TSATransaction.h

/*  ===================================================================
*
*                 T R A D I N G   S Y S T E M   A P I ™
*    Copyright © 1999 - 2014 by Peter Ritter ( TradingSystemAPI.com )
*                A L L   R I G H T S   R E S E R V E D
*
*     Consult your license regarding permissions and restrictions.
*             You may obtain a copy of the License at:
*     http://www.TradingSystemAPI.com/licenses/LICENSE-TSAPI-3.0.html
*
*  ====================================================================
*/

#ifndef TSA_TRANSACTION__INCLUDED
#define TSA_TRANSACTION__INCLUDED

#include "TSAOrder.h"

namespace tsa {

    class strategy;
    class instrument;

    /*
    ** ====================================================
    ** >>>              class transaction               <<<
    ** ====================================================
    */

    class dll_export transaction : public object {
        tsa_declare_testable
      private:
        instrument*   m_instrument_ptr;
        identifier_t  m_instrument_id;
        double        m_price;
        date_time     m_execution_bar_timestamp;
        quantity_t    m_quantity;
        identifier_t  m_order_id;
        identifier_t  m_transaction_id;
        bool          m_had_slippage;
        std::string   m_tag;
        bool          m_virtually_closes_position;
        position_t    m_post_transaction_position;
        order::type          m_order_type;
        order::exec_interval m_execution_interval;
        order::action        m_order_action;
      public:
        void virtually_closes_open_position(bool flag);
        bool virtually_closes_open_position(void) const;
        bool incurred_slippage(void) const;
        void incurred_slippage(bool flag);
        void post_transaction_position(position_t position) const;
        position_t post_transaction_position(void) const;
        void copy_properties(const order_ref&);
      public:
        void set_id(identifier_t);
        void price(double);
        void quantity(quantity_t);
        void order_tag(const std::string&);
        void timestamp(const date_time&);
        void order_id(identifier_t id);
        void order_action(order::action);
        void order_type(order::type);
        void exec_ival(order::exec_interval);
        void contract_id(identifier_t id);
        void set_instrument_ptr(instrument*);
        //IU
        bool is_valid(void) const;
      public:

        transaction(void);

        virtual ~transaction(void);

        bool defined(void) const;

        void clear(void);

        bool is_equal(const transaction& other) const;
      public:

        instrument* instrument_ptr(void) const;

        identifier_t instrument_id(void) const;

        identifier_t id(void) const;

        double price(void) const;

        quantity_t size(void) const;

        quantity_t quantity(void) const;

        const date_time& timestamp() const;

        identifier_t order_id(void) const;

        order::action order_action(void) const;

        order::type order_type(void) const;

        order::exec_interval order_execution_interval(void) const;

        const std::string& order_tag(void) const;

        bool fills(const order_ref& order_ref) const;

        bool relates(const order_ref& order_ref) const;

        bool partially_fills(const order_ref& order) const;
      public:
        void print(std::ostream& stream) const;
    };

    std::ostream& operator<< (std::ostream& stream, const transaction& t);


} //tsa

#endif