API
Version 2.0.1
Low-Latency HFT API
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level
1
2
]
API2::AbstractUserParams
The
AbstractUserParams
class
API2::UserParams
The API2_UserParams class
API2::AccountDetail
API2::BaseType
The
BaseType
class
API2::DerivedType< T >
The
DerivedType
class
API2::DerivedType< UNSIGNED_CHARACTER >
API2::DerivedType< UNSIGNED_INTEGER >
API2::DerivedType< UNSIGNED_LONG >
API2::DebugLog
The
DebugLog
class
exception
API2::DuplicateKeyException
The
DuplicateKeyException
struct
API2::MarketDataSubscriptionFailedException
The
MarketDataSubscriptionFailedException
struct
API2::UnknownTypeException
The
UnknownTypeException
struct
API2::COMMON::Instrument
Provides all the information about Market
Instrument
API2::COMMON::InstrumentPosition
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
API2::COMMON::KeyValue
The
KeyValue
struct
API2::COMMON::MarketDataWrapper
Will contain the Snapshot/TBT Market Data
API2::COMMON::MarketDepthWrapper
Will store Bid Ask Price at particular level
API2::COMMON::MktData
The
MktData
class, The wrapper class for getting Market Feed for both Snapshot and Tick-By-Tick
API2::COMMON::OhlcQuote
The
OhlcQuote
class
API2::OrderBook
The
OrderBook
struct
API2::OrderConfirmation
Exchange Order Confirmation Message data
API2::SGContext
The main class to be inherited for creating a new Strategy
API2::SharedUtilities
The
SharedUtilities
class
API2::SingleOrder
The
SingleOrder
class. This wrapper is used for sending Single Leg Orders. Usage: Create an object for This using
API2::SGContext::createNewOrder
API2::SpreadOrder
API2::StrategyParameters
Basic Strategy Parameters, StrategyId and ClientId.
Stratgy Parameters are provided by
StrategyParameters::getInfo()
API2::SymbolStaticData
The API_SymbolStaticData struct
API2::COMMON::TradeTick
The
TradeTick
struct
API2::COMMON::UserParamsReader
The
UserParamsReader
class
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