API  Version 2.0.1
Low-Latency HFT API
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sharedDefines.h
1 #ifndef SHARED_DEFINES_H
2 #define SHARED_DEFINES_H
3 #include <stdint.h>
4 #include <map>
5 #define EXCHANGE_ORDERID_SIZE 50
6 #define TRADEID_SIZE 50
7 #define SYMBOL_SIZE 24
8 #define SERIES_SIZE 20
9 #define API_REQUEST_SIZE 200
10 #define MAX_BUF_SIZE 1024
11 
12 #define API_COMPILATION 1
13 
14 typedef uint8_t UNSIGNED_CHARACTER;
15 typedef uint16_t UNSIGNED_SHORT;
16 typedef uint32_t UNSIGNED_INTEGER;
17 typedef uint64_t UNSIGNED_LONG;
18 typedef int64_t SIGNED_LONG;
19 typedef std::map<UNSIGNED_LONG, UNSIGNED_LONG> MapULong;
20 typedef MapULong::const_iterator MapULongIter;
21 
22 
23 
24 #define ACCOUNT_FIELD_SIZE 12
25 #define MARKET_DATA_DEPTH_MAX 11
26 
27 #define stringify( name ) # name
28 #define varString(name) stringify(name)<<":"<<name
29 
30 #define OMM_DUMP_LOGS 0
31 #define MKTDATA_EVENT 0
32 #define USE_EXCHANGE_ORDER_ID_FOR_REFERENCE 1
33 
34 #endif