The SGContext class The main class to be inherited for creating a new Strategy. More...

#include <sgContext.h>

Public Member Functions
virtual	~SGContext ()
	~SGContext A destructor

	SGContext (StrategyParameters *params, const std::string sgName)
	SGContext Constructor. More...

COMMON::Instrument *	createNewInstrument (UNSIGNED_LONG symbolId, bool regMktData, bool useSnapShot=false, bool useOhlc=true)
	createNewInstrument To add a new Instrument in the strategy The Pointer to the added Instrument is set in instrument passed as reference More...

COMMON::Instrument *	createNewInstrument (const std::string &instrumentName, bool regMktData=false, bool useSnapShot=true, bool useOhlc=false)
	createNewInstrument To add a new Instrument in the strategy The Pointer to the added Instrument is set in instrument passed as reference More...

SingleOrder *	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)
	createNewOrder To create a New Order for an instrument More...

COMMON::OrderId *	createNewOrderId (COMMON::Instrument *instrument, const API2::AccountDetail &accountDetail, const DATA_TYPES::OrderMode &mode)
	createNewOrderId Creates and Inserts a new OrderId Instance to the Instrument for the requested OrderMode and sets the pointer to orderId More...

bool	reqNewSingleOrder (DATA_TYPES::RiskStatus &riskStatus, COMMON::Instrument instrument, SingleOrder &order, COMMON::OrderId *orderId)
	reqNewSingleOrder To Send a new Order More...

bool	reqReplaceOrder (DATA_TYPES::RiskStatus &riskStatus, COMMON::Instrument instrument, SingleOrder &order, COMMON::OrderId *orderId)
	reqReplaceOrder To send a replace Order More...

bool	reqCancelOrder (DATA_TYPES::RiskStatus &riskStatus, COMMON::OrderId *orderId)
	reqCancelOrder To Cancel Order More...

void	reqCancelAllOrders ()
	reqCancelAllOrders To cancel all Orders ( Confirmed or Partial Filled )

virtual void	reqTerminateSquareOffStrategy ()
	reqTerminateSquareOffStrategy Called to Terminate strategy and Square-Off all Positions Can be overriden Default behaviour: 1) Cancel All Orders 2) Send Opposite Orders for closing Position 3) Terminate the strategy

virtual void	reqTerminateStrategy (bool reqCancelAllOrders=true)
	reqTerminateStrategy Called to Terminate Strategy Can be overriden Default behaviour: 1) Cancel All Pending Orders 3) Terminate the strategy

void *	reqStartAlgo (bool marketDataEventRequired, bool tradeTicksEventRequired)
	reqStartAlgo function call to Start the Strategy More...

void *	reqStartOHLCAlgo ()
	reqStartOHLCAlgo function call to Start the Strategy listening to OHLC update events More...

bool	reqProcessTradeTicks (bool &error, SYMBOL_ID symbolId)
	reqProcessTradeTicks More...

void	reqRemoveInstrument (COMMON::Instrument *instrument)
	reqRemoveInstrument To remove Instrument from the context. Removing will remove all the data relating the Instrument's Position More...

void	reqRemoveAllInstruments ()
	reqRemoveAllInstruments This will remove all Instrument from the registered Instrument list

bool	reqUpdateMarketData ()
	reqUpdateMarketData To manually update Market Feed for all registered Instruments. Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo() More...

bool	reqUpdateMarketData (UNSIGNED_LONG symbolId)
	reqUpdateMarketData To manually update Market Feed for requested API2::DATA_TYPES::SYMBOL_ID. Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo() More...

void	reqAddStrategyComment (DATA_TYPES::StrategyComment com)
	reqAddStrategyComment To set the current Startegy Comment Whenever a strategy Response is sent to frontend this will be the sent as the strategy Comment More...

void	reqSendStrategyResponse (DATA_TYPES::ResponseType responseType, DATA_TYPES::RiskStatus riskStatus, DATA_TYPES::StrategyComment strategyComment=CONSTANTS::RSP_StrategyComment_MAX)
	reqSendStrategyResponse To send a Response to the frontend More...

void	reqExitStrategy ()
	reqExitStrategy To exit a strategy terminates the Strategy thread and returns the StrategyDriver.

virtual bool	reqQryTestSegment (const DATA_TYPES::ExchangeId &exch, const DATA_TYPES::SecurityType &securityType=CONSTANTS::CMD_SecurityType_MAX)
	reqQryTestSegment To know whether a given exchange segment is being used in the strategy or not More...

int	reqQryClientID ()
	reqQryClientID To get ClientId More...

StrategyParameters *	reqQryStrategyParams ()
	reqQryStrategyParams To get StartegyParameters More...

COMMON::MktData *	reqQryUpdateMarketData (SYMBOL_ID symbolId)
	reqQryUpdateMarketData This function call will return the Pointer to API2::COMMON::MktData structure after updating it. Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo() More...

COMMON::MktData *	reqQryMarketData (SYMBOL_ID symbolId)
	reqQryMarketData This function call will return the Pointer to API2::COMMON::MktData structure Here it will contain the last updated Market Snapshot More...

COMMON::OhlcQuote *	reqQryOHLCQuote (bool &error, SYMBOL_ID symbolId)
	reqQryOHLCQuote More...

SIGNED_LONG	reqQryNetMarkToMarkPL ()
	reqQryNetMarkToMarkPL This function will return net Mark To Market Profit and Loss for the strategy( sum of all Instruments being traded) More...

SIGNED_LONG	reqQryNetBookedPL ()
	reqQryNetBookedPL This function will return net Booked Profit and Loss for the strategy( sum of all Instruments being traded) More...

DATA_TYPES::SYMBOL_ID	reqQrySymbolID (std::string instrumentName)
	reqQrySymbolID This function will return System Unique ID for the Instrument as API2::DATA_TYPES::SYMBOL_ID More...

std::list < API2::COMMON::Instrument * >	reqQryInstrumentList (UNSIGNED_LONG symbolId)
	reqQryInstrumentList To get list of all Instruments added for the requested SymbolId More...

API2::SingleOrder *	reqQryOrder (long clOrderId)
	reqQryOrder To get Pointer to Single Order using a clientOrderId More...

API2::DATA_TYPES::STRATEGY_ID	reqQryStrategyId ()
	reqQryStrategyId To get StartegyId of current running Strategy. More...

DebugLog *	reqQryDebugLog ()
	reqQryDebugLog To get Pointer to the DebugLog Object used to dump debug messages. Sample Usage: DEBUG_MESSAGE(reqQryDebugLog()"<Message>"); More...

UNSIGNED_LONG	reqQryPendingQty (COMMON::Instrument *instrument, DATA_TYPES::OrderMode mode)
	reqQryPendingQty To get Pending Quantity of an Instrument More...

DATA_TYPES::QTY	reqQryPendingQty (COMMON::OrderId *orderId)
	reqQryPendingQty To get Pending Quantity of requested Order as orderId More...

DATA_TYPES::CLORDER_ID	reqQryClientOrderId (COMMON::OrderId *orderId)
	reqQryClientOrderId To get ClientOrderId of requested Order More...

DATA_TYPES::OrderStatus	reqQryOrderStatus (COMMON::OrderId *orderId)
	reqQryOrderStatus To get OrderStatus of requested Order More...

DATA_TYPES::String	reqQryExchangeOrderId (COMMON::OrderId *orderId)
	reqQryExchangeOrderId To get Exchange OrderId of requested Order More...

DATA_TYPES::String	getStrConfirmation (const OrderConfirmation &confirmation)
	getStrConfirmation. Prints OrderConfirmation fields More...

DATA_TYPES::String	getStrSingleOrder (SingleOrder *order)
	getStrSingleOrder. Prints Single Order fields More...

DATA_TYPES::String	getStrOrderId (const COMMON::OrderId *orderId)
	getStrOrderId. Prints OrderId Fields More...

virtual void	onCMDAdminCommand (DATA_TYPES::CommandCategory command)
	onCMDAdminCommand Called when ever a command from frontend is issued. More...

virtual void	onCMDDisconnection (const DATA_TYPES::CommandCategory &command)
	onCMDDisconnection Called whenever a disconnection is received disconnected entity to be determined from CommandCategory More...

virtual void	onCMDModifyStrategy (AbstractUserParams *newParams)=0
	onCMDModifyStrategy Called when strategy modify command is received

virtual void	onCMDTerminateStartegy ()
	onCMDTerminateStartegy Called when strategy receives Terminate Command from Frontend

virtual void	onCMDTerminateSqOffStrategy ()
	onCMDTerminateSqOffStrategy Called when strategy receives Terminate SqOff Command from Frontend

virtual void	onCMDPauseStartegy ()
	onCMDPauseStartegy Called when strategy receives Pause Command from Frontend

virtual void	onCMDRunStrategy ()
	onCMDRunStrategy Called when strategy receives Run Command from Frontend

virtual void	onCMDInit ()
	OnCMDInit To Set Initial state of the algo.

virtual void	onDefaultEvent ()
	onDefaultEvent Called as an event if Not configured to received marketData Event while Running Algo

virtual void	onMarketDataEvent (UNSIGNED_LONG symbolId)
	onMarketDataEvent Called if Configured to received marketData Event while Running Algo More...

virtual void	onOhlcTimeOutEvent ()
	onOhlcTimeOutEvent Called if Configured to received OHLC update Event while Running Algo Callback is provided each time the OHLC Data is updated

virtual void	onTradeTickEvent (COMMON::TradeTick tradeTick)
	onTradeTickEvent Called if Configured to received Trade Ticks update Event while Running Algo Callback is provided each time the Trade Tick is received through the TBT Server This event is specific to NSE-TBT Trade Tick currently

virtual void	onProcessOrderConfirmation (OrderConfirmation &confirmation)
	onProcessOrderConfirmation Call back after OrderConfirmation Processing is done Not necessary to override this To be overridden only If any additional Processing is reqd at the algo end More...

virtual void	onConfirmed (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onConfirmed Call back when a new Order gets confirmed by exchange. More...

virtual void	onReplaceRejected (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onReplaceRejected Call back when a replace order gets rejected by the exchange More...

virtual void	onCanceled (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onCanceled Call back when a cancel order gets accepted by the exchange More...

virtual void	onCancelRejected (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onCancelRejected Call back when a cancel order gets rejected by the exchange More...

virtual void	onReplaced (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onReplaced Call back when a Order gets replaced sucessfully at the exchange. More...

virtual void	onNewReject (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onNewRejected Call back when a new order gets rejected by the exchange More...

virtual void	onIOCCanceled (OrderConfirmation &Confirmation, COMMON::OrderId *orderId)
	onIOCCanceled Call back when an IOC order gets canceled the exchange More...

virtual void	onFilled (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onFilled Call back when an order gets filled at the exchange More...

virtual void	onPartialFill (OrderConfirmation &confirmation, COMMON::OrderId *orderId)
	onPartialFill Call back when an order gets partially filled at the exchange More...

virtual void	onMarketToLimit (API2::OrderConfirmation &confirmation, API2::COMMON::OrderId *orderId)
	onMarketToLimit Call back when Orderstatus changes from Market To Limit by exchange More...

virtual void	onFrozen (API2::OrderConfirmation &confirmation, API2::COMMON::OrderId *orderId)
	onFrozen Call back when an order gets frozen by exchange More...

Detailed Description

The SGContext class The main class to be inherited for creating a new Strategy.

Constructor & Destructor Documentation

API2::SGContext::SGContext	(	StrategyParameters *	params,
		const std::string	sgName
	)

SGContext Constructor.

Parameters

params	API2::StrategyParameters
sgName	Unique String for Strategy Name

Member Function Documentation

COMMON::Instrument* API2::SGContext::createNewInstrument	(	UNSIGNED_LONG	symbolId,
		bool	regMktData,
		bool	useSnapShot = `false`,
		bool	useOhlc = `true`
	)

createNewInstrument To add a new Instrument in the strategy
The Pointer to the added Instrument is set in instrument passed as reference

Parameters

symbolId	System Unique ID for the Instrument as API2::DATA_TYPES::SYMBOL_ID
regMktData	set True to register for Market Data for the Instrument
useSnapShot	Set True if Snapshot Feed is to be used and False to use TBT-Feed
useOhlc	Set True if OHLC Heed is also required

Exceptions

MarketDataSubscriptionFailedException

Returns: COMMON::Instrument Pointer

COMMON::Instrument* API2::SGContext::createNewInstrument	(	const std::string &	instrumentName,
		bool	regMktData = `false`,
		bool	useSnapShot = `true`,
		bool	useOhlc = `false`
	)

createNewInstrument To add a new Instrument in the strategy
The Pointer to the added Instrument is set in instrument passed as reference

Parameters

instrumentName	Instrument Name Format: [ExchangeName] [Symbol] [Expiry(YYYYMMDD)] [StrikePrice] [C/P(For Call/Put)] Example: Cash Segment: NSE RELIANCE Futures Segment: NSE RELIANCE 20140828 Options Segment: NSE RELIANCE 20140828 980.00 C
regMktData	set True to register for Market Data for the Instrument
useSnapShot	Set True if Snapshot Feed is to be used and False to use TBT-Feed
useOhlc	Set True if OHLC Heed is also required

Returns: COMMON::Instrument Pointer

Exceptions

MarketDataSubscriptionFailedException

SingleOrder* 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`
	)

createNewOrder To create a New Order for an instrument

Parameters

order	Reference to Pointer of API2::SingleOrder Pointer to created object will be set into this. For creating an Order
instrument	Pointer to the Instrument for which a new SingleOrder is to be created
qty	Order Quantity
discQty	Diclosed Order Quantity
mode	OrderMode as API2::CONSTANTS::CMD_OrderMode_BUY or API2::CONSTANTS::CMD_OrderMode_SELL
type	OrderType as API2::DATA_TYPES::OrderType
validity	Order Validity
product	Product
price	Price
stopPrice	Stop Price

Returns: SingleOrder Pointer

COMMON::OrderId* API2::SGContext::createNewOrderId	(	COMMON::Instrument *	instrument,
		const API2::AccountDetail &	accountDetail,
		const DATA_TYPES::OrderMode &	mode
	)

createNewOrderId Creates and Inserts a new OrderId Instance to the Instrument
for the requested OrderMode and sets the pointer to orderId

Parameters

instrument	should be valid and Not null
mode	should be valid API2::CONSTANTS::CMD_OrderMode_BUY or API2::CONSTANTS::CMD_OrderMode_SELL

Returns: COMMON::OrderId Ptr

DATA_TYPES::String API2::SGContext::getStrConfirmation ( const OrderConfirmation & confirmation )

getStrConfirmation. Prints OrderConfirmation fields

Parameters

confirmation

DATA_TYPES::String API2::SGContext::getStrOrderId ( const COMMON::OrderId * orderId )

getStrOrderId. Prints OrderId Fields

Parameters

orderId

DATA_TYPES::String API2::SGContext::getStrSingleOrder ( SingleOrder * order )

getStrSingleOrder. Prints Single Order fields

Parameters

order

virtual void API2::SGContext::onCanceled	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onCanceled Call back when a cancel order gets accepted by the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onCancelRejected	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onCancelRejected Call back when a cancel order gets rejected by the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onCMDAdminCommand ( DATA_TYPES::CommandCategory command )

inlinevirtual

onCMDAdminCommand Called when ever a command from frontend is issued.

Parameters

command

virtual void API2::SGContext::onCMDDisconnection ( const DATA_TYPES::CommandCategory & command )

virtual

onCMDDisconnection Called whenever a disconnection is received disconnected entity to be determined from CommandCategory

Parameters

command

virtual void API2::SGContext::onConfirmed	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onConfirmed Call back when a new Order gets confirmed by exchange.

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onFilled	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onFilled Call back when an order gets filled at the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onFrozen	(	API2::OrderConfirmation &	confirmation,
		API2::COMMON::OrderId *	orderId
	)

inlinevirtual

onFrozen Call back when an order gets frozen by exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onIOCCanceled	(	OrderConfirmation &	Confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onIOCCanceled Call back when an IOC order gets canceled the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onMarketDataEvent ( UNSIGNED_LONG symbolId )

virtual

onMarketDataEvent Called if Configured to received marketData Event while Running Algo

Parameters

symbolId SymbolId of the Instrument that received marketData SymbolId should be subscribed for Market Data while initializing

virtual void API2::SGContext::onMarketToLimit	(	API2::OrderConfirmation &	confirmation,
		API2::COMMON::OrderId *	orderId
	)

inlinevirtual

onMarketToLimit Call back when Orderstatus changes from Market To Limit by exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onNewReject	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onNewRejected Call back when a new order gets rejected by the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onPartialFill	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onPartialFill Call back when an order gets partially filled at the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onProcessOrderConfirmation ( OrderConfirmation & confirmation )

inlinevirtual

onProcessOrderConfirmation Call back after OrderConfirmation Processing is done
Not necessary to override this
To be overridden only If any additional Processing is reqd at the algo end

Parameters

confirmation Reference to the API2::OrderConformation

virtual void API2::SGContext::onReplaced	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onReplaced Call back when a Order gets replaced sucessfully at the exchange.

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

virtual void API2::SGContext::onReplaceRejected	(	OrderConfirmation &	confirmation,
		COMMON::OrderId *	orderId
	)

inlinevirtual

onReplaceRejected Call back when a replace order gets rejected by the exchange

Parameters

confirmation	Contains the information received from Exchange
orderId	Pointer to the API2::COMMON::OrderId type

void API2::SGContext::reqAddStrategyComment ( DATA_TYPES::StrategyComment com )

reqAddStrategyComment To set the current Startegy Comment Whenever a strategy Response is sent to frontend this will be the sent as the strategy Comment

Parameters

com

bool API2::SGContext::reqCancelOrder	(	DATA_TYPES::RiskStatus &	riskStatus,
		COMMON::OrderId *	orderId
	)

reqCancelOrder To Cancel Order

Parameters

riskStatus	passed by reference This is the risk status for sending Canceled Order
orderId

Returns

bool API2::SGContext::reqNewSingleOrder	(	DATA_TYPES::RiskStatus &	riskStatus,
		COMMON::Instrument *	instrument,
		SingleOrder *&	order,
		COMMON::OrderId *	orderId
	)

reqNewSingleOrder To Send a new Order

Parameters

riskStatus
instrument
order
orderId

Returns

bool API2::SGContext::reqProcessTradeTicks	(	bool &	error,
		SYMBOL_ID	symbolId
	)

reqProcessTradeTicks

Parameters

error
symbolId

Returns

int API2::SGContext::reqQryClientID ( )

reqQryClientID To get ClientId

Returns

DATA_TYPES::CLORDER_ID API2::SGContext::reqQryClientOrderId ( COMMON::OrderId * orderId )

reqQryClientOrderId To get ClientOrderId of requested Order

Parameters

orderId

Returns

DebugLog* API2::SGContext::reqQryDebugLog ( )

reqQryDebugLog To get Pointer to the DebugLog Object used to dump debug messages.
Sample Usage:
DEBUG_MESSAGE(reqQryDebugLog()"<Message>");

Returns

DATA_TYPES::String API2::SGContext::reqQryExchangeOrderId ( COMMON::OrderId * orderId )

reqQryExchangeOrderId To get Exchange OrderId of requested Order

Parameters

orderId

Returns

std::list<API2::COMMON::Instrument *> API2::SGContext::reqQryInstrumentList ( UNSIGNED_LONG symbolId )

reqQryInstrumentList To get list of all Instruments added for the requested SymbolId

Parameters

symbolId System Unique Id for the Instrument

Returns

COMMON::MktData* API2::SGContext::reqQryMarketData ( SYMBOL_ID symbolId )

reqQryMarketData This function call will return the Pointer to API2::COMMON::MktData structure
Here it will contain the last updated Market Snapshot

Parameters

symbolId

Returns

SIGNED_LONG API2::SGContext::reqQryNetBookedPL ( )

reqQryNetBookedPL This function will return net Booked Profit and Loss for the strategy( sum of all Instruments being traded)

Returns

SIGNED_LONG API2::SGContext::reqQryNetMarkToMarkPL ( )

reqQryNetMarkToMarkPL This function will return net Mark To Market Profit and Loss for the strategy( sum of all Instruments being traded)

Returns

COMMON::OhlcQuote* API2::SGContext::reqQryOHLCQuote	(	bool &	error,
		SYMBOL_ID	symbolId
	)

reqQryOHLCQuote

Parameters

error
symbolId

Returns

API2::SingleOrder* API2::SGContext::reqQryOrder ( long clOrderId )

reqQryOrder To get Pointer to Single Order using a clientOrderId

Parameters

clOrderId

Returns

DATA_TYPES::OrderStatus API2::SGContext::reqQryOrderStatus ( COMMON::OrderId * orderId )

reqQryOrderStatus To get OrderStatus of requested Order

Parameters

orderId

Returns

UNSIGNED_LONG API2::SGContext::reqQryPendingQty	(	COMMON::Instrument *	instrument,
		DATA_TYPES::OrderMode	mode
	)

reqQryPendingQty To get Pending Quantity of an Instrument

Parameters

instrument	API2::COMMON::Instrument
mode	Ordermode as API2::CONSTANTS::CMD_OrderMode_BUY or API2::CONSTANTS::CMD_OrderMode_SELL

Returns

DATA_TYPES::QTY API2::SGContext::reqQryPendingQty ( COMMON::OrderId * orderId )

reqQryPendingQty To get Pending Quantity of requested Order as orderId

Parameters

orderId

Returns

API2::DATA_TYPES::STRATEGY_ID API2::SGContext::reqQryStrategyId ( )

reqQryStrategyId To get StartegyId of current running Strategy.

Returns

StrategyParameters* API2::SGContext::reqQryStrategyParams ( )

reqQryStrategyParams To get StartegyParameters

Returns

DATA_TYPES::SYMBOL_ID API2::SGContext::reqQrySymbolID ( std::string instrumentName )

reqQrySymbolID This function will return System Unique ID for the Instrument as API2::DATA_TYPES::SYMBOL_ID

Parameters

instrumentName Instrument Name Format: [ExchangeName] [Symbol] [Expiry(YYYYMMDD)] [StrikePrice] [C/P(For Call/Put)] Example: Cash Segment: NSE RELIANCE Futures Segment: NSE RELIANCE 20140828 Options Segment: NSE RELIANCE 20140828 980.00 C

virtual bool API2::SGContext::reqQryTestSegment	(	const DATA_TYPES::ExchangeId &	exch,
		const DATA_TYPES::SecurityType &	securityType = `CONSTANTS::CMD_SecurityType_MAX`
	)

virtual

reqQryTestSegment To know whether a given exchange segment is being used in the strategy or not

Parameters

exch	The DATA_TYPES::ExchangeId
securityType	The DATA_TYPES::SecurityType

Returns

COMMON::MktData* API2::SGContext::reqQryUpdateMarketData ( SYMBOL_ID symbolId )

reqQryUpdateMarketData This function call will return the Pointer to API2::COMMON::MktData structure after updating it.
Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo()

Parameters

symbolId SymbolId for which MarketData is required

Returns

void API2::SGContext::reqRemoveInstrument ( COMMON::Instrument * instrument )

reqRemoveInstrument To remove Instrument from the context.
Removing will remove all the data relating the Instrument's Position

Parameters

instrument

bool API2::SGContext::reqReplaceOrder	(	DATA_TYPES::RiskStatus &	riskStatus,
		COMMON::Instrument *	instrument,
		SingleOrder *&	order,
		COMMON::OrderId *	orderId
	)

reqReplaceOrder To send a replace Order

Parameters

riskStatus
instrument
order
updateQuantity
orderId

Returns

void API2::SGContext::reqSendStrategyResponse	(	DATA_TYPES::ResponseType	responseType,
		DATA_TYPES::RiskStatus	riskStatus,
		DATA_TYPES::StrategyComment	strategyComment = `CONSTANTS::RSP_StrategyComment_MAX`
	)

reqSendStrategyResponse To send a Response to the frontend

Parameters

responseType	the response Type as DATA_TYPES::ResponseType
riskStatus	the Risk Status as DATA_TYPES::RiskStatus
strategyComment	the Strategy Comment as DATA_TYPES::StrategyComment

void* API2::SGContext::reqStartAlgo	(	bool	marketDataEventRequired,
		bool	tradeTicksEventRequired
	)

reqStartAlgo function call to Start the Strategy

Parameters

marketDataEventRequired	Set True to register for call-backs on Market-Data Event on registered Instruments
tradeTicksEventRequired	Set True to register for call-backs on Trade Tick Events on registered Instruments

Returns

void* API2::SGContext::reqStartOHLCAlgo ( )

reqStartOHLCAlgo function call to Start the Strategy listening to OHLC update events

Returns

bool API2::SGContext::reqUpdateMarketData ( )

reqUpdateMarketData To manually update Market Feed for all registered Instruments.
Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo()

Returns: True if there is a new updation in Market Data. False if no new updation.

bool API2::SGContext::reqUpdateMarketData ( UNSIGNED_LONG symbolId )

reqUpdateMarketData To manually update Market Feed for requested API2::DATA_TYPES::SYMBOL_ID.
Not required if marketDataEventRequired is set to be True while starting the strategy using API2::SGContext::reqStartAlgo()

Returns: True if there is a new updation in Market Data. False if no new updation.

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

api_includes/sgContext.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation