 |
API
Version 2.0.1
Low-Latency HFT API
|
This is the complete list of members for API2::SGContext, including all inherited members.
| createNewInstrument(UNSIGNED_LONG symbolId, bool regMktData, bool useSnapShot=false, bool useOhlc=true) | API2::SGContext | |
| createNewInstrument(const std::string &instrumentName, bool regMktData=false, bool useSnapShot=true, bool useOhlc=false) | API2::SGContext | |
| createNewOrder(COMMON::Instrument *instrument, const UNSIGNED_LONG &qty=0, const UNSIGNED_LONG &discQty=0, const DATA_TYPES::OrderMode &mode=CONSTANTS::CMD_OrderMode_BUY, const DATA_TYPES::OrderType &type=CONSTANTS::CMD_OrderType_LIMIT, const DATA_TYPES::OrderValidity &validity=CONSTANTS::CMD_OrderValidity_DAY, const DATA_TYPES::ProductType &product=CONSTANTS::CMD_ProductType_DELIVERY, const UNSIGNED_LONG &price=0, const UNSIGNED_LONG &stopPrice=0) | API2::SGContext | |
| createNewOrderId(COMMON::Instrument *instrument, const API2::AccountDetail &accountDetail, const DATA_TYPES::OrderMode &mode) | API2::SGContext | |
| getStrConfirmation(const OrderConfirmation &confirmation) | API2::SGContext | |
| getStrOrderId(const COMMON::OrderId *orderId) | API2::SGContext | |
| getStrSingleOrder(SingleOrder *order) | API2::SGContext | |
| onCanceled(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onCancelRejected(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onCMDAdminCommand(DATA_TYPES::CommandCategory command) | API2::SGContext | inlinevirtual |
| onCMDDisconnection(const DATA_TYPES::CommandCategory &command) | API2::SGContext | virtual |
| onCMDInit() | API2::SGContext | inlinevirtual |
| onCMDModifyStrategy(AbstractUserParams *newParams)=0 | API2::SGContext | pure virtual |
| onCMDPauseStartegy() | API2::SGContext | virtual |
| onCMDRunStrategy() | API2::SGContext | virtual |
| onCMDTerminateSqOffStrategy() | API2::SGContext | virtual |
| onCMDTerminateStartegy() | API2::SGContext | virtual |
| onConfirmed(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onDefaultEvent() | API2::SGContext | virtual |
| onFilled(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onFrozen(API2::OrderConfirmation &confirmation, API2::COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onIOCCanceled(OrderConfirmation &Confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onMarketDataEvent(UNSIGNED_LONG symbolId) | API2::SGContext | virtual |
| onMarketToLimit(API2::OrderConfirmation &confirmation, API2::COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onNewReject(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onOhlcTimeOutEvent() | API2::SGContext | virtual |
| onPartialFill(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onProcessOrderConfirmation(OrderConfirmation &confirmation) | API2::SGContext | inlinevirtual |
| onReplaced(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onReplaceRejected(OrderConfirmation &confirmation, COMMON::OrderId *orderId) | API2::SGContext | inlinevirtual |
| onTradeTickEvent(COMMON::TradeTick tradeTick) | API2::SGContext | virtual |
| reqAddStrategyComment(DATA_TYPES::StrategyComment com) | API2::SGContext | |
| reqCancelAllOrders() | API2::SGContext | |
| reqCancelOrder(DATA_TYPES::RiskStatus &riskStatus, COMMON::OrderId *orderId) | API2::SGContext | |
| reqExitStrategy() | API2::SGContext | |
| reqNewSingleOrder(DATA_TYPES::RiskStatus &riskStatus, COMMON::Instrument *instrument, SingleOrder *&order, COMMON::OrderId *orderId) | API2::SGContext | |
| reqProcessTradeTicks(bool &error, SYMBOL_ID symbolId) | API2::SGContext | |
| reqQryClientID() | API2::SGContext | |
| reqQryClientOrderId(COMMON::OrderId *orderId) | API2::SGContext | |
| reqQryDebugLog() | API2::SGContext | |
| reqQryExchangeOrderId(COMMON::OrderId *orderId) | API2::SGContext | |
| reqQryInstrumentList(UNSIGNED_LONG symbolId) | API2::SGContext | |
| reqQryMarketData(SYMBOL_ID symbolId) | API2::SGContext | |
| reqQryNetBookedPL() | API2::SGContext | |
| reqQryNetMarkToMarkPL() | API2::SGContext | |
| reqQryOHLCQuote(bool &error, SYMBOL_ID symbolId) | API2::SGContext | |
| reqQryOrder(long clOrderId) | API2::SGContext | |
| reqQryOrderStatus(COMMON::OrderId *orderId) | API2::SGContext | |
| reqQryPendingQty(COMMON::Instrument *instrument, DATA_TYPES::OrderMode mode) | API2::SGContext | |
| reqQryPendingQty(COMMON::OrderId *orderId) | API2::SGContext | |
| reqQryStrategyId() | API2::SGContext | |
| reqQryStrategyParams() | API2::SGContext | |
| reqQrySymbolID(std::string instrumentName) | API2::SGContext | |
| reqQryTestSegment(const DATA_TYPES::ExchangeId &exch, const DATA_TYPES::SecurityType &securityType=CONSTANTS::CMD_SecurityType_MAX) | API2::SGContext | virtual |
| reqQryUpdateMarketData(SYMBOL_ID symbolId) | API2::SGContext | |
| reqRemoveAllInstruments() | API2::SGContext | |
| reqRemoveInstrument(COMMON::Instrument *instrument) | API2::SGContext | |
| reqReplaceOrder(DATA_TYPES::RiskStatus &riskStatus, COMMON::Instrument *instrument, SingleOrder *&order, COMMON::OrderId *orderId) | API2::SGContext | |
| reqSendStrategyResponse(DATA_TYPES::ResponseType responseType, DATA_TYPES::RiskStatus riskStatus, DATA_TYPES::StrategyComment strategyComment=CONSTANTS::RSP_StrategyComment_MAX) | API2::SGContext | |
| reqStartAlgo(bool marketDataEventRequired, bool tradeTicksEventRequired) | API2::SGContext | |
| reqStartOHLCAlgo() | API2::SGContext | |
| reqTerminateSquareOffStrategy() | API2::SGContext | virtual |
| reqTerminateStrategy(bool reqCancelAllOrders=true) | API2::SGContext | virtual |
| reqUpdateMarketData() | API2::SGContext | |
| reqUpdateMarketData(UNSIGNED_LONG symbolId) | API2::SGContext | |
| SGContext(StrategyParameters *params, const std::string sgName) | API2::SGContext | |
| ~SGContext() | API2::SGContext | virtual |
1.8.6 
