API
Version 2.0.1
Low-Latency HFT API
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The SingleOrder class. This wrapper is used for sending Single Leg Orders. Usage: Create an object for This using API2::SGContext::createNewOrder. More...
#include <sharedSingleOrder.h>
Public Member Functions | |
SingleOrder (const SingleOrder &other) | |
SingleOrder & | operator= (const SingleOrder &) |
SingleOrder * | clone () |
virtual void | dump () |
dump | |
SingleOrder () | |
ApiSingleOrder. | |
void | initialize () |
initialize | |
SingleOrder (DATA_TYPES::SYMBOL_ID symbolId, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails=AccountDetail()) | |
ApiSingleOrder. More... | |
int | initialize (DATA_TYPES::SYMBOL_ID symbolId, SymbolStaticData &staticData, DATA_TYPES::CLIENT_ID clientId, DATA_TYPES::QTY quantity, DATA_TYPES::QTY disclosedQuantity, DATA_TYPES::PRICE price, DATA_TYPES::PRICE stopPrice, DATA_TYPES::OrderType type, DATA_TYPES::ProductType product, DATA_TYPES::OrderMode mode, DATA_TYPES::OrderValidity validity, DATA_TYPES::TRADER_ID traderId, const AccountDetail &accountDetails=AccountDetail()) |
initialize More... | |
SIGNED_LONG | getExchangeSecurityId () const |
getExchangeSecurityId More... | |
DATA_TYPES::ExchangeId | getExchangeId () const |
getExchangeId returns Exchange ID More... | |
DATA_TYPES::CLORDER_ID | getClOrdId () const |
getClOrdId To get the unique Client Order Id (unique to the system) More... | |
DATA_TYPES::CLORDER_ID | getOrigClientOrderId () const |
getOrigClientOrderId If the order is modified, it returns the Parent Order's ClientOrderId More... | |
const char * | getExchangeOrderId () const |
getExchangeOrderId It returns Exchange's Order Id More... | |
DATA_TYPES::SYMBOL_ID | getSymbolId () const |
getSymbolId To get SymbolId More... | |
DATA_TYPES::CLIENT_ID | getClientId () const |
getClientId More... | |
DATA_TYPES::QTY | getQuantity () const |
getQuantity To get Order quantity More... | |
DATA_TYPES::QTY | getDisclosedQuantity () const |
getDisclosedQuantity To get Disclosed Order Qty More... | |
DATA_TYPES::QTY | getFilledQuantity () const |
getFilledQuantity To get Filled Quantity More... | |
DATA_TYPES::QTY | getOldQuantity () const |
getOldQuantity More... | |
DATA_TYPES::PRICE | getPrice () const |
getPrice To get the Limit price provided for order More... | |
DATA_TYPES::PRICE | getStopPrice () const |
getStopPrice To get the stop Price provided for Order More... | |
DATA_TYPES::EXCHANGE_TIME | getExchangeEntryTime () const |
getExchangeEntryTime To get the Time for Order entry at Exchange More... | |
DATA_TYPES::EXCHANGE_TIME | getExchangeModifyTime () const |
getExchangeModifyTime To get the Time for Order modification at Exchange More... | |
DATA_TYPES::TransactionType | getTransactionType () const |
getTransactionType To get thr transaction type for the Order tbd More... | |
DATA_TYPES::OrderMode | getOrderMode () const |
getOrderMode To get the Order Mode More... | |
DATA_TYPES::SecurityType | getSecurityType () const |
getSecurityType More... | |
DATA_TYPES::OptionMode | getOptionMode () const |
getOptionMode More... | |
DATA_TYPES::PRICE | getOptionStrikePrice () const |
getOptionStrikePrice More... | |
DATA_TYPES::EXPIRY_DATE | getExpiryDate () const |
getExpiryDate More... | |
DATA_TYPES::OptionAttribute | getOptionAttribute () const |
getOptionAttribute More... | |
DATA_TYPES::OrderValidity | getOrderValidity () const |
getOrderValidity More... | |
DATA_TYPES::ProductType | getProductType () const |
getProductType More... | |
DATA_TYPES::OrderType | getOrderType () const |
getOrderType More... | |
DATA_TYPES::InstrumentType | getInstrumentType () const |
getInstrumentType More... | |
DATA_TYPES::SETTLEMENT_PERIOD | getSettlementPeriod () const |
getSettlementPeriod More... | |
DATA_TYPES::OrderStatus | getOrderStatus () const |
getOrderStatus More... | |
const char * | getSymbol () const |
getSymbol More... | |
const char * | getSeries () const |
getSeries More... | |
UNSIGNED_INTEGER | getTokenId () const |
getTokenId More... | |
int | getDeltaQty () const |
getDeltaQty More... | |
DATA_TYPES::TRADER_ID | getTraderId () const |
getTraderId More... | |
void | setClOrdId (DATA_TYPES::CLORDER_ID clOrdId) |
setClOrdId More... | |
void | setOrigClientOrderId (DATA_TYPES::CLORDER_ID origClientOrderId) |
setOrigClientOrderId More... | |
void | setExchangeOrderId (char exchangeOrderId[]) |
setExchangeOrderId More... | |
void | setExchangeOrderId (const char *exchangeOrderId) |
setExchangeOrderId More... | |
void | setExchangeOrderId (std::string exchangeOrderId) |
setExchangeOrderId More... | |
void | setSymbolId (DATA_TYPES::SYMBOL_ID symbolId) |
setSymbolId More... | |
void | setClientId (DATA_TYPES::CLIENT_ID clientId) |
setClientId More... | |
void | setQuantity (DATA_TYPES::QTY quantity) |
setQuantity More... | |
void | setDisclosedQuantity (DATA_TYPES::QTY disclosedQuantity) |
setDisclosedQuantity More... | |
void | setFilledQuantity (DATA_TYPES::QTY filledQuantity) |
setFilledQuantity More... | |
void | setOldQuantity (DATA_TYPES::QTY oldQuantity) |
setOldQuantity More... | |
void | setPrice (DATA_TYPES::PRICE price) |
setPrice More... | |
void | setStopPrice (DATA_TYPES::PRICE stopPrice) |
setStopPrice More... | |
void | setOptionStrikePrice (DATA_TYPES::PRICE strikePrice) |
setOptionStrikePrice More... | |
void | setExpiryDate (DATA_TYPES::EXPIRY_DATE expiryDate) |
setExpiryDate More... | |
void | setExchangeEntryTime (DATA_TYPES::EXCHANGE_TIME exchangeEntryTime) |
setExchangeEntryTime More... | |
void | setExchangeModifyTime (DATA_TYPES::EXCHANGE_TIME exchangeModifyTime) |
setExchangeModifyTime More... | |
void | setTransactionType (DATA_TYPES::TransactionType transactionType) |
setTransactionType More... | |
void | setOrderMode (DATA_TYPES::OrderMode orderMode) |
setOrderMode More... | |
void | setSecurityType (DATA_TYPES::SecurityType securityType) |
setSecurityType More... | |
void | setOptionMode (DATA_TYPES::OptionMode optionMode) |
setOptionMode More... | |
void | setOptionAttribute (DATA_TYPES::OptionAttribute optionAttribute) |
setOptionAttribute More... | |
void | setOrderValidity (DATA_TYPES::OrderValidity orderValidity) |
setOrderValidity More... | |
void | setProductType (DATA_TYPES::ProductType productType) |
setProductType More... | |
void | setOrderType (DATA_TYPES::OrderType orderType) |
setOrderType More... | |
void | setInstrumentType (DATA_TYPES::InstrumentType instrumentType) |
setInstrumentType More... | |
void | setSettlementPeriod (DATA_TYPES::SETTLEMENT_PERIOD settlementPeriod) |
setSettlementPeriod More... | |
void | setOrderStatus (DATA_TYPES::OrderStatus orderStatus) |
setOrderStatus More... | |
void | setSymbol (const char *symbol) |
setSymbol More... | |
void | setSeries (const char *series) |
setSeries More... | |
void | setTraderId (DATA_TYPES::TRADER_ID traderId) |
setTraderId More... | |
void | setTokenId (UNSIGNED_INTEGER val) |
setTokenId More... | |
void | setOrderCategory (DATA_TYPES::ENUM orderCategory) |
setOrderCategory More... | |
AccountDetail | getAccountDetails () const |
getAccountDetails More... | |
AccountDetail & | getRefAccountDetails () |
getRefAccountDetails More... | |
void | setAccountDetails (AccountDetail detail) |
setAccountDetails More... | |
long | getLocationId () const |
getLocationId More... | |
DATA_TYPES::ENUM | getOrderCategory () const |
getOrderCategory More... | |
Protected Attributes | |
DATA_TYPES::CLORDER_ID | _clOrdId |
_clOrdId | |
DATA_TYPES::CLORDER_ID | _origClientOrderId |
_origClientOrderId | |
DATA_TYPES::SYMBOL_ID | _symbolId |
_symbolId | |
DATA_TYPES::CLIENT_ID | _clientId |
_clientId | |
DATA_TYPES::QTY | _quantity |
_quantity | |
DATA_TYPES::QTY | _disclosedQuantity |
_disclosedQuantity | |
DATA_TYPES::QTY | _filledQuantity |
_filledQuantity | |
DATA_TYPES::QTY | _oldQuantity |
_oldQuantity | |
DATA_TYPES::PRICE | _price |
_price | |
DATA_TYPES::PRICE | _stopPrice |
_stopPrice | |
DATA_TYPES::PRICE | _optionStrikePrice |
_optionStrikePrice | |
DATA_TYPES::EXPIRY_DATE | _expiryDate |
_expiryDate | |
DATA_TYPES::EXCHANGE_TIME | _exchangeEntryTime |
_exchangeEntryTime | |
DATA_TYPES::EXCHANGE_TIME | _exchangeModifyTime |
_exchangeModifyTime | |
DATA_TYPES::ENUM | _transactionType |
_transactionType | |
DATA_TYPES::ENUM | _orderMode |
_orderMode | |
DATA_TYPES::ENUM | _securityType |
_securityType | |
DATA_TYPES::ENUM | _optionMode |
_optionMode | |
DATA_TYPES::ENUM | _optionAttribute |
_optionAttribute | |
DATA_TYPES::ENUM | _orderValidity |
_orderValidity | |
DATA_TYPES::ENUM | _productType |
_productType | |
DATA_TYPES::ENUM | _orderType |
_orderType | |
DATA_TYPES::ENUM | _instrumentType |
_instrumentType | |
DATA_TYPES::SETTLEMENT_PERIOD | _settlementPeriod |
_settlementPeriod | |
DATA_TYPES::ENUM | _orderStatus |
_orderStatus | |
char | _symbol [24] |
_traderId More... | |
char | _series [20] |
_series | |
char | _exchangeOrderId [50] |
_exchangeOrderId | |
UNSIGNED_INTEGER | _tokenId |
_tokenId | |
AccountDetail | _AccountDetails |
DATA_TYPES::ENUM | _orderCategory |
_orderCategory | |
The SingleOrder class. This wrapper is used for sending Single Leg Orders. Usage: Create an object for This using API2::SGContext::createNewOrder.
API2::SingleOrder::SingleOrder | ( | DATA_TYPES::SYMBOL_ID | symbolId, |
SymbolStaticData & | staticData, | ||
DATA_TYPES::CLIENT_ID | clientId, | ||
DATA_TYPES::QTY | quantity, | ||
DATA_TYPES::QTY | disclosedQuantity, | ||
DATA_TYPES::PRICE | price, | ||
DATA_TYPES::PRICE | stopPrice, | ||
DATA_TYPES::OrderType | type, | ||
DATA_TYPES::ProductType | product, | ||
DATA_TYPES::OrderMode | mode, | ||
DATA_TYPES::OrderValidity | validity, | ||
DATA_TYPES::TRADER_ID | traderId, | ||
const AccountDetail & | accountDetails = AccountDetail() |
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) |
ApiSingleOrder.
symbolId | |
staticData | |
clientId | |
quantity | |
disclosedQuantity | |
price | |
stopPrice | |
type | |
product | |
mode | |
validity | |
traderId |
AccountDetail API2::SingleOrder::getAccountDetails | ( | ) | const |
getAccountDetails
DATA_TYPES::CLIENT_ID API2::SingleOrder::getClientId | ( | ) | const |
getClientId
DATA_TYPES::CLORDER_ID API2::SingleOrder::getClOrdId | ( | ) | const |
getClOrdId To get the unique Client Order Id (unique to the system)
int API2::SingleOrder::getDeltaQty | ( | ) | const |
getDeltaQty
DATA_TYPES::QTY API2::SingleOrder::getDisclosedQuantity | ( | ) | const |
getDisclosedQuantity To get Disclosed Order Qty
DATA_TYPES::EXCHANGE_TIME API2::SingleOrder::getExchangeEntryTime | ( | ) | const |
getExchangeEntryTime To get the Time for Order entry at Exchange
DATA_TYPES::ExchangeId API2::SingleOrder::getExchangeId | ( | ) | const |
getExchangeId returns Exchange ID
DATA_TYPES::EXCHANGE_TIME API2::SingleOrder::getExchangeModifyTime | ( | ) | const |
getExchangeModifyTime To get the Time for Order modification at Exchange
const char* API2::SingleOrder::getExchangeOrderId | ( | ) | const |
getExchangeOrderId It returns Exchange's Order Id
SIGNED_LONG API2::SingleOrder::getExchangeSecurityId | ( | ) | const |
getExchangeSecurityId
DATA_TYPES::EXPIRY_DATE API2::SingleOrder::getExpiryDate | ( | ) | const |
getExpiryDate
DATA_TYPES::QTY API2::SingleOrder::getFilledQuantity | ( | ) | const |
getFilledQuantity To get Filled Quantity
DATA_TYPES::InstrumentType API2::SingleOrder::getInstrumentType | ( | ) | const |
getInstrumentType
long API2::SingleOrder::getLocationId | ( | ) | const |
getLocationId
DATA_TYPES::QTY API2::SingleOrder::getOldQuantity | ( | ) | const |
getOldQuantity
DATA_TYPES::OptionAttribute API2::SingleOrder::getOptionAttribute | ( | ) | const |
getOptionAttribute
DATA_TYPES::OptionMode API2::SingleOrder::getOptionMode | ( | ) | const |
getOptionMode
DATA_TYPES::PRICE API2::SingleOrder::getOptionStrikePrice | ( | ) | const |
getOptionStrikePrice
DATA_TYPES::ENUM API2::SingleOrder::getOrderCategory | ( | ) | const |
getOrderCategory
DATA_TYPES::OrderMode API2::SingleOrder::getOrderMode | ( | ) | const |
getOrderMode To get the Order Mode
DATA_TYPES::OrderStatus API2::SingleOrder::getOrderStatus | ( | ) | const |
getOrderStatus
DATA_TYPES::OrderType API2::SingleOrder::getOrderType | ( | ) | const |
getOrderType
DATA_TYPES::OrderValidity API2::SingleOrder::getOrderValidity | ( | ) | const |
getOrderValidity
DATA_TYPES::CLORDER_ID API2::SingleOrder::getOrigClientOrderId | ( | ) | const |
getOrigClientOrderId If the order is modified, it returns the Parent Order's ClientOrderId
DATA_TYPES::PRICE API2::SingleOrder::getPrice | ( | ) | const |
getPrice To get the Limit price provided for order
DATA_TYPES::ProductType API2::SingleOrder::getProductType | ( | ) | const |
getProductType
DATA_TYPES::QTY API2::SingleOrder::getQuantity | ( | ) | const |
getQuantity To get Order quantity
AccountDetail& API2::SingleOrder::getRefAccountDetails | ( | ) |
getRefAccountDetails
DATA_TYPES::SecurityType API2::SingleOrder::getSecurityType | ( | ) | const |
getSecurityType
const char* API2::SingleOrder::getSeries | ( | ) | const |
getSeries
DATA_TYPES::SETTLEMENT_PERIOD API2::SingleOrder::getSettlementPeriod | ( | ) | const |
getSettlementPeriod
DATA_TYPES::PRICE API2::SingleOrder::getStopPrice | ( | ) | const |
getStopPrice To get the stop Price provided for Order
const char* API2::SingleOrder::getSymbol | ( | ) | const |
getSymbol
DATA_TYPES::SYMBOL_ID API2::SingleOrder::getSymbolId | ( | ) | const |
getSymbolId To get SymbolId
UNSIGNED_INTEGER API2::SingleOrder::getTokenId | ( | ) | const |
getTokenId
DATA_TYPES::TRADER_ID API2::SingleOrder::getTraderId | ( | ) | const |
getTraderId
DATA_TYPES::TransactionType API2::SingleOrder::getTransactionType | ( | ) | const |
getTransactionType To get thr transaction type for the Order tbd
int API2::SingleOrder::initialize | ( | DATA_TYPES::SYMBOL_ID | symbolId, |
SymbolStaticData & | staticData, | ||
DATA_TYPES::CLIENT_ID | clientId, | ||
DATA_TYPES::QTY | quantity, | ||
DATA_TYPES::QTY | disclosedQuantity, | ||
DATA_TYPES::PRICE | price, | ||
DATA_TYPES::PRICE | stopPrice, | ||
DATA_TYPES::OrderType | type, | ||
DATA_TYPES::ProductType | product, | ||
DATA_TYPES::OrderMode | mode, | ||
DATA_TYPES::OrderValidity | validity, | ||
DATA_TYPES::TRADER_ID | traderId, | ||
const AccountDetail & | accountDetails = AccountDetail() |
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) |
initialize
symbolId | |
staticData | |
clientId | |
quantity | |
disclosedQuantity | |
price | |
stopPrice | |
type | |
product | |
mode | |
validity | |
traderId |
void API2::SingleOrder::setAccountDetails | ( | AccountDetail | detail | ) |
setAccountDetails
detail |
void API2::SingleOrder::setClientId | ( | DATA_TYPES::CLIENT_ID | clientId | ) |
setClientId
clientId |
void API2::SingleOrder::setClOrdId | ( | DATA_TYPES::CLORDER_ID | clOrdId | ) |
setClOrdId
clOrdId |
void API2::SingleOrder::setDisclosedQuantity | ( | DATA_TYPES::QTY | disclosedQuantity | ) |
setDisclosedQuantity
disclosedQuantity |
void API2::SingleOrder::setExchangeEntryTime | ( | DATA_TYPES::EXCHANGE_TIME | exchangeEntryTime | ) |
setExchangeEntryTime
exchangeEntryTime |
void API2::SingleOrder::setExchangeModifyTime | ( | DATA_TYPES::EXCHANGE_TIME | exchangeModifyTime | ) |
setExchangeModifyTime
exchangeModifyTime |
void API2::SingleOrder::setExchangeOrderId | ( | char | exchangeOrderId[] | ) |
setExchangeOrderId
exchangeOrderId |
void API2::SingleOrder::setExchangeOrderId | ( | const char * | exchangeOrderId | ) |
setExchangeOrderId
exchangeOrderId |
void API2::SingleOrder::setExchangeOrderId | ( | std::string | exchangeOrderId | ) |
setExchangeOrderId
exchangeOrderId |
void API2::SingleOrder::setExpiryDate | ( | DATA_TYPES::EXPIRY_DATE | expiryDate | ) |
setExpiryDate
expiryDate |
void API2::SingleOrder::setFilledQuantity | ( | DATA_TYPES::QTY | filledQuantity | ) |
setFilledQuantity
filledQuantity |
void API2::SingleOrder::setInstrumentType | ( | DATA_TYPES::InstrumentType | instrumentType | ) |
setInstrumentType
instrumentType |
void API2::SingleOrder::setOldQuantity | ( | DATA_TYPES::QTY | oldQuantity | ) |
setOldQuantity
oldQuantity |
void API2::SingleOrder::setOptionAttribute | ( | DATA_TYPES::OptionAttribute | optionAttribute | ) |
setOptionAttribute
optionAttribute |
void API2::SingleOrder::setOptionMode | ( | DATA_TYPES::OptionMode | optionMode | ) |
setOptionMode
optionMode |
void API2::SingleOrder::setOptionStrikePrice | ( | DATA_TYPES::PRICE | strikePrice | ) |
setOptionStrikePrice
strikePrice |
void API2::SingleOrder::setOrderCategory | ( | DATA_TYPES::ENUM | orderCategory | ) |
setOrderCategory
orderCategory |
void API2::SingleOrder::setOrderMode | ( | DATA_TYPES::OrderMode | orderMode | ) |
setOrderMode
orderMode |
void API2::SingleOrder::setOrderStatus | ( | DATA_TYPES::OrderStatus | orderStatus | ) |
setOrderStatus
orderStatus |
void API2::SingleOrder::setOrderType | ( | DATA_TYPES::OrderType | orderType | ) |
setOrderType
orderType |
void API2::SingleOrder::setOrderValidity | ( | DATA_TYPES::OrderValidity | orderValidity | ) |
setOrderValidity
orderValidity |
void API2::SingleOrder::setOrigClientOrderId | ( | DATA_TYPES::CLORDER_ID | origClientOrderId | ) |
setOrigClientOrderId
origClientOrderId |
void API2::SingleOrder::setPrice | ( | DATA_TYPES::PRICE | price | ) |
setPrice
price |
void API2::SingleOrder::setProductType | ( | DATA_TYPES::ProductType | productType | ) |
setProductType
productType |
void API2::SingleOrder::setQuantity | ( | DATA_TYPES::QTY | quantity | ) |
setQuantity
quantity |
void API2::SingleOrder::setSecurityType | ( | DATA_TYPES::SecurityType | securityType | ) |
setSecurityType
securityType |
void API2::SingleOrder::setSeries | ( | const char * | series | ) |
setSeries
series |
void API2::SingleOrder::setSettlementPeriod | ( | DATA_TYPES::SETTLEMENT_PERIOD | settlementPeriod | ) |
setSettlementPeriod
settlementPeriod |
void API2::SingleOrder::setStopPrice | ( | DATA_TYPES::PRICE | stopPrice | ) |
setStopPrice
stopPrice |
void API2::SingleOrder::setSymbol | ( | const char * | symbol | ) |
setSymbol
symbol |
void API2::SingleOrder::setSymbolId | ( | DATA_TYPES::SYMBOL_ID | symbolId | ) |
setSymbolId
symbolId |
void API2::SingleOrder::setTokenId | ( | UNSIGNED_INTEGER | val | ) |
setTokenId
val |
void API2::SingleOrder::setTraderId | ( | DATA_TYPES::TRADER_ID | traderId | ) |
setTraderId
traderId |
void API2::SingleOrder::setTransactionType | ( | DATA_TYPES::TransactionType | transactionType | ) |
setTransactionType
transactionType |
|
protected |
_traderId
_symbol