PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
Loading...
Searching...
No Matches
native_order.hpp File Reference
#include "execution.hpp"
#include "execution_reverse_to.hpp"
#include "execution_close_scope.hpp"
#include "market_driver.hpp"
#include "native_order_identity.hpp"
#include "detail/scratch_readback.hpp"
#include "payload_readback.hpp"
#include <algorithm>
#include <array>
#include <cmath>
#include <cstddef>
#include <cstdint>
#include <exception>
#include <functional>
#include <iterator>
#include <limits>
#include <map>
#include <memory>
#include <optional>
#include <stdexcept>
#include <string>
#include <type_traits>
#include <utility>
#include <variant>
#include <vector>
Include dependency graph for native_order.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Data Structures

struct  pineforge::native_order::native_order_v8::CohortHandle
 A host-maintained, run-scoped roster identity. More...
 
struct  pineforge::native_order::native_order_v8::ReverseTo
 Exact target exposure for an explicit reversal request. More...
 
struct  pineforge::native_order::native_order_v8::HostSized
 An opening or a closing whose quantity the HOST resolves, in NativeStrategyHost::resolve_execution_terms. More...
 
struct  pineforge::native_order::native_order_v8::CashValue
 Native sizing bases (L3). More...
 
struct  pineforge::native_order::native_order_v8::EquityFraction
 A fraction in (0, 1] of MARKED equity at the sizing point. More...
 
struct  pineforge::native_order::native_order_v8::Sized
 A kernel-sized opening. More...
 
struct  pineforge::native_order::native_order_v8::ExplicitUnits
 A reduction of exactly these units, finite and positive. More...
 
struct  pineforge::native_order::native_order_v8::OwnerOpenedUnits
 A reduction of exactly what the owner's fill opened, bound at the arm and reported by a QuantityBoundEvent. More...
 
struct  pineforge::native_order::native_order_v8::ScopeFraction
 A fraction in (0, 1] of the bound scope, resolved at the matching candidate. More...
 
struct  pineforge::native_order::native_order_v8::Reduce
 A closing-only intent. More...
 
struct  pineforge::native_order::native_order_v8::Market
 Match at the next eligible matching point, with no level to reach. More...
 
struct  pineforge::native_order::native_order_v8::Limit
 fill_through makes the limit a touch trigger (market-if-touched): the level still gates when the request becomes executable, but its fill is not bounded by the level, so slippage may carry it past the level. More...
 
struct  pineforge::native_order::native_order_v8::Stop
 A stop trigger: the modeled path has to reach price from the adverse side. More...
 
struct  pineforge::native_order::native_order_v8::StopLimit
 A stop that, once reached, becomes a limit at limit. More...
 
struct  pineforge::native_order::native_order_v8::TrailTicks
 Trail offset spelled in price ticks instead of a price distance. More...
 
struct  pineforge::native_order::native_order_v8::Trail
 offset is a price distance: the stop rides offset behind the running best. More...
 
struct  pineforge::native_order::native_order_v8::Absolute
 Where a request's trigger level comes from. More...
 
struct  pineforge::native_order::native_order_v8::FromOwnerFill
 Defer a level to the owner's fill: at the arm the level becomes fill + offset, with offset signed (adverse is negative) and spelled in price ticks when ticks is set, then rounded by rounding. More...
 
struct  pineforge::native_order::native_order_v8::ReplaceOptions
 Replacement behaviour that is not expressible in the successor request. More...
 
struct  pineforge::native_order::native_order_v8::ImmediateRemaining
 Take whatever the point allows, with no per-point cap. More...
 
struct  pineforge::native_order::native_order_v8::PointBudget
 Cap what this request may execute at ONE matching point at units. More...
 
struct  pineforge::native_order::native_order_v8::Independent
 No owner: the request stands on its own book authority. More...
 
struct  pineforge::native_order::native_order_v8::WaitForApplied
 The one owner relation that arms (the ArmedEvent). More...
 
struct  pineforge::native_order::native_order_v8::BindOpening
 Bind to ONE already-live opening, by its handle and the positive cycle it is live in. More...
 
class  pineforge::native_order::native_order_v8::OpeningReadback
 Immutable membership, independent of a source scratch scope. More...
 
class  pineforge::native_order::native_order_v8::OpeningInputCursor
 Call-local input. More...
 
struct  pineforge::native_order::native_order_v8::BindOpenings
 Bind to a fixed cohort of already-live openings. More...
 
struct  pineforge::native_order::native_order_v8::BindCohort
 Bind to a host-built roster (cohort_open / cohort_add / cohort_remove), read at the match rather than frozen at submit. More...
 
struct  pineforge::native_order::native_order_v8::NoGroup
 
struct  pineforge::native_order::native_order_v8::Member
 
struct  pineforge::native_order::native_order_v8::Request
 Aggregate field order keeps market construction: Request{Transact{1.0}, "buy", "comment"} Request{Flatten{}, "flat", ""} Request{Reduce{ExplicitUnits{3}}, "close", ""} New fields default to Market / ImmediateRemaining / Independent / NoGroup. More...
 
class  pineforge::native_order::native_order_v8::RequestReadback
 Complete request schema, including owner text and every opening handle. More...
 
struct  pineforge::native_order::native_order_v8::EventId
 
struct  pineforge::native_order::native_order_v8::MatchCursor
 
struct  pineforge::native_order::native_order_v8::RemainingUnbound
 
struct  pineforge::native_order::native_order_v8::RemainingFlattenAll
 
struct  pineforge::native_order::native_order_v8::RemainingUnits
 A resolved remaining quantity, in units. More...
 
struct  pineforge::native_order::native_order_v8::RemainingDeferred
 
struct  pineforge::native_order::native_order_v8::NoTarget
 A dynamic cohort has no currently live member. More...
 
struct  pineforge::native_order::native_order_v8::RemainingProjectionUnbound
 
struct  pineforge::native_order::native_order_v8::RemainingProjectionFlattenAll
 
struct  pineforge::native_order::native_order_v8::RemainingProjectionUnits
 
struct  pineforge::native_order::native_order_v8::RemainingProjectionDeferred
 
struct  pineforge::native_order::native_order_v8::RemainingProjectionNoTarget
 
struct  pineforge::native_order::native_order_v8::BookTransaction
 
struct  pineforge::native_order::native_order_v8::Wait
 The authority an unarmed WaitForApplied child holds: accepted and live, but never a matching candidate until its owner's fill arms it — under either visibility. More...
 
struct  pineforge::native_order::native_order_v8::ArmedTransaction
 
struct  pineforge::native_order::native_order_v8::UnboundBookClose
 
struct  pineforge::native_order::native_order_v8::BookClose
 The authority an armed leg acquires under NativeArmScope::Book: the whole position its owner's fill left, on this cycle and side, bound at the fill's cursor. More...
 
struct  pineforge::native_order::native_order_v8::EnrollmentFromCommand
 
struct  pineforge::native_order::native_order_v8::EnrollmentFromApplied
 
struct  pineforge::native_order::native_order_v8::OpeningClose
 
struct  pineforge::native_order::native_order_v8::OpeningsClose
 Immutable fixed cohort. More...
 
struct  pineforge::native_order::native_order_v8::CohortClose
 
struct  pineforge::native_order::native_order_v8::SelectedExposure
 Native authorization receipt, converted to a call-local financial SelectedOpeningSet only at the consumer's settlement boundary. More...
 
struct  pineforge::native_order::native_order_v8::MarketReady
 
struct  pineforge::native_order::native_order_v8::LimitReady
 
struct  pineforge::native_order::native_order_v8::StopIdle
 
struct  pineforge::native_order::native_order_v8::StopActive
 
struct  pineforge::native_order::native_order_v8::StopLimitPending
 
struct  pineforge::native_order::native_order_v8::StopLimitLive
 
struct  pineforge::native_order::native_order_v8::TrailWaitArm
 
struct  pineforge::native_order::native_order_v8::TrailTrack
 A trail riding its running best. More...
 
struct  pineforge::native_order::native_order_v8::TrailActive
 A triggered trail; activation_ordinal carries TrailTrack's. More...
 
struct  pineforge::native_order::native_order_v8::AllowanceUnset
 
struct  pineforge::native_order::native_order_v8::AllowanceUnits
 
struct  pineforge::native_order::native_order_v8::AllowanceAllScope
 
struct  pineforge::native_order::native_order_v8::AllowanceDeferred
 
struct  pineforge::native_order::native_order_v8::PendingNone
 
struct  pineforge::native_order::native_order_v8::PendingDeferred
 
struct  pineforge::native_order::native_order_v8::PositionFlat
 
struct  pineforge::native_order::native_order_v8::PositionNonflat
 
struct  pineforge::native_order::native_order_v8::OpeningObservation
 
class  pineforge::native_order::native_order_v8::OpeningObservationReadback
 Borrowed through the enclosing command/evaluation and any prepare/install pair that copies its TargetObservation, including nested reads. More...
 
struct  pineforge::native_order::native_order_v8::TargetObservation
 
struct  pineforge::native_order::native_order_v8::RequestDefinition
 The immutable accepted form of one request: its handle, the request value as accepted, its birth (acceptance ordinal and decision floor), its origin (RequestOrigin::Host, or the kernel's own for a liquidation or a risk flatten) and its authority. More...
 
struct  pineforge::native_order::native_order_v8::LiveRequest
 
struct  pineforge::native_order::native_order_v8::SubmitResult
 What submit answers. More...
 
struct  pineforge::native_order::native_order_v8::ReplaceResult
 
struct  pineforge::native_order::native_order_v8::CancelResult
 
struct  pineforge::native_order::native_order_v8::ExecutionTerms
 
struct  pineforge::native_order::native_order_v8::TermsResolvedInput
 
struct  pineforge::native_order::native_order_v8::AcceptedEvent
 One request was accepted: the definition, and the timeline ordinal it was accepted at. More...
 
struct  pineforge::native_order::native_order_v8::RejectedEvent
 
struct  pineforge::native_order::native_order_v8::ReplacedEvent
 
struct  pineforge::native_order::native_order_v8::ReplaceRejectedEvent
 
struct  pineforge::native_order::native_order_v8::CancelledEvent
 
struct  pineforge::native_order::native_order_v8::NotWorkingEvent
 
struct  pineforge::native_order::native_order_v8::InvalidHandleEvent
 
struct  pineforge::native_order::native_order_v8::NoEffectEvent
 A reduction or a flatten that had nothing to close: terminal, with no execution identity, no fill, no fee and no physical action. More...
 
struct  pineforge::native_order::native_order_v8::TermsResolvedEvent
 One candidate's execution terms, recorded. More...
 
struct  pineforge::native_order::native_order_v8::MatchRejectedEvent
 A candidate the run refused, with its MatchRejectReason and the cursor it was refused at. More...
 
struct  pineforge::native_order::native_order_v8::CloseBoundEvent
 
struct  pineforge::native_order::native_order_v8::ActivatedEvent
 
struct  pineforge::native_order::native_order_v8::ExecutionAppliedEvent
 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...
 
struct  pineforge::native_order::native_order_v8::ReservationReducedEvent
 A group effect's deduction from a live sibling whose remaining units are known (GroupEffect::Reduce): requested_delta is the member fill's filled_working, actual_deduction the part taken – capped at before, which then cancels the sibling – and after is fl(before - actual_deduction). More...
 
struct  pineforge::native_order::native_order_v8::DeferredGroupAdjustmentEvent
 A group effect's deduction deferred into a sibling whose units are not known yet: its pending total grows by deferred_delta, in commit order, and the receipts chain back through previous_pending_receipt until the terms or the owner fill that binds the sibling's units takes the total off them. More...
 
struct  pineforge::native_order::native_order_v8::QuantityBoundEvent
 A Reduce{OwnerOpenedUnits} was bound, at its owner's fill, to what that fill opened. More...
 
struct  pineforge::native_order::native_order_v8::ArmedEvent
 An anchored leg was materialized, exactly once: fill + offset, then the rounding, then resolve_anchored_level, then the representability check, and the resulting level written into the leg's trigger with its anchor becoming Absolute. More...
 
struct  pineforge::native_order::native_order_v8::MarginCallEvent
 A kernel-issued liquidation that actually filled. More...
 
struct  pineforge::native_order::native_order_v8::NativeRiskEvent
 One generic risk limit breaching (L9). More...
 
class  pineforge::native_order::native_order_v8::JournalRecordSource
 
class  pineforge::native_order::native_order_v8::InlineCommandEvents
 Almost every prepared command yields one history event. More...
 
struct  pineforge::native_order::native_order_v8::CommandContext
 What acceptance needs from the run to judge a command: the point's ordinal and coordinate, the price tick the tick spellings resolve against, the quantity grid, and the live book. More...
 
struct  pineforge::native_order::native_order_v8::EvaluationContext
 
struct  pineforge::native_order::native_order_v8::ArmContext
 What the consumer hands to prepare_owner_applied for an anchored leg's materialization, the way acceptance receives CommandContext::price_tick. More...
 
struct  pineforge::native_order::native_order_v8::BeginTrailTracking
 
struct  pineforge::native_order::native_order_v8::ObserveTrailExtremum
 
struct  pineforge::native_order::native_order_v8::ActivateStop
 
struct  pineforge::native_order::native_order_v8::ActivateStopLimit
 
struct  pineforge::native_order::native_order_v8::ActivateTrail
 
struct  pineforge::native_order::native_order_v8::ActivationGrid
 What the consumer hands to prepare_trigger under an opted-in price grid (NativeRunSpec::price_grid == QuantizeFillsAndTriggers), the way acceptance receives CommandContext::price_tick: the tick ladder and the rounding the matcher tested the activation on. More...
 
struct  pineforge::native_order::native_order_v8::ExecutionProposal
 
struct  pineforge::native_order::native_order_v8::CommittedExecutionFacts
 
struct  pineforge::native_order::native_order_v8::EventRange
 Where an install put its events: first_index is an ABSOLUTE journal position – the count of events the run committed before them – so it stays valid when the front of the journal is retired (WorkingRequestCore::history_at reads it back). More...
 
struct  pineforge::native_order::native_order_v8::Installed
 
struct  pineforge::native_order::native_order_v8::NoChange
 
struct  pineforge::native_order::native_order_v8::PreparationError
 A working-request preparation that could not produce a representable instruction — a nonrepresentable quantity, most often. More...
 
struct  pineforge::native_order::native_order_v8::CommandInstalled< R >
 
struct  pineforge::native_order::native_order_v8::EligibilityFacts
 
struct  pineforge::native_order::native_order_v8::CohortRoster
 
struct  pineforge::native_order::native_order_v8::CohortReceipt
 
struct  pineforge::native_order::native_order_v8::GroupEffectReceipt
 One group-effect receipt: the applied event that caused it, the request it acted on, the effect, and the ordinal of the event that recorded the outcome. More...
 
struct  pineforge::native_order::native_order_v8::TailWindowConfig
 Payload row policy for pending batches and committed-row read caches. More...
 
struct  pineforge::native_order::native_order_v8::TailWindowStats
 Storage observations only, excluded from continuation state. More...
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore
 
struct  pineforge::native_order::native_order_v8::WorkingRequestCore::BookLookupReads
 How many spilled rows the book has read back to answer a lookup – by handle (find_live, hold_live), by rank (live_at, live_back) – and how many table steps those lookups walked, since this core was built or reset. More...
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::CohortView
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::CohortView::const_iterator
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::JournalView
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::JournalView::const_iterator
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::LiveView
 
class  pineforge::native_order::native_order_v8::WorkingRequestCore::LiveView::const_iterator
 
class  pineforge::native_order::native_order_v8::PreparedSubmit
 
class  pineforge::native_order::native_order_v8::PreparedReplace
 
class  pineforge::native_order::native_order_v8::PreparedCancel
 
class  pineforge::native_order::native_order_v8::PreparedMutation
 
class  pineforge::native_order::native_order_v8::PreparedExecution
 
struct  std::hash< pineforge::native_order::CohortHandle >
 

Namespaces

namespace  pineforge
 
namespace  pineforge::detail
 
namespace  pineforge::engine_script_run_v19
 
namespace  pineforge::native_order
 
namespace  pineforge::native_order::native_order_v8
 
namespace  std
 

Typedefs

using pineforge::native_order::native_order_v8::Flatten = execution::Flatten
 
using pineforge::native_order::native_order_v8::Transact = order_action::Transact
 A signed book transaction: finite nonzero units on the side their sign names.
 
using pineforge::native_order::native_order_v8::HandleVisitor = void (*)(void*, const RequestHandle&)
 
using pineforge::native_order::native_order_v8::SizeBasis = std::variant<CashValue, EquityFraction>
 The two bases a Sized intent may name.
 
using pineforge::native_order::native_order_v8::ReductionSize = std::variant<ExplicitUnits, OwnerOpenedUnits, ScopeFraction>
 How much a Reduce takes: literal units, the owner's own opening, or a fraction of the bound scope.
 
using pineforge::native_order::native_order_v8::OrderIntent = std::variant<Flatten, Reduce, Transact, ReverseTo, HostSized, Sized>
 What a request does.
 
using pineforge::native_order::native_order_v8::Trigger = std::variant<Market, Limit, Stop, StopLimit, Trail>
 
using pineforge::native_order::native_order_v8::TriggerAnchor = std::variant<Absolute, FromOwnerFill>
 
using pineforge::native_order::native_order_v8::Capacity = std::variant<ImmediateRemaining, PointBudget>
 
using pineforge::native_order::native_order_v8::Owner = std::variant<Independent, WaitForApplied, BindOpening, BindOpenings, BindCohort>
 
using pineforge::native_order::native_order_v8::Group = std::variant<NoGroup, Member>
 
using pineforge::native_order::native_order_v8::Remaining
 
using pineforge::native_order::native_order_v8::RemainingProjection
 
using pineforge::native_order::native_order_v8::Enrollment = std::variant<EnrollmentFromCommand, EnrollmentFromApplied>
 
using pineforge::native_order::native_order_v8::Authority
 
using pineforge::native_order::native_order_v8::ExecutionScope = std::variant<execution::Book, execution::OpeningExposure, SelectedExposure>
 What one execution acted on: the whole book, one opening's exposure, or a bound selection.
 
using pineforge::native_order::native_order_v8::TriggerState
 
using pineforge::native_order::native_order_v8::Allowance
 
using pineforge::native_order::native_order_v8::PendingAdjustments = std::variant<PendingNone, PendingDeferred>
 
using pineforge::native_order::native_order_v8::PositionIdentity = std::variant<PositionFlat, PositionNonflat>
 
using pineforge::native_order::native_order_v8::DefinitionRef = std::shared_ptr<const RequestDefinition>
 
using pineforge::native_order::native_order_v8::ExecutionPlan
 The settlement shape one execution takes.
 
using pineforge::native_order::native_order_v8::CommandEvent
 Every alternative of one request's history, as one value.
 
using pineforge::native_order::native_order_v8::AnchoredLevelResolver
 The one policy point of an anchored materialization.
 
using pineforge::native_order::native_order_v8::TriggerTransition
 
using pineforge::native_order::native_order_v8::InstallResult = std::variant<Installed, InstallError>
 
template<class T>
using pineforge::native_order::native_order_v8::Preparation = std::variant<T, NoChange, PreparationError>
 
template<class R>
using pineforge::native_order::native_order_v8::InstalledCommand = std::variant<CommandInstalled<R>, InstallError>
 

Enumerations

enum class  pineforge::native_order::native_order_v8::HostSizedKind : std::uint8_t {
  pineforge::native_order::native_order_v8::Open = 0 ,
  pineforge::native_order::native_order_v8::Close = 1
}
 
enum class  pineforge::native_order::native_order_v8::Side : std::uint8_t {
  pineforge::native_order::native_order_v8::Long = 0 ,
  pineforge::native_order::native_order_v8::Short = 1
}
 
enum class  pineforge::native_order::native_order_v8::ExecutionGridPolicy : std::uint8_t {
  pineforge::native_order::native_order_v8::SnapToGrid = 0 ,
  pineforge::native_order::native_order_v8::ExplicitUnits = 1
}
 Resolved host sizing normally remains subject to the run's quantity grid. More...
 
enum class  pineforge::native_order::native_order_v8::SizeTime : std::uint8_t {
  pineforge::native_order::native_order_v8::AtMatch = 0 ,
  pineforge::native_order::native_order_v8::AtAcceptance = 1
}
 AtMatch resolves the basis at the matching candidate; AtAcceptance freezes the resolved units when the request is accepted. More...
 
enum class  pineforge::native_order::native_order_v8::SizePrice : std::uint8_t {
  pineforge::native_order::native_order_v8::Resolved = 0 ,
  pineforge::native_order::native_order_v8::Signal = 1 ,
  pineforge::native_order::native_order_v8::SignalOnTick = 2
}
 WHICH price the basis is converted at. More...
 
enum class  pineforge::native_order::native_order_v8::ScopeClaim : std::uint8_t {
  pineforge::native_order::native_order_v8::Gross = 0 ,
  pineforge::native_order::native_order_v8::NetOfSiblings = 1
}
 Gross claims the whole bound scope; NetOfSiblings first subtracts the units already claimed by the live sibling reduces bound to that same scope. More...
 
enum class  pineforge::native_order::native_order_v8::ScopeBasis : std::uint8_t {
  pineforge::native_order::native_order_v8::AtMatch = 0 ,
  pineforge::native_order::native_order_v8::AtAcceptance = 1
}
 Which measurement of the bound scope the fraction is taken of. More...
 
enum class  pineforge::native_order::native_order_v8::NativeAnchorRounding : std::uint8_t {
  pineforge::native_order::native_order_v8::Raw = 0 ,
  pineforge::native_order::native_order_v8::HalfUp = 1 ,
  pineforge::native_order::native_order_v8::Directional = 2
}
 How a materialized anchored level is snapped onto the run's price tick ladder (NativeRunSpec::price_tick). More...
 
enum class  pineforge::native_order::native_order_v8::NativeArmVisibility : std::uint8_t {
  pineforge::native_order::native_order_v8::Working = 0 ,
  pineforge::native_order::native_order_v8::PendingUntilArmed = 1
}
 Whether an owner-related request that arms is a working order before its arm. More...
 
enum class  pineforge::native_order::native_order_v8::NativeArmFirstMatch : std::uint8_t {
  pineforge::native_order::native_order_v8::AtArmPrint = 0 ,
  pineforge::native_order::native_order_v8::AfterArmPrint = 1
}
 When an armed request may first match. More...
 
enum class  pineforge::native_order::native_order_v8::NativeArmScope : std::uint8_t {
  pineforge::native_order::native_order_v8::OwnerLot = 0 ,
  pineforge::native_order::native_order_v8::Book = 1
}
 What an armed CLOSING request (Reduce, Flatten, a HostSized close) closes. More...
 
enum class  pineforge::native_order::native_order_v8::GroupEffect : std::uint8_t {
  pineforge::native_order::native_order_v8::Cancel = 0 ,
  pineforge::native_order::native_order_v8::Reduce = 1
}
 
enum class  pineforge::native_order::native_order_v8::RequestOrigin : std::uint8_t {
  pineforge::native_order::native_order_v8::Host = 0 ,
  pineforge::native_order::native_order_v8::KernelLiquidation = 1 ,
  pineforge::native_order::native_order_v8::KernelRisk = 2
}
 Who authored a request. More...
 
enum class  pineforge::native_order::native_order_v8::RequestRejectReason : std::uint8_t {
  pineforge::native_order::native_order_v8::InvalidQuantity = 0 ,
  pineforge::native_order::native_order_v8::OffGrid = 1 ,
  pineforge::native_order::native_order_v8::InvalidTrigger = 2 ,
  pineforge::native_order::native_order_v8::InvalidCapacity = 3 ,
  pineforge::native_order::native_order_v8::InvalidOwner = 4 ,
  pineforge::native_order::native_order_v8::InvalidQuantityBasis = 5 ,
  pineforge::native_order::native_order_v8::InvalidGroup = 6 ,
  pineforge::native_order::native_order_v8::PlacementAdmission = 7
}
 Why an acceptance was refused, on a Rejected SubmitResult. More...
 
enum class  pineforge::native_order::native_order_v8::SubmitStatus {
  pineforge::native_order::native_order_v8::Accepted ,
  pineforge::native_order::native_order_v8::Rejected
}
 
enum class  pineforge::native_order::native_order_v8::ReplaceStatus {
  pineforge::native_order::native_order_v8::Replaced ,
  pineforge::native_order::native_order_v8::ReplaceRejected ,
  pineforge::native_order::native_order_v8::NotWorking ,
  pineforge::native_order::native_order_v8::InvalidHandle
}
 
enum class  pineforge::native_order::native_order_v8::CancelStatus {
  pineforge::native_order::native_order_v8::Cancelled ,
  pineforge::native_order::native_order_v8::NotWorking ,
  pineforge::native_order::native_order_v8::InvalidHandle
}
 
enum class  pineforge::native_order::native_order_v8::MatchRejectReason : std::uint8_t {
  pineforge::native_order::native_order_v8::NonpositivePrice = 0 ,
  pineforge::native_order::native_order_v8::OpeningDirection = 1 ,
  pineforge::native_order::native_order_v8::MaxAbsUnits = 2 ,
  pineforge::native_order::native_order_v8::MaxOpenLots = 3 ,
  pineforge::native_order::native_order_v8::InitialMargin = 4 ,
  pineforge::native_order::native_order_v8::TermsUnresolved = 5 ,
  pineforge::native_order::native_order_v8::InvalidTerms = 6 ,
  pineforge::native_order::native_order_v8::NoOppositeExposure = 7 ,
  pineforge::native_order::native_order_v8::HostPrecommit = 8 ,
  pineforge::native_order::native_order_v8::RiskLimit = 9 ,
  pineforge::native_order::native_order_v8::UnrepresentableQuantity = 10
}
 Why a CANDIDATE was refused at a matching point. More...
 
enum class  pineforge::native_order::native_order_v8::NativeCandidatePriceKind : std::uint8_t {
  pineforge::native_order::native_order_v8::PointPrice = 0 ,
  pineforge::native_order::native_order_v8::TriggerLevel = 1 ,
  pineforge::native_order::native_order_v8::CurrentQuote = 2
}
 Which price a candidate is being offered at: the point's own price, or the request's trigger level (a crossing that books the level itself). More...
 
enum class  pineforge::native_order::native_order_v8::OpeningShape : std::uint8_t {
  pineforge::native_order::native_order_v8::Transact = 0 ,
  pineforge::native_order::native_order_v8::ReverseTo = 1 ,
  pineforge::native_order::native_order_v8::CloseOpposite = 2
}
 
enum class  pineforge::native_order::native_order_v8::CancelReason : std::uint8_t {
  pineforge::native_order::native_order_v8::User = 0 ,
  pineforge::native_order::native_order_v8::Group = 1 ,
  pineforge::native_order::native_order_v8::OwnerGone = 2 ,
  pineforge::native_order::native_order_v8::UnsupportedRelation = 3 ,
  pineforge::native_order::native_order_v8::Superseded = 4
}
 Why a request left the book. More...
 
enum class  pineforge::native_order::native_order_v8::AppliedTerminalReason : std::uint8_t {
  pineforge::native_order::native_order_v8::WorkingUnitsSatisfied = 0 ,
  pineforge::native_order::native_order_v8::Flattened = 1 ,
  pineforge::native_order::native_order_v8::TargetExhausted = 2
}
 
enum class  pineforge::native_order::native_order_v8::ActivationKind : std::uint8_t {
  pineforge::native_order::native_order_v8::Stop = 0 ,
  pineforge::native_order::native_order_v8::StopLimit = 1 ,
  pineforge::native_order::native_order_v8::TrailArm = 2 ,
  pineforge::native_order::native_order_v8::TrailTrigger = 3
}
 
enum class  pineforge::native_order::native_order_v8::CoreFailure : std::uint8_t {
  pineforge::native_order::native_order_v8::Invariant = 0 ,
  pineforge::native_order::native_order_v8::InvalidCause = 1 ,
  pineforge::native_order::native_order_v8::NonrepresentableQuantity = 2 ,
  pineforge::native_order::native_order_v8::MissingObservation = 3 ,
  pineforge::native_order::native_order_v8::StaleHandle = 4 ,
  pineforge::native_order::native_order_v8::UnsupportedTransition = 5 ,
  pineforge::native_order::native_order_v8::ConflictingReceipt = 6 ,
  pineforge::native_order::native_order_v8::UnrepresentableReservation = 7 ,
  pineforge::native_order::native_order_v8::InvalidScope = 8 ,
  pineforge::native_order::native_order_v8::InvalidProposal = 9 ,
  pineforge::native_order::native_order_v8::ObservationMismatch = 10
}
 
enum class  pineforge::native_order::native_order_v8::DriverEligibilityClass : std::uint8_t {
  pineforge::native_order::native_order_v8::ObservedPrint = 0 ,
  pineforge::native_order::native_order_v8::CarriedOpen = 1 ,
  pineforge::native_order::native_order_v8::TickAfterCalculation = 2 ,
  pineforge::native_order::native_order_v8::ConfirmedOpen = 3 ,
  pineforge::native_order::native_order_v8::ConfirmedExcursion = 4 ,
  pineforge::native_order::native_order_v8::ConfirmedAfterCalculationClose = 5 ,
  pineforge::native_order::native_order_v8::CurrentExecution = 6
}
 
enum class  pineforge::native_order::native_order_v8::CommandSurface : std::uint8_t {
  pineforge::native_order::native_order_v8::General = 0 ,
  pineforge::native_order::native_order_v8::MarketOnly = 1
}
 
enum class  pineforge::native_order::native_order_v8::RiskLimitKind : std::uint8_t {
  pineforge::native_order::native_order_v8::MaxDrawdown = 0 ,
  pineforge::native_order::native_order_v8::MaxIntradayLoss = 1 ,
  pineforge::native_order::native_order_v8::MaxConsecutiveLossDays = 2 ,
  pineforge::native_order::native_order_v8::MaxFillsPerDay = 3
}
 Which generic risk limit of NativeRunSpec::risk a NativeRiskEvent reports. More...
 
enum class  pineforge::native_order::native_order_v8::InstallError : std::uint8_t {
  pineforge::native_order::native_order_v8::StalePreparation = 0 ,
  pineforge::native_order::native_order_v8::WrongCoreOrRun = 1 ,
  pineforge::native_order::native_order_v8::AlreadyConsumed = 2
}
 
enum class  pineforge::native_order::native_order_v8::NoChangeReason : std::uint8_t {
  pineforge::native_order::native_order_v8::NoTransition = 0 ,
  pineforge::native_order::native_order_v8::StillWaiting = 1 ,
  pineforge::native_order::native_order_v8::NotEligible = 2 ,
  pineforge::native_order::native_order_v8::NotWorking = 3 ,
  pineforge::native_order::native_order_v8::AlreadyApplied = 4
}
 
enum class  pineforge::native_order::native_order_v8::CohortReceiptOperation : std::uint8_t {
  pineforge::native_order::native_order_v8::Add = 0 ,
  pineforge::native_order::native_order_v8::Remove = 1
}
 
enum class  pineforge::native_order::native_order_v8::CohortReceiptStatus : std::uint8_t {
  pineforge::native_order::native_order_v8::Applied = 0 ,
  pineforge::native_order::native_order_v8::InvalidHandle = 1 ,
  pineforge::native_order::native_order_v8::UnknownOrigin = 2 ,
  pineforge::native_order::native_order_v8::TerminalOrigin = 3
}
 
enum class  pineforge::native_order::native_order_v8::TailWindowKind {
  pineforge::native_order::native_order_v8::successor_roots ,
  pineforge::native_order::native_order_v8::receipts ,
  pineforge::native_order::native_order_v8::chain_segments
}
 

Functions

bool pineforge::native_order::native_order_v8::operator== (CohortHandle left, CohortHandle right) noexcept
 
bool pineforge::native_order::native_order_v8::operator!= (CohortHandle left, CohortHandle right) noexcept
 
bool pineforge::native_order::native_order_v8::operator< (CohortHandle left, CohortHandle right) noexcept
 
detail::ScratchStatus pineforge::native_order::native_order_v8::freeze_openings (const RunIdentity &, const OpeningReadback &, std::shared_ptr< const OpeningReadback > &out)
 Freeze and canonicalize a same-run, unique stream.
 
std::uint64_t pineforge::native_order::native_order_v8::opening_count (const std::vector< RequestHandle > &, const OpeningReadback *) noexcept
 
detail::ScratchStatus pineforge::native_order::native_order_v8::opening_at (const std::vector< RequestHandle > &, const OpeningReadback *, std::uint64_t, RequestHandle &) noexcept
 
OrderIntent pineforge::native_order::native_order_v8::intent_from_physical (const execution::Action &action)
 
Request pineforge::native_order::native_order_v8::market_request (execution::Action action, std::string label={}, std::string comment={})
 
bool pineforge::native_order::native_order_v8::has_market_defaults (const Request &request) noexcept
 
bool pineforge::native_order::native_order_v8::operator== (const EventId &a, const EventId &b)
 
bool pineforge::native_order::native_order_v8::operator!= (const EventId &a, const EventId &b)
 
bool pineforge::native_order::native_order_v8::operator== (const MatchCursor &a, const MatchCursor &b) noexcept
 
bool pineforge::native_order::native_order_v8::operator!= (const MatchCursor &a, const MatchCursor &b) noexcept
 
std::uint8_t pineforge::native_order::native_order_v8::display_waypoint (const MatchCursor &cursor) noexcept
 
std::uint64_t pineforge::native_order::native_order_v8::opening_observation_count (const TargetObservation &) noexcept
 
detail::ScratchStatus pineforge::native_order::native_order_v8::opening_observation_at (const TargetObservation &, std::uint64_t, OpeningObservation &) noexcept
 
bool pineforge::native_order::native_order_v8::point_eligible (const LiveRequest &live, uint64_t point_ordinal, int64_t effective_time_ms) noexcept
 Whether a request may be considered at this driver point: the point's ordinal must be strictly past the birth acceptance ordinal AND its effective time at or past the birth's decision-time lower bound.
 
bool pineforge::native_order::native_order_v8::quantity_on_grid (double q, double step) noexcept
 v2 exact binary64 grid: r=abs(q)/s, n=round(r) half away from zero, g=n*s.
 
ExecutionPlan pineforge::native_order::native_order_v8::to_execution_plan (const execution::Action &action)
 
JournalRecordSource pineforge::native_order::native_order_v8::encode_journal_record (const CommandEvent &) noexcept
 
detail::ScratchStatus pineforge::native_order::native_order_v8::decode_journal_record (const detail::ScratchByteSource &, detail::ScratchBuffer, CommandEvent &)
 
void pineforge::native_order::native_order_v8::bind_journal_codec (WorkingRequestCore &, detail::CommandScratchStore &)
 
detail::ScratchStatus pineforge::native_order::native_order_v8::append_journal_record (WorkingRequestCore &, const detail::ScratchByteSource &)
 
const detail::ScratchReadback & pineforge::native_order::native_order_v8::journal_readback (const WorkingRequestCore &)