CandlePrice Struct Reference

Price type attribute of CandleSymbol defines price that is used to build the candles. More...

#include <CandlePrice.hpp>

Inheritance diagram for CandlePrice:

Public Member Functions
std::string	changeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol) const override
	Returns candle event symbol string with this candle price type set.
const std::string &	toString () const &noexcept
	Returns string representation of this candle price type.

Static Public Member Functions
static std::reference_wrapper< const CandlePrice >	parse (const dxfcpp::StringLikeWrapper &s)
	Parses string representation of candle price type into object.
static std::reference_wrapper< const CandlePrice >	getAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol) noexcept
	Returns candle price type of the given candle symbol string.
static std::string	normalizeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol)
	Returns candle symbol string with the normalized representation of the candle price type attribute.

Static Public Attributes
static const CandlePrice	LAST {"last"}
	Last trading price.
static const CandlePrice	BID {"bid"}
	Quote bid price.
static const CandlePrice	ASK {"ask"}
	Quote ask price.
static const CandlePrice	MARK {"mark"}
	Market price defined as average between quote bid and ask prices.
static const CandlePrice	SETTLEMENT {"s"}
	Official settlement price that is defined by exchange or last trading price otherwise.
static const CandlePrice	DEFAULT = LAST
	Default price type is CandlePrice::LAST.
static const std::string	ATTRIBUTE_KEY {"price"}
	The attribute key that is used to store the value of CandlePrice in a symbol string using methods of MarketEventSymbols class.

Detailed Description

Price type attribute of CandleSymbol defines price that is used to build the candles.

Implementation details

This attribute is encoded in a symbol string with MarketEventSymbols.getAttributeStringByKey, changeAttributeStringByKey, and removeAttributeStringByKey methods. The key to use with these methods is available via CandlePrice::ATTRIBUTE_KEY constant. The value that this key shall be set to is equal to the corresponding CandlePrice::toString()

Member Function Documentation

changeAttributeForSymbol()

std::string CandlePrice::changeAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol ) const

inlineoverridevirtual

Returns candle event symbol string with this candle price type set.

Parameters

symbol

original candle event symbol.

Returns

candle event symbol string with this candle price type set.

Implements CandleSymbolAttribute.

References ATTRIBUTE_KEY, MarketEventSymbols::changeAttributeStringByKey(), DEFAULT, MarketEventSymbols::removeAttributeStringByKey(), and toString().

getAttributeForSymbol()

static std::reference_wrapper< const CandlePrice > CandlePrice::getAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol )

inlinestaticnoexcept

Returns candle price type of the given candle symbol string.

The result is CandlePrice::DEFAULT if the symbol does not have candle price type attribute.

Parameters

symbol

The candle symbol string.

Returns

candle price type of the given candle symbol string.

References ATTRIBUTE_KEY, and DEFAULT.

normalizeAttributeForSymbol()

static std::string CandlePrice::normalizeAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol )

inlinestatic

Returns candle symbol string with the normalized representation of the candle price type attribute.

Parameters

symbol

candle symbol string.

Returns

candle symbol string with the normalized representation of the the candle price type attribute.

References ATTRIBUTE_KEY, MarketEventSymbols::changeAttributeStringByKey(), DEFAULT, and MarketEventSymbols::removeAttributeStringByKey().

parse()

static std::reference_wrapper< const CandlePrice > CandlePrice::parse ( const dxfcpp::StringLikeWrapper & s )

inlinestatic

Parses string representation of candle price type into object.

Any string that was returned by CandlePrice::toString() can be parsed and case is ignored for parsing.

Parameters

s	The string representation of candle price type.

Returns

The candle price type (reference).

Exceptions

InvalidArgumentException

if argument is empty or invalid

toString()

const std::string & CandlePrice::toString ( ) const &

inlinenoexcept

Returns string representation of this candle price type.

The string representation of candle price type is a lower case string that corresponds to its name. For example, CandlePrice::LAST is represented as "last".

Returns

string representation of this candle price type.

Referenced by changeAttributeForSymbol().

Member Data Documentation

ATTRIBUTE_KEY

const std::string CandlePrice::ATTRIBUTE_KEY {"price"}

static

The attribute key that is used to store the value of CandlePrice in a symbol string using methods of MarketEventSymbols class.

The value of this constant is "price". The value that this key shall be set to is equal to the corresponding CandlePrice::toString()

Referenced by changeAttributeForSymbol(), getAttributeForSymbol(), and normalizeAttributeForSymbol().

SETTLEMENT

const CandlePrice CandlePrice::SETTLEMENT {"s"}

static

Official settlement price that is defined by exchange or last trading price otherwise.

It updates based on all PriceType values: PriceType::INDICATIVE, PriceType::PRELIMINARY, and PriceType::FINAL}.