PineForge v0.13.1-379-g9b50973
Deterministic PineScript v6 backtest runtime — C ABI reference
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pineforge::native_order::native_order_v6::CommandContext Struct Reference

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...

#include <native_order.hpp>

Data Fields

int64_t decision_time_ms = 0
 
std::optional< double > quantity_grid
 
std::optional< OpeningObservationopening
 
CommandSurface surface = CommandSurface::General
 
std::vector< OpeningObservationopenings
 
std::optional< double > sizing_units
 Kernel-resolved acceptance-time units for a Sized{AtAcceptance} request.
 
std::optional< double > price_tick
 The run's price tick, needed only to resolve a tick-spelled trail offset or trigger anchor.
 
std::optional< double > sizing_scope
 Placement-time sizing measurements the execution consumer owns, supplied only for the intent that asks for them.
 
std::optional< double > sizing_price
 
bool sizing_admissible = true
 

Detailed Description

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.

Built by the consumer; a host never constructs one.

Definition at line 1282 of file native_order.hpp.

Field Documentation

◆ decision_time_ms

int64_t pineforge::native_order::native_order_v6::CommandContext::decision_time_ms = 0

Definition at line 1283 of file native_order.hpp.

◆ quantity_grid

std::optional<double> pineforge::native_order::native_order_v6::CommandContext::quantity_grid

Definition at line 1284 of file native_order.hpp.

◆ opening

std::optional<OpeningObservation> pineforge::native_order::native_order_v6::CommandContext::opening

Definition at line 1285 of file native_order.hpp.

◆ surface

CommandSurface pineforge::native_order::native_order_v6::CommandContext::surface = CommandSurface::General

Definition at line 1286 of file native_order.hpp.

◆ openings

std::vector<OpeningObservation> pineforge::native_order::native_order_v6::CommandContext::openings

Definition at line 1287 of file native_order.hpp.

◆ sizing_units

std::optional<double> pineforge::native_order::native_order_v6::CommandContext::sizing_units

Kernel-resolved acceptance-time units for a Sized{AtAcceptance} request.

The execution consumer owns the account facts, so it supplies them here; a producer that leaves it unset accepts the request with a size the matching path then reports as TermsUnresolved. The accepted request carries the value in LiveRequest::sizing_units and still reaches the candidate with a deferred remaining, so the host keeps its one override pass. Appended last so the existing positional aggregate initializers keep their meaning.

Definition at line 1296 of file native_order.hpp.

◆ price_tick

std::optional<double> pineforge::native_order::native_order_v6::CommandContext::price_tick

The run's price tick, needed only to resolve a tick-spelled trail offset or trigger anchor.

A tick spelling without a usable tick here is rejected rather than silently read as a price distance.

Definition at line 1300 of file native_order.hpp.

◆ sizing_scope

std::optional<double> pineforge::native_order::native_order_v6::CommandContext::sizing_scope

Placement-time sizing measurements the execution consumer owns, supplied only for the intent that asks for them.

Appended last, exactly like sizing_units, so the existing positional aggregate initializers keep their meaning.

sizing_scope: the bound scope's exposure at acceptance, for a Reduce{ScopeFraction{ScopeBasis::AtAcceptance}}. sizing_price: the frozen signal price, for a Sized whose SizePrice is Signal or SignalOnTick. sizing_admissible: false when the acceptance-resolved quantity of a Sized{SizeTime::AtAcceptance} fails the run's placement admission.

Definition at line 1312 of file native_order.hpp.

◆ sizing_price

std::optional<double> pineforge::native_order::native_order_v6::CommandContext::sizing_price

Definition at line 1313 of file native_order.hpp.

◆ sizing_admissible

bool pineforge::native_order::native_order_v6::CommandContext::sizing_admissible = true

Definition at line 1314 of file native_order.hpp.


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