ORE Studio 0.0.4
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equity_position_instrument.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
2 *
3 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
4 *
5 * This program is free software; you can redistribute it and/or modify it under
6 * the terms of the GNU General Public License as published by the Free Software
7 * Foundation; either version 3 of the License, or (at your option) any later
8 * version.
9 *
10 * This program is distributed in the hope that it will be useful, but WITHOUT
11 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
12 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 * details.
14 *
15 * You should have received a copy of the GNU General Public License along with
16 * this program; if not, write to the Free Software Foundation, Inc., 51
17 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 *
19 */
20#ifndef ORES_TRADING_DOMAIN_EQUITY_POSITION_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_EQUITY_POSITION_INSTRUMENT_HPP
22
23#include <chrono>
24#include <optional>
25#include <string>
26#include <boost/uuid/uuid.hpp>
27#include "ores.utility/uuid/tenant_id.hpp"
28
29namespace ores::trading::domain {
30
37 int version = 0;
39
43 boost::uuids::uuid instrument_id;
44
45 boost::uuids::uuid party_id;
46 std::optional<boost::uuids::uuid> trade_id;
47
51 std::string trade_type_code;
52
53 std::string underlying_name;
54 std::string currency;
55
59 double quantity = 0.0;
60
64 std::optional<double> price;
65
69 std::string option_data_json;
70
71 std::string description;
72 std::string modified_by;
73 std::string performed_by;
74 std::string change_reason_code;
75 std::string change_commentary;
76 std::chrono::system_clock::time_point recorded_at;
77};
78
79}
80
81#endif
Equity Position instrument.
Definition equity_position_instrument.hpp:36
boost::uuids::uuid instrument_id
UUID uniquely identifying this equity position instrument.
Definition equity_position_instrument.hpp:43
double quantity
Number of shares / contracts held.
Definition equity_position_instrument.hpp:59
std::optional< double > price
Entry price; absent for market-price positions.
Definition equity_position_instrument.hpp:64
std::string option_data_json
EquityOptionPosition only: serialised option parameters; empty otherwise.
Definition equity_position_instrument.hpp:69
std::string trade_type_code
ORE product type code: EquityPosition or EquityOptionPosition.
Definition equity_position_instrument.hpp:51
A strongly-typed wrapper around a UUID representing a tenant identifier.
Definition tenant_id.hpp:66
static tenant_id system()
Creates a tenant_id representing the system tenant.
Definition tenant_id.cpp:41