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 1234 of file native_order.hpp.

Member Function Documentation

◆ handle()

const RequestHandle & pineforge::native_order::native_order_v8::ExecutionAppliedEvent::handle ( ) const

inlinenoexcept

Definition at line 1256 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_v8::ExecutionAppliedEvent::request ( ) const

inlinenoexcept

Definition at line 1257 of file native_order.hpp.

References definition.

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

◆ birth()

const Birth & pineforge::native_order::native_order_v8::ExecutionAppliedEvent::birth ( ) const

inlinenoexcept

Definition at line 1258 of file native_order.hpp.

References definition.

◆ effective_time_ms()

int64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::effective_time_ms ( ) const

inlinenoexcept

Definition at line 1259 of file native_order.hpp.

References cursor.

◆ interval_open_ms()

int64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::interval_open_ms ( ) const

inlinenoexcept

Definition at line 1260 of file native_order.hpp.

References cursor.

◆ interval_last_traded_close_ms()

int64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::interval_last_traded_close_ms ( ) const

inlinenoexcept

Definition at line 1261 of file native_order.hpp.

References cursor.

◆ interval_index()

int pineforge::native_order::native_order_v8::ExecutionAppliedEvent::interval_index ( ) const

inlinenoexcept

Definition at line 1264 of file native_order.hpp.

References cursor.

◆ provenance()

std::uint8_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::provenance ( ) const

inlinenoexcept

Definition at line 1265 of file native_order.hpp.

References cursor.

Field Documentation

◆ ordinal

uint64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::ordinal = 0

Definition at line 1235 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_v8::ExecutionAppliedEvent::definition

Definition at line 1236 of file native_order.hpp.

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

◆ raw_price

double pineforge::native_order::native_order_v8::ExecutionAppliedEvent::raw_price = 0.0

Definition at line 1237 of file native_order.hpp.

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

◆ resolved_price

double pineforge::native_order::native_order_v8::ExecutionAppliedEvent::resolved_price = 0.0

Definition at line 1238 of file native_order.hpp.

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

◆ current_ticket

double pineforge::native_order::native_order_v8::ExecutionAppliedEvent::current_ticket = 0.0

Definition at line 1239 of file native_order.hpp.

◆ first_trade_index

std::size_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::first_trade_index = 0

Definition at line 1240 of file native_order.hpp.

Referenced by pineforge::source::PineStrategyHost::on_native_applied().

◆ closed_trade_count

std::size_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::closed_trade_count = 0

Definition at line 1241 of file native_order.hpp.

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

◆ opened_lot_incarnation

uint64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::opened_lot_incarnation = 0

Definition at line 1242 of file native_order.hpp.

◆ closed_units

double pineforge::native_order::native_order_v8::ExecutionAppliedEvent::closed_units = 0.0

Definition at line 1243 of file native_order.hpp.

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

◆ opened_units

double pineforge::native_order::native_order_v8::ExecutionAppliedEvent::opened_units = 0.0

Definition at line 1244 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_v8::ExecutionAppliedEvent::filled_working = 0.0

Definition at line 1245 of file native_order.hpp.

◆ remaining_before

RemainingProjection pineforge::native_order::native_order_v8::ExecutionAppliedEvent::remaining_before = RemainingProjectionUnbound{}

Definition at line 1246 of file native_order.hpp.

◆ remaining_after

RemainingProjection pineforge::native_order::native_order_v8::ExecutionAppliedEvent::remaining_after = RemainingProjectionUnbound{}

Definition at line 1247 of file native_order.hpp.

◆ allowance_before

Allowance pineforge::native_order::native_order_v8::ExecutionAppliedEvent::allowance_before = AllowanceUnset{}

Definition at line 1248 of file native_order.hpp.

◆ allowance_after

Allowance pineforge::native_order::native_order_v8::ExecutionAppliedEvent::allowance_after = AllowanceUnset{}

Definition at line 1249 of file native_order.hpp.

◆ terminal

bool pineforge::native_order::native_order_v8::ExecutionAppliedEvent::terminal = true

Definition at line 1250 of file native_order.hpp.

◆ terminal_reason

std::optional<AppliedTerminalReason> pineforge::native_order::native_order_v8::ExecutionAppliedEvent::terminal_reason

Definition at line 1251 of file native_order.hpp.

◆ cycle_before

int64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::cycle_before = 0

Definition at line 1252 of file native_order.hpp.

◆ cycle_after

int64_t pineforge::native_order::native_order_v8::ExecutionAppliedEvent::cycle_after = 0

Definition at line 1253 of file native_order.hpp.

◆ scope

ExecutionScope pineforge::native_order::native_order_v8::ExecutionAppliedEvent::scope = execution::Book{}

Definition at line 1254 of file native_order.hpp.

◆ cursor

MatchCursor pineforge::native_order::native_order_v8::ExecutionAppliedEvent::cursor {}

Definition at line 1255 of file native_order.hpp.

Referenced by effective_time_ms(), interval_index(), interval_last_traded_close_ms(), interval_open_ms(), and provenance().

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

native_order.hpp

Public Member Functions

Data Fields

Detailed Description

Member Function Documentation

◆ handle()

◆ request()

◆ birth()

◆ effective_time_ms()

◆ interval_open_ms()

◆ interval_last_traded_close_ms()

◆ interval_index()

◆ provenance()

Field Documentation

◆ ordinal

◆ definition

◆ raw_price

◆ resolved_price

◆ current_ticket

◆ first_trade_index

◆ closed_trade_count

◆ opened_lot_incarnation

◆ closed_units

◆ opened_units

◆ filled_working

◆ remaining_before

◆ remaining_after

◆ allowance_before

◆ allowance_after

◆ terminal

◆ terminal_reason

◆ cycle_before

◆ cycle_after

◆ scope

◆ cursor