A subclass of the LOB::Account that manages client state on the market server. More...

#include <system_account.hpp>

Inheritance diagram for OrderEntry::SystemAccount< Handler >:

Public Member Functions
	SystemAccount ()
	Initialize a new system account.

	SystemAccount (const std::string &username_, const std::string &password_)
	Initialize a new system account with given handler. More...

	SystemAccount (Handler *handler_)
	Initialize a new system account with given handler. More...

void	limit_fill (LOB::Order limit, LOB::Order market) override
	Fill a limit order. More...

void	limit_partial (LOB::Order limit, LOB::Order market) override
	Partially fill a limit order. More...

void	market_fill (LOB::Order limit, LOB::Order market) override
	Fill a market order. More...

void	market_partial (LOB::Order limit, LOB::Order market) override
	Partially fill a market order. More...

void	limit (Order *order)
	Place a limit order. More...

void	cancel (Order *order)
	Cancel a limit order. More...

void	fill (Side side, Quantity quantity, Price price)
	Fill a market order on given side with quantity and price. More...

Static Public Member Functions
static const std::string	table_header ()
	Return the header for the account table. More...

Public Attributes
std::string	username = ""
	the user name for the account

std::string	password = ""
	the password for the account

Handler *	handler = nullptr
	the connection for this account

bool	is_connected = false
	whether the account is currently logged in

Shares	shares = 0
	the number of shares owned by the account

Capital	capital = 0
	the total capital the account has (funds)

std::set< Order * >	orders = {}
	the set of active orders for the account

Friends
std::ostream &	operator<< (std::ostream &stream, const SystemAccount &account)
	Write the data from the account to a stream. More...

Detailed Description

template<typename Handler>
struct OrderEntry::SystemAccount< Handler >

A subclass of the LOB::Account that manages client state on the market server.

Template Parameters

Handler a callback handler type for passing trade event data to

Constructor & Destructor Documentation

◆ SystemAccount() [1/2]

template<typename Handler >

OrderEntry::SystemAccount< Handler >::SystemAccount	(	const std::string &	username_,
		const std::string &	password_
	)

inline

Initialize a new system account with given handler.

Parameters

username_	the username for the account
password_	the password for the account

◆ SystemAccount() [2/2]

template<typename Handler >

OrderEntry::SystemAccount< Handler >::SystemAccount ( Handler * handler_ )

inlineexplicit

Initialize a new system account with given handler.

Parameters

handler_ a pointer to the handler for the system account

Member Function Documentation

◆ cancel()

void OrderEntry::LOB::Account::cancel ( Order * order )

inlineinherited

Cancel a limit order.

Parameters

order the order to cancel

◆ fill()

void OrderEntry::LOB::Account::fill	(	Side	side,
		Quantity	quantity,
		Price	price
	)

inlineinherited

Fill a market order on given side with quantity and price.

Parameters

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 )

inlineinherited

Place a limit order.

Parameters

order the limit order to place

◆ limit_fill()

template<typename Handler >

void OrderEntry::SystemAccount< Handler >::limit_fill	(	LOB::Order *	limit,
		LOB::Order *	market
	)

inlineoverridevirtual

Fill a limit order.

Parameters

limit	the limit order that is being filled
market	the market order that fills the limit order

Reimplemented from OrderEntry::LOB::Account.

◆ limit_partial()

template<typename Handler >

void OrderEntry::SystemAccount< Handler >::limit_partial	(	LOB::Order *	limit,
		LOB::Order *	market
	)

inlineoverridevirtual

Partially fill a limit order.

Parameters

limit	the limit order that is being partially filled
market	the market order that partially fills the limit order

Reimplemented from OrderEntry::LOB::Account.

◆ market_fill()

template<typename Handler >

void OrderEntry::SystemAccount< Handler >::market_fill	(	LOB::Order *	limit,
		LOB::Order *	market
	)

inlineoverridevirtual

Fill a market order.

Parameters

limit	the limit order that fills the market order
market	the market order being filled

Reimplemented from OrderEntry::LOB::Account.

◆ market_partial()

template<typename Handler >

void OrderEntry::SystemAccount< Handler >::market_partial	(	LOB::Order *	limit,
		LOB::Order *	market
	)

inlineoverridevirtual

Partially fill a market order.

Parameters

limit	the limit order that partially fills the market order
market	the market order being partially filled

Reimplemented from OrderEntry::LOB::Account.

◆ table_header()

template<typename Handler >

static const std::string OrderEntry::SystemAccount< Handler >::table_header ( )

inlinestatic

Return the header for the account table.

Returns: the header value for the system account table

Friends And Related Function Documentation

◆ operator<<

template<typename Handler >

std::ostream& operator<<	(	std::ostream &	stream,
		const SystemAccount< Handler > &	account
	)

friend

Write the data from the account to a stream.

Parameters

stream	the stream to write the data to
account	the account to write to the stream

Returns: the stream with data from the account written to it

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

include/order_entry/system_account.hpp

Public Member Functions

Static Public Member Functions

Public Attributes

Friends

Detailed Description

template<typename Handler> struct OrderEntry::SystemAccount< Handler >

Constructor & Destructor Documentation

◆ SystemAccount() [1/2]

◆ SystemAccount() [2/2]

Member Function Documentation

◆ cancel()

◆ fill()

◆ limit()

◆ limit_fill()

◆ limit_partial()

◆ market_fill()

◆ market_partial()

◆ table_header()

Friends And Related Function Documentation

◆ operator<<

template<typename Handler>
struct OrderEntry::SystemAccount< Handler >