", "comment"} Request{Flatten{}, "flat", ""} Request{Reduce{ExplicitUnits{3}}, "close", ""} New fields default to Market / ImmediateRemaining / Independent / NoGroup. More...
struct	RequestDefinition
	The immutable accepted form of one request: its handle, the request value as accepted, its birth (acceptance ordinal and decision floor), its origin (RequestOrigin::Host, or the kernel's own for a liquidation or a risk flatten) and its authority. More...
struct	RequestHandle
struct	ReservationReducedEvent
struct	ReverseTo
	Exact target exposure for an explicit reversal request. More...
struct	RunIdentity
struct	ScopeFraction
	A fraction in (0, 1] of the bound scope, resolved at the matching candidate. More...
struct	SelectedExposure
	Native authorization receipt, converted to a call-local financial SelectedOpeningSet only at the consumer's settlement boundary. More...
class	SessionKey
struct	Sized
	A kernel-sized opening. More...
struct	Stop
	A stop trigger: the modeled path has to reach price from the adverse side. More...
struct	StopActive
struct	StopIdle
struct	StopLimit
	A stop that, once reached, becomes a limit at limit. More...
struct	StopLimitLive
struct	StopLimitPending
struct	SubmitResult
	What submit answers. More...
struct	TargetObservation
struct	TermsResolvedEvent
struct	TermsResolvedInput
struct	Trail
	offset is a price distance: the stop rides offset behind the running best. More...
struct	TrailActive
struct	TrailTicks
	Trail offset spelled in price ticks instead of a price distance. More...
struct	TrailTrack
struct	TrailWaitArm
struct	UnboundBookClose
struct	Wait
	The authority an unarmed WaitForApplied child holds: accepted and live, but never a matching candidate until its owner's fill arms it — under either visibility. More...
struct	WaitForApplied
	The one owner relation that arms (the ArmedEvent). More...
class	WorkingRequestCore

Typedefs
using	Flatten = execution::Flatten
using	Transact = order_action::Transact
	A signed book transaction: finite nonzero units on the side their sign names.
using	SizeBasis = std::variant<CashValue, EquityFraction>
	The two bases a Sized intent may name.
using	ReductionSize = std::variant<ExplicitUnits, OwnerOpenedUnits, ScopeFraction>
	How much a Reduce takes: literal units, the owner's own opening, or a fraction of the bound scope.
using	OrderIntent = std::variant<Flatten, Reduce, Transact, ReverseTo, HostSized, Sized>
	What a request does.
using	Trigger = std::variant<Market, Limit, Stop, StopLimit, Trail>
using	TriggerAnchor = std::variant<Absolute, FromOwnerFill>
using	Capacity = std::variant<ImmediateRemaining, PointBudget>
using	Owner = std::variant<Independent, WaitForApplied, BindOpening, BindOpenings, BindCohort>
using	Group = std::variant<NoGroup, Member>
using	Remaining
using	RemainingProjection
using	Enrollment = std::variant<EnrollmentFromCommand, EnrollmentFromApplied>
using	Authority
using	ExecutionScope = std::variant<execution::Book, execution::OpeningExposure, SelectedExposure>
	What one execution acted on: the whole book, one opening's exposure, or a bound selection.
using	TriggerState
using	Allowance
using	PendingAdjustments = std::variant<PendingNone, PendingDeferred>
using	PositionIdentity = std::variant<PositionFlat, PositionNonflat>
using	DefinitionRef = std::shared_ptr<const RequestDefinition>
using	ExecutionPlan
	The settlement shape one execution takes.
using	CommandEvent
	Every alternative of one request's history, as one value.
using	AnchoredLevelResolver
	The one policy point of an anchored materialization.
using	TriggerTransition
using	InstallResult = std::variant<Installed, InstallError>
template<class T>
using	Preparation = std::variant<T, NoChange, PreparationError>
template<class R>
using	InstalledCommand = std::variant<CommandInstalled<R>, InstallError>

Enumerations
enum class	HostSizedKind : std::uint8_t {   Open = 0 ,   Close = 1 }
enum class	Side : std::uint8_t {   Long = 0 ,   Short = 1 }
enum class	ExecutionGridPolicy : std::uint8_t {   SnapToGrid = 0 ,   ExplicitUnits = 1 }
	Resolved host sizing normally remains subject to the run's quantity grid. More...
enum class	SizeTime : std::uint8_t {   AtMatch = 0 ,   AtAcceptance = 1 }
	AtMatch resolves the basis at the matching candidate; AtAcceptance freezes the resolved units when the request is accepted. More...
enum class	SizePrice : std::uint8_t {   Resolved = 0 ,   Signal = 1 ,   SignalOnTick = 2 }
	WHICH price the basis is converted at. More...
enum class	ScopeClaim : std::uint8_t {   Gross = 0 ,   NetOfSiblings = 1 }
	Gross claims the whole bound scope; NetOfSiblings first subtracts the units already claimed by the live sibling reduces bound to that same scope. More...
enum class	ScopeBasis : std::uint8_t {   AtMatch = 0 ,   AtAcceptance = 1 }
	Which measurement of the bound scope the fraction is taken of. More...
enum class	NativeAnchorRounding : std::uint8_t {   Raw = 0 ,   HalfUp = 1 ,   Directional = 2 }
	How a materialized anchored level is snapped onto the run's price tick ladder (NativeRunSpec::price_tick). More...
enum class	NativeArmVisibility : std::uint8_t {   Working = 0 ,   PendingUntilArmed = 1 }
	Whether an owner-related request that arms is a working order before its arm. More...
enum class	NativeArmFirstMatch : std::uint8_t {   AtArmPrint = 0 ,   AfterArmPrint = 1 }
	When an armed request may first match. More...
enum class	NativeArmScope : std::uint8_t {   OwnerLot = 0 ,   Book = 1 }
	What an armed CLOSING request (Reduce, Flatten, a HostSized close) closes. More...
enum class	GroupEffect : std::uint8_t {   Cancel = 0 ,   Reduce = 1 }
enum class	RequestOrigin : std::uint8_t {   Host = 0 ,   KernelLiquidation = 1 ,   KernelRisk = 2 }
	Who authored a request. More...
enum class	RequestRejectReason : std::uint8_t {   InvalidQuantity = 0 ,   OffGrid = 1 ,   InvalidTrigger = 2 ,   InvalidCapacity = 3 ,   InvalidOwner = 4 ,   InvalidQuantityBasis = 5 ,   InvalidGroup = 6 ,   PlacementAdmission = 7 }
	Why an acceptance was refused, on a Rejected SubmitResult. More...
enum class	SubmitStatus {   Accepted ,   Rejected }
enum class	ReplaceStatus {   Replaced ,   ReplaceRejected ,   NotWorking ,   InvalidHandle }
enum class	CancelStatus {   Cancelled ,   NotWorking ,   InvalidHandle }
enum class	MatchRejectReason : std::uint8_t {   NonpositivePrice = 0 ,   OpeningDirection = 1 ,   MaxAbsUnits = 2 ,   MaxOpenLots = 3 ,   InitialMargin = 4 ,   TermsUnresolved = 5 ,   InvalidTerms = 6 ,   NoOppositeExposure = 7 ,   HostPrecommit = 8 ,   RiskLimit = 9 }
	Why a CANDIDATE was refused — a decision taken at a matching point, with the request still live unless the reason is terminal. More...
enum class	NativeCandidatePriceKind : std::uint8_t {   PointPrice = 0 ,   TriggerLevel = 1 ,   CurrentQuote = 2 }
	Which price a candidate is being offered at: the point's own price, or the request's trigger level (a crossing that books the level itself). More...
enum class	OpeningShape : std::uint8_t {   Transact = 0 ,   ReverseTo = 1 ,   CloseOpposite = 2 }
enum class	CancelReason : std::uint8_t {   User = 0 ,   Group = 1 ,   OwnerGone = 2 ,   UnsupportedRelation = 3 ,   Superseded = 4 }
	Why a request left the book. More...
enum class	AppliedTerminalReason : std::uint8_t {   WorkingUnitsSatisfied = 0 ,   Flattened = 1 ,   TargetExhausted = 2 }
enum class	ActivationKind : std::uint8_t {   Stop = 0 ,   StopLimit = 1 ,   TrailArm = 2 ,   TrailTrigger = 3 }
enum class	CoreFailure : std::uint8_t {   Invariant = 0 ,   InvalidCause = 1 ,   NonrepresentableQuantity = 2 ,   MissingObservation = 3 ,   StaleHandle = 4 ,   UnsupportedTransition = 5 ,   ConflictingReceipt = 6 ,   UnrepresentableReservation = 7 ,   InvalidScope = 8 ,   InvalidProposal = 9 ,   ObservationMismatch = 10 }
enum class	DriverEligibilityClass : std::uint8_t {   ObservedPrint = 0 ,   CarriedOpen = 1 ,   TickAfterCalculation = 2 ,   ConfirmedOpen = 3 ,   ConfirmedExcursion = 4 ,   ConfirmedAfterCalculationClose = 5 ,   CurrentExecution = 6 }
enum class	CommandSurface : std::uint8_t {   General = 0 ,   MarketOnly = 1 }
enum class	RiskLimitKind : std::uint8_t {   MaxDrawdown = 0 ,   MaxIntradayLoss = 1 ,   MaxConsecutiveLossDays = 2 ,   MaxFillsPerDay = 3 }
	Which generic risk limit of NativeRunSpec::risk a NativeRiskEvent reports. More...
enum class	InstallError : std::uint8_t {   StalePreparation = 0 ,   WrongCoreOrRun = 1 ,   AlreadyConsumed = 2 }
enum class	NoChangeReason : std::uint8_t {   NoTransition = 0 ,   StillWaiting = 1 ,   NotEligible = 2 ,   NotWorking = 3 ,   AlreadyApplied = 4 }
enum class	CohortReceiptOperation : std::uint8_t {   Add = 0 ,   Remove = 1 }
enum class	CohortReceiptStatus : std::uint8_t {   Applied = 0 ,   InvalidHandle = 1 ,   UnknownOrigin = 2 ,   TerminalOrigin = 3 }

Functions
bool	operator== (CohortHandle left, CohortHandle right) noexcept
bool	operator!= (CohortHandle left, CohortHandle right) noexcept
bool	operator< (CohortHandle left, CohortHandle right) noexcept
OrderIntent	intent_from_physical (const execution::Action &action)
Request	market_request (execution::Action action, std::string label={}, std::string comment={})
bool	has_market_defaults (const Request &request) noexcept
bool	operator== (const EventId &a, const EventId &b)
bool	operator!= (const EventId &a, const EventId &b)
bool	operator== (const MatchCursor &a, const MatchCursor &b) noexcept
bool	operator!= (const MatchCursor &a, const MatchCursor &b) noexcept
std::uint8_t	display_waypoint (const MatchCursor &cursor) noexcept
bool	point_eligible (const LiveRequest &live, uint64_t point_ordinal, int64_t effective_time_ms) noexcept
	Whether a request may be considered at this driver point: the point's ordinal must be strictly past the birth acceptance ordinal AND its effective time at or past the birth's decision-time lower bound.
bool	quantity_on_grid (double q, double step) noexcept
	v2 exact binary64 grid: r=abs(q)/s, n=round(r) half away from zero, g=n*s.
ExecutionPlan	to_execution_plan (const execution::Action &action)
bool	operator== (const RunIdentity &a, const RunIdentity &b)
bool	operator!= (const RunIdentity &a, const RunIdentity &b)
bool	operator== (const RequestHandle &a, const RequestHandle &b)
bool	operator!= (const RequestHandle &a, const RequestHandle &b)
bool	operator== (const Birth &a, const Birth &b)
bool	operator!= (const Birth &a, const Birth &b)
bool	point_eligible (const Birth &birth, uint64_t point_ordinal, int64_t effective_time_ms) noexcept