pineforge::native_order::native_order_v6::ExecutionAppliedEvent Struct Reference

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...

#include <native_order.hpp>

Public Member Functions
const RequestHandle &	handle () const noexcept
const Request &	request () const noexcept
const Birth &	birth () const noexcept
int64_t	effective_time_ms () const noexcept
int64_t	interval_open_ms () const noexcept
int64_t	interval_last_traded_close_ms () const noexcept
int	interval_index () const noexcept
std::uint8_t	provenance () const noexcept

Data Fields
uint64_t	ordinal = 0
DefinitionRef	definition
double	raw_price = 0.0
double	resolved_price = 0.0
double	current_ticket = 0.0
std::size_t	first_trade_index = 0
std::size_t	closed_trade_count = 0
uint64_t	opened_lot_incarnation = 0
double	closed_units = 0.0
double	opened_units = 0.0
double	filled_working = 0.0
RemainingProjection	remaining_before = RemainingProjectionUnbound{}
RemainingProjection	remaining_after = RemainingProjectionUnbound{}
Allowance	allowance_before = AllowanceUnset{}
Allowance	allowance_after = AllowanceUnset{}
bool	terminal = true
std::optional< AppliedTerminalReason >	terminal_reason
int64_t	cycle_before = 0
int64_t	cycle_after = 0
ExecutionScope	scope = execution::Book{}
MatchCursor	cursor {}

Detailed Description

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.

Delivered to on_native_applied and recorded in native_events(); the account observation that follows it shares its ordinal.

Definition at line 1027 of file native_order.hpp.

Member Function Documentation

handle()

const RequestHandle & pineforge::native_order::native_order_v6::ExecutionAppliedEvent::handle ( ) const

inlinenoexcept

Definition at line 1049 of file native_order.hpp.

References definition.

Referenced by pineforge::source::PineExecutionAdapter::begin_coof_recalc(), pineforge::source::PineExecutionAdapter::on_applied(), and pineforge::source::PineStrategyHost::on_native_applied().

request()

const Request & pineforge::native_order::native_order_v6::ExecutionAppliedEvent::request ( ) const

inlinenoexcept

Definition at line 1050 of file native_order.hpp.

References definition.

Referenced by pineforge::source::PineExecutionAdapter::begin_coof_recalc(), and pineforge::source::PineExecutionAdapter::on_applied().

birth()

const Birth & pineforge::native_order::native_order_v6::ExecutionAppliedEvent::birth ( ) const

inlinenoexcept

Definition at line 1051 of file native_order.hpp.

References definition.

effective_time_ms()

int64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::effective_time_ms ( ) const

inlinenoexcept

Definition at line 1052 of file native_order.hpp.

References cursor.

interval_open_ms()

int64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::interval_open_ms ( ) const

inlinenoexcept

Definition at line 1053 of file native_order.hpp.

References cursor.

interval_last_traded_close_ms()

int64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::interval_last_traded_close_ms ( ) const

inlinenoexcept

Definition at line 1054 of file native_order.hpp.

References cursor.

interval_index()

int pineforge::native_order::native_order_v6::ExecutionAppliedEvent::interval_index ( ) const

inlinenoexcept

Definition at line 1057 of file native_order.hpp.

References cursor.

provenance()

std::uint8_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::provenance ( ) const

inlinenoexcept

Definition at line 1058 of file native_order.hpp.

References cursor.

Field Documentation

ordinal

uint64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::ordinal = 0

Definition at line 1028 of file native_order.hpp.

Referenced by pineforge::source::PineScheduler::applied(), pineforge::source::PineScheduler::coof_recalculation_due(), pineforge::source::PineExecutionAdapter::on_applied(), and pineforge::source::PineStrategyHost::on_native_applied().

definition

DefinitionRef pineforge::native_order::native_order_v6::ExecutionAppliedEvent::definition

Definition at line 1029 of file native_order.hpp.

Referenced by birth(), handle(), pineforge::source::PineExecutionAdapter::on_applied(), and request().

raw_price

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::raw_price = 0.0

Definition at line 1030 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied().

resolved_price

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::resolved_price = 0.0

Definition at line 1031 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied().

current_ticket

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::current_ticket = 0.0

Definition at line 1032 of file native_order.hpp.

first_trade_index

std::size_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::first_trade_index = 0

Definition at line 1033 of file native_order.hpp.

closed_trade_count

std::size_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::closed_trade_count = 0

Definition at line 1034 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied().

opened_lot_incarnation

uint64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::opened_lot_incarnation = 0

Definition at line 1035 of file native_order.hpp.

closed_units

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::closed_units = 0.0

Definition at line 1036 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied().

opened_units

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::opened_units = 0.0

Definition at line 1037 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::begin_coof_recalc(), pineforge::source::PineExecutionAdapter::on_applied(), and pineforge::source::PineStrategyHost::on_native_applied().

filled_working

double pineforge::native_order::native_order_v6::ExecutionAppliedEvent::filled_working = 0.0

Definition at line 1038 of file native_order.hpp.

remaining_before

RemainingProjection pineforge::native_order::native_order_v6::ExecutionAppliedEvent::remaining_before = RemainingProjectionUnbound{}

Definition at line 1039 of file native_order.hpp.

remaining_after

RemainingProjection pineforge::native_order::native_order_v6::ExecutionAppliedEvent::remaining_after = RemainingProjectionUnbound{}

Definition at line 1040 of file native_order.hpp.

allowance_before

Allowance pineforge::native_order::native_order_v6::ExecutionAppliedEvent::allowance_before = AllowanceUnset{}

Definition at line 1041 of file native_order.hpp.

allowance_after

Allowance pineforge::native_order::native_order_v6::ExecutionAppliedEvent::allowance_after = AllowanceUnset{}

Definition at line 1042 of file native_order.hpp.

terminal

bool pineforge::native_order::native_order_v6::ExecutionAppliedEvent::terminal = true

Definition at line 1043 of file native_order.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied().

terminal_reason

std::optional<AppliedTerminalReason> pineforge::native_order::native_order_v6::ExecutionAppliedEvent::terminal_reason

Definition at line 1044 of file native_order.hpp.

cycle_before

int64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::cycle_before = 0

Definition at line 1045 of file native_order.hpp.

cycle_after

int64_t pineforge::native_order::native_order_v6::ExecutionAppliedEvent::cycle_after = 0

Definition at line 1046 of file native_order.hpp.

scope

ExecutionScope pineforge::native_order::native_order_v6::ExecutionAppliedEvent::scope = execution::Book{}

Definition at line 1047 of file native_order.hpp.

cursor

MatchCursor pineforge::native_order::native_order_v6::ExecutionAppliedEvent::cursor {}

Definition at line 1048 of file native_order.hpp.

Referenced by effective_time_ms(), interval_index(), interval_last_traded_close_ms(), interval_open_ms(), pineforge::source::PineStrategyHost::on_native_applied(), and provenance().

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

• native_order.hpp