![]() |
API
Version 2.0.1
Low-Latency HFT API
|
![]() ![]() | |
![]() ![]() ![]() | |
![]() ![]() ![]() ![]() | Will store Bid Ask Price at particular level |
![]() ![]() ![]() ![]() | Will contain the Snapshot/TBT Market Data |
![]() ![]() ![]() ![]() | The InstrumentPosition struct Provides the basic information like Open Qty, OpenSide, Traded Quantity in Buy/Sell Side, Average traded Price in Buy/Sell Side, Booked and Mark-To-Market Profit and loss |
![]() ![]() ![]() ![]() | Provides all the information about Market Instrument |
![]() ![]() ![]() ![]() | The OhlcQuote class |
![]() ![]() ![]() ![]() | The TradeTick struct |
![]() ![]() ![]() ![]() | The MktData class, The wrapper class for getting Market Feed for both Snapshot and Tick-By-Tick |
![]() ![]() ![]() ![]() | The KeyValue struct |
![]() ![]() ![]() ![]() | The UserParamsReader class |
![]() ![]() ![]() | The UnknownTypeException struct |
![]() ![]() ![]() | The DuplicateKeyException struct |
![]() ![]() ![]() | The MarketDataSubscriptionFailedException struct |
![]() ![]() ![]() | The API2_UserParams class |
![]() ![]() ![]() | The BaseType class |
![]() ![]() ![]() | The DerivedType class |
![]() ![]() ![]() | The AbstractUserParams class |
![]() ![]() ![]() | Basic Strategy Parameters, StrategyId and ClientId. Stratgy Parameters are provided by StrategyParameters::getInfo() |
![]() ![]() ![]() | The main class to be inherited for creating a new Strategy |
![]() ![]() ![]() | The DebugLog class |
![]() ![]() ![]() | The OrderBook struct |
![]() ![]() ![]() | The API_SymbolStaticData struct |
![]() ![]() ![]() | |
![]() ![]() ![]() | Exchange Order Confirmation Message data |
![]() ![]() ![]() | The SingleOrder class. This wrapper is used for sending Single Leg Orders. Usage: Create an object for This using API2::SGContext::createNewOrder |
![]() ![]() ![]() | |
![]() ![]() ![]() | The SharedUtilities class |