API
Version 2.0.1
Low-Latency HFT API
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The Instrument class Provides all the information about Market Instrument. More...
#include <sgCommon.h>
Public Member Functions | |
SymbolStaticData * | getStaticData () |
getStaticData To get the static details of a tradable Instrument More... | |
time_t | getLastQuoteUpdateTime () |
getLastQuoteUpdateTime To get Last time when the Quote for the Instrument was updated More... | |
SYMBOL_ID | getSymbolId () |
getSymbolId To get The System unique ID of the Instrument More... | |
InstrumentPosition * | getPosition () |
UNSIGNED_LONG | getLastQuotedPrice (const DATA_TYPES::OrderMode &mode) |
getLastQuotedPrice To get last quoted price from this Instrument More... | |
void | updatePositionFromString (const std::string &positionString, const char *delimiter="|") |
updatePositionFromString Format: Buy Qty <delimeter> Sell Qty <delimeter> Buy Avg Price <delimeter> Sell Avg Price More... | |
std::string | getPositionString (const char *delimiter="|") |
getPositionString Format: Buy Qty <delimeter> Sell Qty <delimeter> Buy Avg Price <delimeter> Sell Avg Price More... | |
The Instrument class Provides all the information about Market Instrument.
UNSIGNED_LONG API2::COMMON::Instrument::getLastQuotedPrice | ( | const DATA_TYPES::OrderMode & | mode | ) |
getLastQuotedPrice To get last quoted price from this Instrument
mode |
time_t API2::COMMON::Instrument::getLastQuoteUpdateTime | ( | ) |
getLastQuoteUpdateTime To get Last time when the Quote for the Instrument was updated
InstrumentPosition* API2::COMMON::Instrument::getPosition | ( | ) |
brief getPosition To get Pointer to the API2::COMMON::InstrumentPosition
std::string API2::COMMON::Instrument::getPositionString | ( | const char * | delimiter = "|" | ) |
getPositionString Format: Buy Qty <delimeter> Sell Qty <delimeter> Buy Avg Price <delimeter> Sell Avg Price
delimiter |
SymbolStaticData* API2::COMMON::Instrument::getStaticData | ( | ) |
getStaticData To get the static details of a tradable Instrument
SYMBOL_ID API2::COMMON::Instrument::getSymbolId | ( | ) |
getSymbolId To get The System unique ID of the Instrument
void API2::COMMON::Instrument::updatePositionFromString | ( | const std::string & | positionString, |
const char * | delimiter = "|" |
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updatePositionFromString Format: Buy Qty <delimeter> Sell Qty <delimeter> Buy Avg Price <delimeter> Sell Avg Price
positionString | |
delimiter |