crypto_trader::executors::PaperTradingExecutor< T > Class Template Reference

A concrete implementation of the Executor protocol for paper (simulated) trading. More...

#include <paper_trading_executor.h>

Inheritance diagram for crypto_trader::executors::PaperTradingExecutor< T >:

Collaboration diagram for crypto_trader::executors::PaperTradingExecutor< T >:

Public Member Functions
	PaperTradingExecutor (const PaperTradingExecutorConfig &config, traders::EventPositionManager &positionManager)
	Constructs a PaperTradingExecutor.
	~PaperTradingExecutor ()=default
	Destructor for PaperTradingExecutor.
common::TradeResult	buy (const std::string_view &product, double quantity) override
	Executes a simulated buy order.
common::TradeResult	sell (const std::string_view &product, double quantity) override
	Executes a simulated sell order.
double	getBalance (const std::string_view &currency) const override
	Gets the current balance of a currency.
std::optional< double >	getPosition (const std::string_view &product) const override
	Gets the current position for a given product.
void	processTickerData (const std::string_view &product, double price, const T::Timestamp &timestamp) override
	Processes new ticker data to update internal market prices.
double	getRealizedPnl (const std::string_view &product) const
	Gets the total realized Profit and Loss for the configured product.
double	balance () const
	Returns the current cash balance.
std::optional< double >	pnl (const std::string_view &product, bool realize) const
	Returns either the realized or unrealized PnL for the given product.
std::optional< double >	getAverageCostBasis (const std::string_view &product) const
	Gets the average cost basis for a given product.
Public Member Functions inherited from crypto_trader::protocols::Executor< T >
virtual	~Executor ()=default
	Destructor for the Executor interface.

Detailed Description

template<common::MarketData T>
class crypto_trader::executors::PaperTradingExecutor< T >

A concrete implementation of the Executor protocol for paper (simulated) trading.

This executor manages an internal cash balance and positions, simulating trade executions without interacting with real exchanges.

Template Parameters

T	The MarketData type that the executor processes.

Constructor & Destructor Documentation

PaperTradingExecutor()

template<common::MarketData T>

crypto_trader::executors::PaperTradingExecutor< T >::PaperTradingExecutor	(	const PaperTradingExecutorConfig &	config,
		traders::EventPositionManager &	positionManager )

Constructs a PaperTradingExecutor.

Parameters

config	The configuration for the executor.
positionManager	A reference to the EventPositionManager for tracking positions.

~PaperTradingExecutor()

template<common::MarketData T>

crypto_trader::executors::PaperTradingExecutor< T >::~PaperTradingExecutor ( )

default

Destructor for PaperTradingExecutor.

Member Function Documentation

balance()

template<common::MarketData T>

double crypto_trader::executors::PaperTradingExecutor< T >::balance

(

)

const

Returns the current cash balance.

Returns

The current balance.

buy()

template<common::MarketData T>

common::TradeResult crypto_trader::executors::PaperTradingExecutor< T >::buy ( const std::string_view & product, double quantity )

overridevirtual

Executes a simulated buy order.

Parameters

product	The symbol of the product to buy.
quantity	The amount of the product to buy.

Returns

The result of the simulated trade.

Implements crypto_trader::protocols::Executor< T >.

getAverageCostBasis()

template<common::MarketData T>

std::optional< double > crypto_trader::executors::PaperTradingExecutor< T >::getAverageCostBasis

(

const std::string_view &

product

)

const

Gets the average cost basis for a given product.

Parameters

product

The symbol of the product.

Returns

An optional containing the average cost basis, or empty if no position.

getBalance()

template<common::MarketData T>

double crypto_trader::executors::PaperTradingExecutor< T >::getBalance ( const std::string_view & currency ) const

overridevirtual

Gets the current balance of a currency.

Parameters

currency

The symbol of the currency (e.g., "USD").

Returns

The current balance.

Implements crypto_trader::protocols::Executor< T >.

getPosition()

template<common::MarketData T>

std::optional< double > crypto_trader::executors::PaperTradingExecutor< T >::getPosition ( const std::string_view & product ) const

overridevirtual

Gets the current position for a given product.

Parameters

product

The symbol of the product.

Returns

An optional containing the quantity held, or empty if no position.

Implements crypto_trader::protocols::Executor< T >.

getRealizedPnl()

template<common::MarketData T>

double crypto_trader::executors::PaperTradingExecutor< T >::getRealizedPnl

(

const std::string_view &

product

)

const

Gets the total realized Profit and Loss for the configured product.

Parameters

product

The symbol of the product.

Returns

The total realized PnL.

pnl()

template<common::MarketData T>

std::optional< double > crypto_trader::executors::PaperTradingExecutor< T >::pnl	(	const std::string_view &	product,
		bool	realize ) const

Returns either the realized or unrealized PnL for the given product.

Parameters

product	The symbol of the product.
realize	If true, returns realized PnL; otherwise, returns unrealized PnL.

Returns

An optional containing the PnL, or empty if not applicable.

processTickerData()

template<common::MarketData T>

void crypto_trader::executors::PaperTradingExecutor< T >::processTickerData ( const std::string_view & product, double price, const T::Timestamp & timestamp )

overridevirtual

Processes new ticker data to update internal market prices.

Parameters

product	The symbol of the product for the ticker.
price	The latest price of the product.
timestamp	The timestamp of the ticker data.

Implements crypto_trader::protocols::Executor< T >.

sell()

template<common::MarketData T>

common::TradeResult crypto_trader::executors::PaperTradingExecutor< T >::sell ( const std::string_view & product, double quantity )

overridevirtual

Executes a simulated sell order.

Parameters

product	The symbol of the product to sell.
quantity	The amount of the product to sell.

Returns

The result of the simulated trade.

Implements crypto_trader::protocols::Executor< T >.

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

• /home/runner/work/crypto_trader/crypto_trader/executors/paper_trading_executor.h