A trading account for a LimitOrderBook client.
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#include <structures.hpp>
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Shares | shares = 0 |
| the number of shares owned by the account
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Capital | capital = 0 |
| the total capital the account has (funds)
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std::set< Order * > | orders = {} |
| the set of active orders for the account
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A trading account for a LimitOrderBook client.
◆ Account()
OrderEntry::LOB::Account::Account |
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Shares |
shares_ = 0 , |
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Capital |
capital_ = 0 |
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) |
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inline |
Create an account with given values.
- Parameters
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shares_ | the number of shares owned by the account |
capital_ | the total capital the account has (funds) |
◆ cancel()
void OrderEntry::LOB::Account::cancel |
( |
Order * |
order | ) |
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inline |
Cancel a limit order.
- Parameters
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◆ fill()
Fill a market order on given side with quantity and price.
- Parameters
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side | the side of the trade |
quantity | the quantity of the trade |
price | the price the trade occurred at |
◆ limit()
void OrderEntry::LOB::Account::limit |
( |
Order * |
order | ) |
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inline |
Place a limit order.
- Parameters
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order | the limit order to place |
◆ limit_fill()
virtual void OrderEntry::LOB::Account::limit_fill |
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Order * |
limit, |
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Order * |
market |
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) |
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inlinevirtual |
◆ limit_partial()
virtual void OrderEntry::LOB::Account::limit_partial |
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Order * |
limit, |
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Order * |
market |
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) |
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inlinevirtual |
◆ market_fill()
virtual void OrderEntry::LOB::Account::market_fill |
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Order * |
limit, |
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Order * |
market |
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) |
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inlinevirtual |
◆ market_partial()
virtual void OrderEntry::LOB::Account::market_partial |
( |
Order * |
limit, |
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Order * |
market |
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) |
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inlinevirtual |
The documentation for this struct was generated from the following file: