API  Version 2.0.1
Low-Latency HFT API
 All Classes Functions Variables
sharedResponse.h
1 #ifndef SHARED_RESPONSE_H
2 #define SHARED_RESPONSE_H
3 #include <apiDataTypes.h>
4 #include <sharedCommands.h>
5 #include <string>
6 namespace API2
7 {
8 
9 
10  class OrderConfirmationImpl;
11 
16  {
20  // OrderConfirmationImpl *pimpl;
21 
22  DATA_TYPES::CLORDER_ID _clOrderId;
23  DATA_TYPES::SYMBOL_ID _symbolId;
24  DATA_TYPES::QTY _lastFillQuantity;
25  DATA_TYPES::PRICE _lastFillPrice;
26  DATA_TYPES::EXCHANGE_TIME _exchangeEntryTime;
27  DATA_TYPES::EXCHANGE_TIME _exchangeModifyTime;
28  DATA_TYPES::STRATEGY_ID _strategyId;
29  DATA_TYPES::CLIENT_ID _clientId;
30  // Limit price will come in Market to Limit order conversion
31  DATA_TYPES::PRICE _limitPrice;
32  UNSIGNED_CHARACTER _orderStatus;
33  UNSIGNED_CHARACTER _orderMode;
34  // Adding following two fields for market making
35  DATA_TYPES::QTY _orderQuantity;
36  DATA_TYPES::PRICE _orderPrice;
37  DATA_TYPES::QTY _iocCanceledQuantity;
38  DATA_TYPES::CLORDER_ID _originalClOrderId;
39  DATA_TYPES::SEQUENCE_NUMBER _sequenceNumber;
40  DATA_TYPES::TRADER_ID _traderId;
41  DATA_TYPES::ERROR_CODE _errorCode;
42  DATA_TYPES::ENUM _orderCategory;
43  DATA_TYPES::PRICE _lastFillPrice1;
44  DATA_TYPES::PRICE _lastFillPrice2;
45  char _exchangeOrderId[EXCHANGE_ORDERID_SIZE];
46  char _tradeId[TRADEID_SIZE];
47 
48 
49  public:
50 
51 
53  OrderConfirmation &operator =(const OrderConfirmation& );
54 
55  void clone(const OrderConfirmation& other);
56 
60  virtual ~OrderConfirmation();
61 
66 
70  void initialize();
71 
76  DATA_TYPES::CLORDER_ID getClOrderId() const;
77 
82  DATA_TYPES::String getExchangeOrderId() const ;
83 
88  DATA_TYPES::SYMBOL_ID getSymbolId() const ;
89 
94  DATA_TYPES::QTY getLastFillQuantity() const;
95 
100  DATA_TYPES::PRICE getLastFillPrice() const;
101 
106  DATA_TYPES::EXCHANGE_TIME getExchangeEntryTime() const;
107 
112  DATA_TYPES::EXCHANGE_TIME getExchangeModifyTime() const;
113 
118  DATA_TYPES::STRATEGY_ID getStrategyId() const ;
119 
124  DATA_TYPES::CLIENT_ID getClientId() const ;
125 
130  DATA_TYPES::PRICE getLimitPrice() const;
131 
136  DATA_TYPES::OrderStatus getOrderStatus() const ;
137 
142  DATA_TYPES::OrderMode getOrderMode() const ;
143 
148  DATA_TYPES::QTY getOrderQuantity() const ;
149 
154  DATA_TYPES::PRICE getOrderPrice() const;
155 
160  DATA_TYPES::QTY getIOCCanceledQuantity() const ;
161 
166  DATA_TYPES::CLORDER_ID getOriginalClOrderId() const ;
167 
172  DATA_TYPES::String getTradeId() const ;
173 
174  const char *getTradeIdCharPtr() const;
175 
176  const char *getExchangeOrderIdCharPtr() const;
181  DATA_TYPES::ERROR_CODE getErrorCode() const ;
182 
187  DATA_TYPES::TRADER_ID getTraderId() const ;
188 
193  void setClOrderId(DATA_TYPES::CLORDER_ID clOrderId);
194 
199  void setExchangeOrderId(char exchangeOrderId[]);
200 
205  void setExchangeOrderId(std::string exchangeOrderId);
206 
211  void setSymbolId(DATA_TYPES::SYMBOL_ID symbolId);
212 
217  void setLastFillQuantity(DATA_TYPES::QTY qty);
218 
223  void setLastFillPrice(DATA_TYPES::PRICE price);
224 
229  void setExchangeEntryTime(DATA_TYPES::EXCHANGE_TIME exchangeEntryTime);
230 
235  void setExchangeModifyTime(DATA_TYPES::EXCHANGE_TIME exchangeModifyTime);
236 
241  void setStrategyId(DATA_TYPES::STRATEGY_ID strategyId) ;
242 
247  void setClientId(DATA_TYPES::CLIENT_ID clientId);
248 
253  void setLimitPrice(DATA_TYPES::PRICE limitPrice);
254 
259  void setOrderStatus(DATA_TYPES::OrderStatus orderStatus) ;
260 
265  void setOrderMode(DATA_TYPES::OrderMode orderMode) ;
266 
271  void setOrderQuantity(DATA_TYPES::QTY quantity);
272 
277  void setOrderPrice(DATA_TYPES::PRICE price) ;
278 
283  void setIOCCanceledQuantity(DATA_TYPES::QTY quantity) ;
284 
289  void setOriginalClOrderId(DATA_TYPES::CLORDER_ID originalClOrderId);
290 
295  void setSequenceNumber(DATA_TYPES::SEQUENCE_NUMBER sequenceNumber);
296 
301  void setTradeId(char tradeId[]);
302 
307  void setTradeId(std::string tradeId);
308 
313  void setErrorCode(DATA_TYPES::ERROR_CODE errorCode);
314 
319  void setTraderId(DATA_TYPES::TRADER_ID traderId);
320 
325  void setOrderCategory(DATA_TYPES::ENUM orderCategory);
326 
331  void setLastFillPrice1(DATA_TYPES::PRICE lastFillPrice1);
332 
337  void setLastFillPrice2(DATA_TYPES::PRICE lastFillPrice2);
338 
342  void dump();
343 
348  DATA_TYPES::ENUM getOrderCategory() const;
349 
354  DATA_TYPES::PRICE getLastFillPrice1() const;
355 
360  DATA_TYPES::PRICE getLastFillPrice2() const;
361  };
362 
363 }
364 #endif
365 
void setTraderId(DATA_TYPES::TRADER_ID traderId)
setTraderId
void setOriginalClOrderId(DATA_TYPES::CLORDER_ID originalClOrderId)
setOriginalClOrderId
void setSymbolId(DATA_TYPES::SYMBOL_ID symbolId)
setSymbolId
DATA_TYPES::PRICE getOrderPrice() const
getOrderPrice To get the Order Price
void setLastFillQuantity(DATA_TYPES::QTY qty)
setLastFillQuantity
DATA_TYPES::TRADER_ID getTraderId() const
getTraderId
DATA_TYPES::SYMBOL_ID getSymbolId() const
getSymbolId To get unique SymbolID, which is a unique Identifier for an Instrument in the system...
DATA_TYPES::QTY getOrderQuantity() const
getOrderQuantity To get th Order Quantity
void setOrderPrice(DATA_TYPES::PRICE price)
setOrderPrice
DATA_TYPES::PRICE getLimitPrice() const
getLimitPrice To get Limit Price set for Order
void setIOCCanceledQuantity(DATA_TYPES::QTY quantity)
setIOCCanceledQuantity
OrderConfirmation()
OrderConfirmation Constructor.
DATA_TYPES::STRATEGY_ID getStrategyId() const
getStrategyId To get The Strategy Id to which this Order belongs to
DATA_TYPES::OrderStatus getOrderStatus() const
getOrderStatus To get the OrderStatus
void setTradeId(char tradeId[])
setTradeId
void setErrorCode(DATA_TYPES::ERROR_CODE errorCode)
setErrorCode
DATA_TYPES::PRICE getLastFillPrice() const
getLastFillPrice To get last filled Price
DATA_TYPES::CLORDER_ID getClOrderId() const
getClOrderId To get Unique Client Order Id, sent to exchange at the time of Order Sending ...
void setLastFillPrice2(DATA_TYPES::PRICE lastFillPrice2)
setLastFillPrice2
void setSequenceNumber(DATA_TYPES::SEQUENCE_NUMBER sequenceNumber)
setSequenceNumber
DATA_TYPES::EXCHANGE_TIME getExchangeEntryTime() const
getExchangeEntryTime To get Time of Order Entry in the exchange
DATA_TYPES::OrderMode getOrderMode() const
getOrderMode To getOrderMode (Buy/Sell) for the order
The OrderConfirmation class contains the Exchange Order Confirmation Message data.
Definition: sharedResponse.h:15
DATA_TYPES::PRICE getLastFillPrice1() const
getLastFillPrice1
DATA_TYPES::ERROR_CODE getErrorCode() const
getErrorCode
virtual ~OrderConfirmation()
~OrderConfirmation
void setOrderQuantity(DATA_TYPES::QTY quantity)
setOrderQuantity
void setStrategyId(DATA_TYPES::STRATEGY_ID strategyId)
setStrategyId
DATA_TYPES::String getTradeId() const
getTradeId
DATA_TYPES::QTY getLastFillQuantity() const
getLastFillQuantity To get Last filled quantity
DATA_TYPES::QTY getIOCCanceledQuantity() const
getIOCCanceledQuantity
void initialize()
initialize
void setExchangeModifyTime(DATA_TYPES::EXCHANGE_TIME exchangeModifyTime)
setExchangeModifyTime
void setLastFillPrice(DATA_TYPES::PRICE price)
setLastFillPrice
void setOrderCategory(DATA_TYPES::ENUM orderCategory)
setOrderCategory
DATA_TYPES::PRICE getLastFillPrice2() const
getLastFillPrice2
void setOrderMode(DATA_TYPES::OrderMode orderMode)
setOrderMode
void setOrderStatus(DATA_TYPES::OrderStatus orderStatus)
setOrderStatus
void setLimitPrice(DATA_TYPES::PRICE limitPrice)
setLimitPrice
DATA_TYPES::CLORDER_ID getOriginalClOrderId() const
getOriginalClOrderId
void setExchangeEntryTime(DATA_TYPES::EXCHANGE_TIME exchangeEntryTime)
setExchangeEntryTime
DATA_TYPES::String getExchangeOrderId() const
getExchangeOrderId To get Exchange Order Id of the Order.
void setLastFillPrice1(DATA_TYPES::PRICE lastFillPrice1)
setLastFillPrice1
DATA_TYPES::CLIENT_ID getClientId() const
getClientId To get the client Id for which this Order belongs
void setClientId(DATA_TYPES::CLIENT_ID clientId)
setClientId
DATA_TYPES::ENUM getOrderCategory() const
getOrderCategory
DATA_TYPES::EXCHANGE_TIME getExchangeModifyTime() const
getExchangeModifyTime To get Time of Order Modification in the exchange
void setClOrderId(DATA_TYPES::CLORDER_ID clOrderId)
setClOrderId
void setExchangeOrderId(char exchangeOrderId[])
setExchangeOrderId