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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() |
||
| ) |
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() |
||
| ) |
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