PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
Loading...
Searching...
No Matches
pineforge::admission::market_admission_v2 Namespace Reference

Data Structures

class  Allocation
 
struct  BookObservation
 
class  CommandCapture
 
struct  CommandEvent
 
struct  CommandObservation
 
struct  Configuration
 
struct  CurrentPrices
 
class  Draft
 
struct  Field
 
struct  InstructionResolution
 
class  Journal
 
class  JournalRecordSource
 
struct  JournalRecordSummary
 
struct  PriceRequest
 
class  ReviewCapture
 
struct  ReviewEvent
 
struct  ReviewReceipt
 
struct  SizingEvent
 
struct  SizingObservation
 
struct  SizingRevision
 

Typedefs

using Event = std::variant<CommandEvent, ReviewEvent, SizingEvent>
 
using FieldValue = std::variant<uint64_t, int64_t, double, std::string>
 
using FieldVisitor = std::function<void(const Field&)>
 

Enumerations

enum class  CommandKind : int64_t {
  Entry ,
  Raw ,
  Cancel ,
  CancelAll
}
 
enum class  Outcome : int64_t {
  Admitted ,
  NoAdmission ,
  IgnoredTradingWindow ,
  IgnoredIntradayLoss ,
  RejectedIntradayCap ,
  RejectedFrozenMarketCap ,
  RejectedAffordability ,
  RejectedPricedCap ,
  OpeningRejectedReductionAdmitted ,
  CancelCompleted
}
 
enum class  Checkpoint : int64_t {
  DefaultGross ,
  ExplicitPair ,
  TerminalGross
}
 
enum class  ResolutionKind : int64_t {
  Original ,
  Rejected ,
  PairedTransaction
}
 

Functions

void reflect (const Draft &value, const std::string &path, const FieldVisitor &visit)
 
void reflect (const Event &value, const std::string &path, const FieldVisitor &visit)
 
JournalRecordSource encode_journal_record (const Event &) noexcept
 
detail::ScratchStatus decode_journal_record (const detail::ScratchByteSource &, detail::ScratchBuffer, Event &)
 
void bind_journal_codec (Journal &journal, detail::CommandScratchStore &store)
 
detail::ScratchStatus append_journal_record (Journal &journal, const detail::ScratchByteSource &source)
 
const detail::ScratchReadback & journal_readback (const Journal &journal)
 
std::vector< Field > fields (const Draft &draft)
 
uint64_t read_unsigned (const std::vector< Field > &fields, const std::string &path)
 
int64_t read_integer (const std::vector< Field > &fields, const std::string &path)
 
double read_double (const std::vector< Field > &fields, const std::string &path)
 
std::string read_string (const std::vector< Field > &fields, const std::string &path)
 
uint64_t sequence (const Event &event)
 
detail::ScratchStatus scan_journal_record (const detail::ScratchByteSource &source, detail::ScratchBuffer page, JournalRecordSummary &summary) noexcept
 
detail::ScratchStatus fold_validated_journal_record (const detail::ScratchByteSource &source, detail::ScratchBuffer page, JournalRecordSummary &summary, std::uint64_t &digest, std::uint64_t after_sequence, std::optional< detail::ReportScratchIoError > *failure) noexcept
 
detail::ScratchStatus fold_journal_record (const detail::ScratchByteSource &source, detail::ScratchBuffer page, std::uint64_t &digest) noexcept
 
bool rejected_command (Outcome outcome) noexcept
 

Variables

constexpr double absent = std::numeric_limits<double>::quiet_NaN()
 

Typedef Documentation

◆ Event

◆ FieldValue

using pineforge::admission::market_admission_v2::FieldValue = std::variant<uint64_t, int64_t, double, std::string>

Definition at line 186 of file source/market_admission.hpp.

◆ FieldVisitor

Definition at line 188 of file source/market_admission.hpp.

Enumeration Type Documentation

◆ CommandKind

Enumerator
Entry 
Raw 
Cancel 
CancelAll 

Definition at line 26 of file source/market_admission.hpp.

◆ Outcome

Enumerator
Admitted 
NoAdmission 
IgnoredTradingWindow 
IgnoredIntradayLoss 
RejectedIntradayCap 
RejectedFrozenMarketCap 
RejectedAffordability 
RejectedPricedCap 
OpeningRejectedReductionAdmitted 
CancelCompleted 

Definition at line 27 of file source/market_admission.hpp.

◆ Checkpoint

Enumerator
DefaultGross 
ExplicitPair 
TerminalGross 

Definition at line 32 of file source/market_admission.hpp.

◆ ResolutionKind

Enumerator
Original 
Rejected 
PairedTransaction 

Definition at line 157 of file source/market_admission.hpp.

Function Documentation

◆ reflect() [1/2]

void pineforge::admission::market_admission_v2::reflect ( const Draft & value,
const std::string & path,
const FieldVisitor & visit )

Definition at line 747 of file source/market_admission.cpp.

◆ reflect() [2/2]

void pineforge::admission::market_admission_v2::reflect ( const Event & value,
const std::string & path,
const FieldVisitor & visit )

Definition at line 748 of file source/market_admission.cpp.

◆ encode_journal_record()

JournalRecordSource pineforge::admission::market_admission_v2::encode_journal_record ( const Event & event)
noexcept

◆ decode_journal_record()

detail::ScratchStatus pineforge::admission::market_admission_v2::decode_journal_record ( const detail::ScratchByteSource & source,
detail::ScratchBuffer page,
Event & event )

◆ bind_journal_codec()

void pineforge::admission::market_admission_v2::bind_journal_codec ( Journal & journal,
detail::CommandScratchStore & store )

Definition at line 168 of file source/market_admission.cpp.

◆ append_journal_record()

detail::ScratchStatus pineforge::admission::market_admission_v2::append_journal_record ( Journal & journal,
const detail::ScratchByteSource & source )
noexcept

Definition at line 186 of file source/market_admission.cpp.

◆ journal_readback()

const detail::ScratchReadback & pineforge::admission::market_admission_v2::journal_readback ( const Journal & journal)

Definition at line 179 of file source/market_admission.cpp.

◆ fields()

std::vector< Field > pineforge::admission::market_admission_v2::fields ( const Draft & draft)

Definition at line 774 of file source/market_admission.cpp.

◆ read_unsigned()

uint64_t pineforge::admission::market_admission_v2::read_unsigned ( const std::vector< Field > & fields,
const std::string & path )

Definition at line 783 of file source/market_admission.cpp.

◆ read_integer()

int64_t pineforge::admission::market_admission_v2::read_integer ( const std::vector< Field > & fields,
const std::string & path )

Definition at line 784 of file source/market_admission.cpp.

◆ read_double()

double pineforge::admission::market_admission_v2::read_double ( const std::vector< Field > & fields,
const std::string & path )

Definition at line 785 of file source/market_admission.cpp.

◆ read_string()

std::string pineforge::admission::market_admission_v2::read_string ( const std::vector< Field > & fields,
const std::string & path )

Definition at line 786 of file source/market_admission.cpp.

◆ sequence()

◆ scan_journal_record()

detail::ScratchStatus pineforge::admission::market_admission_v2::scan_journal_record ( const detail::ScratchByteSource & source,
detail::ScratchBuffer page,
JournalRecordSummary & summary )
noexcept

◆ fold_validated_journal_record()

detail::ScratchStatus pineforge::admission::market_admission_v2::fold_validated_journal_record ( const detail::ScratchByteSource & source,
detail::ScratchBuffer page,
JournalRecordSummary & summary,
std::uint64_t & digest,
std::uint64_t after_sequence,
std::optional< detail::ReportScratchIoError > * failure )
noexcept

◆ fold_journal_record()

detail::ScratchStatus pineforge::admission::market_admission_v2::fold_journal_record ( const detail::ScratchByteSource & source,
detail::ScratchBuffer page,
std::uint64_t & digest )
noexcept

Definition at line 540 of file admission_journal_codec.cpp.

◆ rejected_command()

bool pineforge::admission::market_admission_v2::rejected_command ( Outcome outcome)
inlinenoexcept

Variable Documentation

◆ absent

double pineforge::admission::market_admission_v2::absent = std::numeric_limits<double>::quiet_NaN()
constexpr

Definition at line 25 of file source/market_admission.hpp.