crypto_trader::common Namespace Reference

Classes
class	Accounting
	Manages the accounting of trading activities, tracking positions and PnL. More...
struct	Action
struct	Event
class	MarketDataCoinbase
class	Math
	Provides static utility methods for safe floating-point comparisons. More...
struct	MonitorConfig
struct	Position
	Represents a single position (lot) within a larger holding. More...
struct	SymbolPositions
	Aggregates all positions and financial data for a specific trading symbol. More...
struct	Trade
struct	TradeResult

Concepts
concept	Serializeable
concept	MarketData
concept	SerializeableData
concept	TimestampLike

Typedefs
using	json = nlohmann::json
typedef std::function< void(const Action &)>	Emit

Enumerations
enum class	EventType { ORDER_SUBMITTED , ORDER_FILLED , ORDER_CANCELLED , POSITION_UPDATE }
enum class	ReadFileOptions { ALL_CONTENTS , LAST_LINE }
enum class	Side { e_BUY = 0 , e_SELL = 1 }

Functions
int	readFile (std::string *fileContents, const std::string &filepath, const ReadFileOptions &readFileOptions)
int	readJsonFile (json *parsedJson, const std::string &filepath)
nlohmann::json	value_or (const nlohmann::json &json, const std::string &key, const nlohmann::json &def)
int64_t	getCurrentTimestampMs ()
template<common::MarketData T>
T::Timestamp	getCurrentTimestampMs ()
int64_t	parseISO8601ToMillis (const std::string &iso8601)
std::ostream &	operator<< (std::ostream &os, Side s)

Typedef Documentation

Emit

typedef std::function<void(const Action&)> crypto_trader::common::Emit

json

using crypto_trader::common::json = nlohmann::json

Enumeration Type Documentation

EventType

enum class crypto_trader::common::EventType

strong

Enumerator
ORDER_SUBMITTED
ORDER_FILLED
ORDER_CANCELLED
POSITION_UPDATE

ReadFileOptions

enum class crypto_trader::common::ReadFileOptions

strong

Enumerator
ALL_CONTENTS
LAST_LINE

Side

enum class crypto_trader::common::Side

strong

Enumerator
e_BUY
e_SELL

Function Documentation

getCurrentTimestampMs() [1/2]

int64_t crypto_trader::common::getCurrentTimestampMs ( )

inline

getCurrentTimestampMs() [2/2]

template<common::MarketData T>

T::Timestamp crypto_trader::common::getCurrentTimestampMs

(

)

operator<<()

std::ostream & crypto_trader::common::operator<< ( std::ostream & os, Side s )

inline

parseISO8601ToMillis()

int64_t crypto_trader::common::parseISO8601ToMillis ( const std::string & iso8601 )

inline

readFile()

int crypto_trader::common::readFile	(	std::string *	fileContents,
		const std::string &	filepath,
		const ReadFileOptions &	readFileOptions )

readJsonFile()

int crypto_trader::common::readJsonFile	(	json *	parsedJson,
		const std::string &	filepath )

value_or()

nlohmann::json crypto_trader::common::value_or ( const nlohmann::json & json, const std::string & key, const nlohmann::json & def )

inline