tsa::transaction Class Reference

Represents a transaction that occurred on an exchange or as part of a simulation when an order is filled or partially filled. More...

#include <TSATransaction.h>

Inheritance diagram for tsa::transaction:

Public Member Functions
	transaction (void)
	Constructor.
virtual	~transaction (void)
	Destructor.
void	clear (void)
	Returns the object to an 'undefined' state where defined() returns false.
bool	defined (void) const
	Returns true if the object has been initialized. More...
bool	fills (const order_ref &order_ref) const
	Returns true if the transaction fills, in its entirety, a given order. Note: This member function returns false, but does not throw an exception, if the order object is not defined (see order::defined())! More...
identifier_t	id (void) const
	Returns the transaction ID. More...
identifier_t	instrument_id (void) const
	Returns the ID of the instrument that originated the transaction. More...
instrument *	instrument_ptr (void) const
	Returns a pointer to the instrument that originated the transaction. More...
bool	is_equal (const transaction &other) const
	Returns true if self is identical to other. More...
order::action	order_action (void) const
	Returns the originating order's action type (buy or sell). More...
order::exec_interval	order_execution_interval (void) const
	Returns the originating order's 'execution interval'. More...
identifier_t	order_id (void) const
	Returns the originating order's ID. More...
const std::string &	order_tag (void) const
	Returns the originating order's 'tag' which is a user defined string intended to describe an order. More...
order::type	order_type (void) const
	Returns the originating order's type. More...
bool	partially_fills (const order_ref &order) const
	Returns true if the transaction partially fills order. Note: This member function returns false if the order object is not defined but does not throw an exception. More...
double	price (void) const
	Returns the price at which the transaction occurred. More...
void	print (std::ostream &stream) const
	Prints transaction properties to the given stream. More...
quantity_t	quantity (void) const
	Returns the quantity of securities that changed ownership during the transaction. More...
bool	relates (const order_ref &order_ref) const
	Returns true if the transaction fills, either partially or in its entirety, a given order. Note: This member function returns false, but does not throw an exception, if the order object is not defined (see order::defined())! More...
quantity_t	size (void) const
	Returns the quantity of securities that changed ownership during the transaction. Returns the same value as quantity(). More...
const date_time &	timestamp () const
	Returns the transaction timestamp. More...
Public Member Functions inherited from tsa::object
	object (void)
	Constructor.
virtual	~object (void)
	Destructor.
const char *	class_name (void) const
	Returns the class name as returned by the 'Real Time Type Information' (RTTI) mechanism. More...
bool	has_same_class_as (const object &other) const
	Returns true if self has the same type as other object. More...

Detailed Description

Represents a transaction that occurred on an exchange or as part of a simulation when an order is filled or partially filled.

Member Function Documentation

bool tsa::transaction::defined

(

void

)

const

Returns true if the object has been initialized.

Returns

bool.

bool tsa::transaction::fills

(

const order_ref &

order_ref

)

const

Returns true if the transaction fills, in its entirety, a given order. Note: This member function returns false, but does not throw an exception, if the order object is not defined (see order::defined())!

Parameters

order_ref

An order_ref object.

Returns

bool.

identifier_t tsa::transaction::id

(

void

)

const

Returns the transaction ID.

Returns

An identifier_t.

identifier_t tsa::transaction::instrument_id

(

void

)

const

Returns the ID of the instrument that originated the transaction.

Returns

An identifier_t.

instrument * tsa::transaction::instrument_ptr

(

void

)

const

Returns a pointer to the instrument that originated the transaction.

Returns

instrument pointer.

bool tsa::transaction::is_equal

(

const transaction &

other

)

const

Returns true if self is identical to other.

Parameters

other

The other transaction.

Returns

bool.

order::action tsa::transaction::order_action

(

void

)

const

Returns the originating order's action type (buy or sell).

Returns

An order::action.

order::exec_interval tsa::transaction::order_execution_interval

(

void

)

const

Returns the originating order's 'execution interval'.

Returns

An order::exec_interval.

identifier_t tsa::transaction::order_id

(

void

)

const

Returns the originating order's ID.

Returns

An identifier_t.

const std::string & tsa::transaction::order_tag

(

void

)

const

Returns the originating order's 'tag' which is a user defined string intended to describe an order.

Returns

A std::string&.

order::type tsa::transaction::order_type

(

void

)

const

Returns the originating order's type.

Returns

An order::type.

bool tsa::transaction::partially_fills

(

const order_ref &

order

)

const

Returns true if the transaction partially fills order. Note: This member function returns false if the order object is not defined but does not throw an exception.

Parameters

order_ref

An order_ref instance.

Returns

bool.

double tsa::transaction::price

(

void

)

const

Returns the price at which the transaction occurred.

Returns

A double.

void tsa::transaction::print

(

std::ostream &

stream

)

const

Prints transaction properties to the given stream.

Parameters

[in,out]

stream

The stream.

quantity_t tsa::transaction::quantity

(

void

)

const

Returns the quantity of securities that changed ownership during the transaction.

Returns

A quantity_t.

bool tsa::transaction::relates

(

const order_ref &

order_ref

)

const

Returns true if the transaction fills, either partially or in its entirety, a given order. Note: This member function returns false, but does not throw an exception, if the order object is not defined (see order::defined())!

Parameters

order_ref

An order_ref instance.

Returns

bool.

quantity_t tsa::transaction::size

(

void

)

const

Returns the quantity of securities that changed ownership during the transaction. Returns the same value as quantity().

Returns

A quantity_t.

const date_time & tsa::transaction::timestamp

(

void

)

const

Returns the transaction timestamp.

Returns

A date_time&.