API  Version 2.0.1
Low-Latency HFT API
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API2::SpreadOrder Class Reference
Inheritance diagram for API2::SpreadOrder:
API2::SingleOrder

Public Member Functions

DATA_TYPES::EXPIRY_DATE getExpiryDate1 () const
 _expiryDate
 
DATA_TYPES::EXPIRY_DATE & getRefExpiryDate1 ()
 
void setExpiryDate1 (const DATA_TYPES::EXPIRY_DATE &value)
 
DATA_TYPES::SYMBOL_ID getSymbolId1 () const
 
DATA_TYPES::SYMBOL_ID & getRefSymbolId1 ()
 
void setSymbolId1 (const DATA_TYPES::SYMBOL_ID &value)
 
DATA_TYPES::SYMBOL_ID getSymbolId2 () const
 
DATA_TYPES::SYMBOL_ID & getRefSymbolId2 ()
 
void setSymbolId2 (const DATA_TYPES::SYMBOL_ID &value)
 
 SpreadOrder (DATA_TYPES::SYMBOL_ID symbolId, DATA_TYPES::SYMBOL_ID symbolId1, DATA_TYPES::SYMBOL_ID symbolId2, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails=AccountDetail())
 
void initialize (DATA_TYPES::SYMBOL_ID symbolId, DATA_TYPES::SYMBOL_ID symbolId1, DATA_TYPES::SYMBOL_ID symbolId2, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails)
 
void initialize ()
 
- Public Member Functions inherited from API2::SingleOrder
 SingleOrder (const SingleOrder &other)
 
SingleOrderoperator= (const SingleOrder &)
 
SingleOrderclone ()
 
virtual void dump ()
 dump
 
 SingleOrder ()
 ApiSingleOrder.
 
void initialize ()
 initialize
 
 SingleOrder (DATA_TYPES::SYMBOL_ID symbolId, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails=AccountDetail())
 ApiSingleOrder. More...
 
int initialize (DATA_TYPES::SYMBOL_ID symbolId, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails=AccountDetail())
 initialize More...
 
SIGNED_LONG getExchangeSecurityId () const
 getExchangeSecurityId More...
 
DATA_TYPES::ExchangeId getExchangeId () const
 getExchangeId returns Exchange ID More...
 
DATA_TYPES::CLORDER_ID getClOrdId () const
 getClOrdId To get the unique Client Order Id (unique to the system) More...
 
DATA_TYPES::CLORDER_ID getOrigClientOrderId () const
 getOrigClientOrderId If the order is modified, it returns the Parent Order's ClientOrderId More...
 
const char * getExchangeOrderId () const
 getExchangeOrderId It returns Exchange's Order Id More...
 
DATA_TYPES::SYMBOL_ID getSymbolId () const
 getSymbolId To get SymbolId More...
 
DATA_TYPES::CLIENT_ID getClientId () const
 getClientId More...
 
DATA_TYPES::QTY getQuantity () const
 getQuantity To get Order quantity More...
 
DATA_TYPES::QTY getDisclosedQuantity () const
 getDisclosedQuantity To get Disclosed Order Qty More...
 
DATA_TYPES::QTY getFilledQuantity () const
 getFilledQuantity To get Filled Quantity More...
 
DATA_TYPES::QTY getOldQuantity () const
 getOldQuantity More...
 
DATA_TYPES::PRICE getPrice () const
 getPrice To get the Limit price provided for order More...
 
DATA_TYPES::PRICE getStopPrice () const
 getStopPrice To get the stop Price provided for Order More...
 
DATA_TYPES::EXCHANGE_TIME getExchangeEntryTime () const
 getExchangeEntryTime To get the Time for Order entry at Exchange More...
 
DATA_TYPES::EXCHANGE_TIME getExchangeModifyTime () const
 getExchangeModifyTime To get the Time for Order modification at Exchange More...
 
DATA_TYPES::TransactionType getTransactionType () const
 getTransactionType To get thr transaction type for the Order tbd More...
 
DATA_TYPES::OrderMode getOrderMode () const
 getOrderMode To get the Order Mode More...
 
DATA_TYPES::SecurityType getSecurityType () const
 getSecurityType More...
 
DATA_TYPES::OptionMode getOptionMode () const
 getOptionMode More...
 
DATA_TYPES::PRICE getOptionStrikePrice () const
 getOptionStrikePrice More...
 
DATA_TYPES::EXPIRY_DATE getExpiryDate () const
 getExpiryDate More...
 
DATA_TYPES::OptionAttribute getOptionAttribute () const
 getOptionAttribute More...
 
DATA_TYPES::OrderValidity getOrderValidity () const
 getOrderValidity More...
 
DATA_TYPES::ProductType getProductType () const
 getProductType More...
 
DATA_TYPES::OrderType getOrderType () const
 getOrderType More...
 
DATA_TYPES::InstrumentType getInstrumentType () const
 getInstrumentType More...
 
DATA_TYPES::SETTLEMENT_PERIOD getSettlementPeriod () const
 getSettlementPeriod More...
 
DATA_TYPES::OrderStatus getOrderStatus () const
 getOrderStatus More...
 
const char * getSymbol () const
 getSymbol More...
 
const char * getSeries () const
 getSeries More...
 
UNSIGNED_INTEGER getTokenId () const
 getTokenId More...
 
int getDeltaQty () const
 getDeltaQty More...
 
DATA_TYPES::TRADER_ID getTraderId () const
 getTraderId More...
 
void setClOrdId (DATA_TYPES::CLORDER_ID clOrdId)
 setClOrdId More...
 
void setOrigClientOrderId (DATA_TYPES::CLORDER_ID origClientOrderId)
 setOrigClientOrderId More...
 
void setExchangeOrderId (char exchangeOrderId[])
 setExchangeOrderId More...
 
void setExchangeOrderId (const char *exchangeOrderId)
 setExchangeOrderId More...
 
void setExchangeOrderId (std::string exchangeOrderId)
 setExchangeOrderId More...
 
void setSymbolId (DATA_TYPES::SYMBOL_ID symbolId)
 setSymbolId More...
 
void setClientId (DATA_TYPES::CLIENT_ID clientId)
 setClientId More...
 
void setQuantity (DATA_TYPES::QTY quantity)
 setQuantity More...
 
void setDisclosedQuantity (DATA_TYPES::QTY disclosedQuantity)
 setDisclosedQuantity More...
 
void setFilledQuantity (DATA_TYPES::QTY filledQuantity)
 setFilledQuantity More...
 
void setOldQuantity (DATA_TYPES::QTY oldQuantity)
 setOldQuantity More...
 
void setPrice (DATA_TYPES::PRICE price)
 setPrice More...
 
void setStopPrice (DATA_TYPES::PRICE stopPrice)
 setStopPrice More...
 
void setOptionStrikePrice (DATA_TYPES::PRICE strikePrice)
 setOptionStrikePrice More...
 
void setExpiryDate (DATA_TYPES::EXPIRY_DATE expiryDate)
 setExpiryDate More...
 
void setExchangeEntryTime (DATA_TYPES::EXCHANGE_TIME exchangeEntryTime)
 setExchangeEntryTime More...
 
void setExchangeModifyTime (DATA_TYPES::EXCHANGE_TIME exchangeModifyTime)
 setExchangeModifyTime More...
 
void setTransactionType (DATA_TYPES::TransactionType transactionType)
 setTransactionType More...
 
void setOrderMode (DATA_TYPES::OrderMode orderMode)
 setOrderMode More...
 
void setSecurityType (DATA_TYPES::SecurityType securityType)
 setSecurityType More...
 
void setOptionMode (DATA_TYPES::OptionMode optionMode)
 setOptionMode More...
 
void setOptionAttribute (DATA_TYPES::OptionAttribute optionAttribute)
 setOptionAttribute More...
 
void setOrderValidity (DATA_TYPES::OrderValidity orderValidity)
 setOrderValidity More...
 
void setProductType (DATA_TYPES::ProductType productType)
 setProductType More...
 
void setOrderType (DATA_TYPES::OrderType orderType)
 setOrderType More...
 
void setInstrumentType (DATA_TYPES::InstrumentType instrumentType)
 setInstrumentType More...
 
void setSettlementPeriod (DATA_TYPES::SETTLEMENT_PERIOD settlementPeriod)
 setSettlementPeriod More...
 
void setOrderStatus (DATA_TYPES::OrderStatus orderStatus)
 setOrderStatus More...
 
void setSymbol (const char *symbol)
 setSymbol More...
 
void setSeries (const char *series)
 setSeries More...
 
void setTraderId (DATA_TYPES::TRADER_ID traderId)
 setTraderId More...
 
void setTokenId (UNSIGNED_INTEGER val)
 setTokenId More...
 
void setOrderCategory (DATA_TYPES::ENUM orderCategory)
 setOrderCategory More...
 
AccountDetail getAccountDetails () const
 getAccountDetails More...
 
AccountDetailgetRefAccountDetails ()
 getRefAccountDetails More...
 
void setAccountDetails (AccountDetail detail)
 setAccountDetails More...
 
long getLocationId () const
 getLocationId More...
 
DATA_TYPES::ENUM getOrderCategory () const
 getOrderCategory More...
 

Additional Inherited Members

- Protected Attributes inherited from API2::SingleOrder
DATA_TYPES::CLORDER_ID _clOrdId
 _clOrdId
 
DATA_TYPES::CLORDER_ID _origClientOrderId
 _origClientOrderId
 
DATA_TYPES::SYMBOL_ID _symbolId
 _symbolId
 
DATA_TYPES::CLIENT_ID _clientId
 _clientId
 
DATA_TYPES::QTY _quantity
 _quantity
 
DATA_TYPES::QTY _disclosedQuantity
 _disclosedQuantity
 
DATA_TYPES::QTY _filledQuantity
 _filledQuantity
 
DATA_TYPES::QTY _oldQuantity
 _oldQuantity
 
DATA_TYPES::PRICE _price
 _price
 
DATA_TYPES::PRICE _stopPrice
 _stopPrice
 
DATA_TYPES::PRICE _optionStrikePrice
 _optionStrikePrice
 
DATA_TYPES::EXPIRY_DATE _expiryDate
 _expiryDate
 
DATA_TYPES::EXCHANGE_TIME _exchangeEntryTime
 _exchangeEntryTime
 
DATA_TYPES::EXCHANGE_TIME _exchangeModifyTime
 _exchangeModifyTime
 
DATA_TYPES::ENUM _transactionType
 _transactionType
 
DATA_TYPES::ENUM _orderMode
 _orderMode
 
DATA_TYPES::ENUM _securityType
 _securityType
 
DATA_TYPES::ENUM _optionMode
 _optionMode
 
DATA_TYPES::ENUM _optionAttribute
 _optionAttribute
 
DATA_TYPES::ENUM _orderValidity
 _orderValidity
 
DATA_TYPES::ENUM _productType
 _productType
 
DATA_TYPES::ENUM _orderType
 _orderType
 
DATA_TYPES::ENUM _instrumentType
 _instrumentType
 
DATA_TYPES::SETTLEMENT_PERIOD _settlementPeriod
 _settlementPeriod
 
DATA_TYPES::ENUM _orderStatus
 _orderStatus
 
char _symbol [24]
 _traderId More...
 
char _series [20]
 _series
 
char _exchangeOrderId [50]
 _exchangeOrderId
 
UNSIGNED_INTEGER _tokenId
 _tokenId
 
AccountDetail _AccountDetails
 
DATA_TYPES::ENUM _orderCategory
 _orderCategory
 

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