1 #ifndef SHARED_SINGLE_ORDER_H
2 #define SHARED_SINGLE_ORDER_H
3 #include <apiDataTypes.h>
4 #include <sgSymbolDataDefines.h>
5 #include <sharedCommands.h>
6 #include <sharedResponse.h>
7 #include <boost/shared_ptr.hpp>
8 #include <cmdDefines.h>
14 class SingleOrderImpl;
15 class SpreadContractImpl;
236 DATA_TYPES::CLIENT_ID clientId,
237 DATA_TYPES::QTY quantity,
238 DATA_TYPES::QTY disclosedQuantity,
239 DATA_TYPES::PRICE price,
240 DATA_TYPES::PRICE stopPrice,
241 DATA_TYPES::OrderType type,
242 DATA_TYPES::ProductType product,
243 DATA_TYPES::OrderMode mode,
244 DATA_TYPES::OrderValidity validity,
245 DATA_TYPES::TRADER_ID traderId,
264 int initialize(DATA_TYPES::SYMBOL_ID symbolId,
266 DATA_TYPES::CLIENT_ID clientId,
267 DATA_TYPES::QTY quantity,
268 DATA_TYPES::QTY disclosedQuantity,
269 DATA_TYPES::PRICE price,
270 DATA_TYPES::PRICE stopPrice,
271 DATA_TYPES::OrderType type,
272 DATA_TYPES::ProductType product,
273 DATA_TYPES::OrderMode mode,
274 DATA_TYPES::OrderValidity validity,
275 DATA_TYPES::TRADER_ID traderId,
348 DATA_TYPES::PRICE
getPrice()
const ;
482 void setClOrdId(DATA_TYPES::CLORDER_ID clOrdId);
548 void setPrice(DATA_TYPES::PRICE price);
715 CREATE_FIELD(DATA_TYPES::EXPIRY_DATE, ExpiryDate1);
716 CREATE_FIELD(DATA_TYPES::SYMBOL_ID, SymbolId1);
717 CREATE_FIELD(DATA_TYPES::SYMBOL_ID, SymbolId2);
723 DATA_TYPES::SYMBOL_ID symbolId1,
724 DATA_TYPES::SYMBOL_ID symbolId2,
726 DATA_TYPES::CLIENT_ID clientId,
727 DATA_TYPES::QTY quantity,
728 DATA_TYPES::QTY disclosedQuantity,
729 DATA_TYPES::PRICE price,
730 DATA_TYPES::PRICE stopPrice,
731 DATA_TYPES::OrderType type,
732 DATA_TYPES::ProductType product,
733 DATA_TYPES::OrderMode mode,
734 DATA_TYPES::OrderValidity validity,
735 DATA_TYPES::TRADER_ID traderId,
738 void initialize(DATA_TYPES::SYMBOL_ID symbolId,
739 DATA_TYPES::SYMBOL_ID symbolId1,
740 DATA_TYPES::SYMBOL_ID symbolId2,
742 DATA_TYPES::CLIENT_ID clientId,
743 DATA_TYPES::QTY quantity,
744 DATA_TYPES::QTY disclosedQuantity,
745 DATA_TYPES::PRICE price,
746 DATA_TYPES::PRICE stopPrice,
747 DATA_TYPES::OrderType type,
748 DATA_TYPES::ProductType product,
749 DATA_TYPES::OrderMode mode,
750 DATA_TYPES::OrderValidity validity,
751 DATA_TYPES::TRADER_ID traderId,
DATA_TYPES::PRICE _optionStrikePrice
_optionStrikePrice
Definition: sharedSingleOrder.h:81
DATA_TYPES::PRICE getPrice() const
getPrice To get the Limit price provided for order
void setOldQuantity(DATA_TYPES::QTY oldQuantity)
setOldQuantity
DATA_TYPES::QTY _quantity
_quantity
Definition: sharedSingleOrder.h:51
DATA_TYPES::TransactionType getTransactionType() const
getTransactionType To get thr transaction type for the Order tbd
void setExpiryDate(DATA_TYPES::EXPIRY_DATE expiryDate)
setExpiryDate
void setOrderStatus(DATA_TYPES::OrderStatus orderStatus)
setOrderStatus
DATA_TYPES::ENUM _orderCategory
_orderCategory
Definition: sharedSingleOrder.h:186
char _exchangeOrderId[50]
_exchangeOrderId
Definition: sharedSingleOrder.h:172
void setOptionStrikePrice(DATA_TYPES::PRICE strikePrice)
setOptionStrikePrice
DATA_TYPES::OrderType getOrderType() const
getOrderType
void setOrderType(DATA_TYPES::OrderType orderType)
setOrderType
Definition: sharedSingleOrder.h:708
DATA_TYPES::SYMBOL_ID _symbolId
_symbolId
Definition: sharedSingleOrder.h:41
void setSeries(const char *series)
setSeries
DATA_TYPES::ENUM getOrderCategory() const
getOrderCategory
DATA_TYPES::TRADER_ID getTraderId() const
getTraderId
UNSIGNED_INTEGER _tokenId
_tokenId
Definition: sharedSingleOrder.h:177
DATA_TYPES::SETTLEMENT_PERIOD getSettlementPeriod() const
getSettlementPeriod
DATA_TYPES::SYMBOL_ID getSymbolId() const
getSymbolId To get SymbolId
DATA_TYPES::EXCHANGE_TIME _exchangeEntryTime
_exchangeEntryTime
Definition: sharedSingleOrder.h:92
void setInstrumentType(DATA_TYPES::InstrumentType instrumentType)
setInstrumentType
DATA_TYPES::CLIENT_ID getClientId() const
getClientId
DATA_TYPES::ENUM _orderType
_orderType
Definition: sharedSingleOrder.h:137
void setClientId(DATA_TYPES::CLIENT_ID clientId)
setClientId
DATA_TYPES::CLORDER_ID _origClientOrderId
_origClientOrderId
Definition: sharedSingleOrder.h:36
DATA_TYPES::ENUM _instrumentType
_instrumentType
Definition: sharedSingleOrder.h:142
DATA_TYPES::EXCHANGE_TIME _exchangeModifyTime
_exchangeModifyTime
Definition: sharedSingleOrder.h:97
DATA_TYPES::OrderValidity getOrderValidity() const
getOrderValidity
void setOptionAttribute(DATA_TYPES::OptionAttribute optionAttribute)
setOptionAttribute
DATA_TYPES::ENUM _orderValidity
_orderValidity
Definition: sharedSingleOrder.h:127
DATA_TYPES::QTY _oldQuantity
_oldQuantity
Definition: sharedSingleOrder.h:66
void setExchangeOrderId(char exchangeOrderId[])
setExchangeOrderId
char _symbol[24]
_traderId
Definition: sharedSingleOrder.h:162
Definition: sharedCommands.h:23
void setOrderValidity(DATA_TYPES::OrderValidity orderValidity)
setOrderValidity
AccountDetail & getRefAccountDetails()
getRefAccountDetails
DATA_TYPES::EXCHANGE_TIME getExchangeModifyTime() const
getExchangeModifyTime To get the Time for Order modification at Exchange
DATA_TYPES::QTY _disclosedQuantity
_disclosedQuantity
Definition: sharedSingleOrder.h:56
char _series[20]
_series
Definition: sharedSingleOrder.h:167
DATA_TYPES::QTY getFilledQuantity() const
getFilledQuantity To get Filled Quantity
void setOrderCategory(DATA_TYPES::ENUM orderCategory)
setOrderCategory
int getDeltaQty() const
getDeltaQty
void setDisclosedQuantity(DATA_TYPES::QTY disclosedQuantity)
setDisclosedQuantity
DATA_TYPES::CLORDER_ID _clOrdId
_clOrdId
Definition: sharedSingleOrder.h:31
DATA_TYPES::CLORDER_ID getClOrdId() const
getClOrdId To get the unique Client Order Id (unique to the system)
DATA_TYPES::OptionMode getOptionMode() const
getOptionMode
void setSecurityType(DATA_TYPES::SecurityType securityType)
setSecurityType
DATA_TYPES::PRICE getStopPrice() const
getStopPrice To get the stop Price provided for Order
void setTransactionType(DATA_TYPES::TransactionType transactionType)
setTransactionType
void setSymbol(const char *symbol)
setSymbol
DATA_TYPES::QTY _filledQuantity
_filledQuantity
Definition: sharedSingleOrder.h:61
DATA_TYPES::QTY getQuantity() const
getQuantity To get Order quantity
void setQuantity(DATA_TYPES::QTY quantity)
setQuantity
DATA_TYPES::PRICE getOptionStrikePrice() const
getOptionStrikePrice
DATA_TYPES::EXPIRY_DATE _expiryDate
_expiryDate
Definition: sharedSingleOrder.h:86
DATA_TYPES::EXCHANGE_TIME getExchangeEntryTime() const
getExchangeEntryTime To get the Time for Order entry at Exchange
void setFilledQuantity(DATA_TYPES::QTY filledQuantity)
setFilledQuantity
void setOrigClientOrderId(DATA_TYPES::CLORDER_ID origClientOrderId)
setOrigClientOrderId
void setAccountDetails(AccountDetail detail)
setAccountDetails
AccountDetail getAccountDetails() const
getAccountDetails
SingleOrder()
ApiSingleOrder.
void setExchangeModifyTime(DATA_TYPES::EXCHANGE_TIME exchangeModifyTime)
setExchangeModifyTime
DATA_TYPES::OrderStatus getOrderStatus() const
getOrderStatus
DATA_TYPES::SETTLEMENT_PERIOD _settlementPeriod
_settlementPeriod
Definition: sharedSingleOrder.h:147
void setOrderMode(DATA_TYPES::OrderMode orderMode)
setOrderMode
DATA_TYPES::ENUM _securityType
_securityType
Definition: sharedSingleOrder.h:112
DATA_TYPES::ProductType getProductType() const
getProductType
DATA_TYPES::CLORDER_ID getOrigClientOrderId() const
getOrigClientOrderId If the order is modified, it returns the Parent Order's ClientOrderId ...
UNSIGNED_INTEGER getTokenId() const
getTokenId
void setProductType(DATA_TYPES::ProductType productType)
setProductType
void setExchangeEntryTime(DATA_TYPES::EXCHANGE_TIME exchangeEntryTime)
setExchangeEntryTime
DATA_TYPES::OrderMode getOrderMode() const
getOrderMode To get the Order Mode
void setSymbolId(DATA_TYPES::SYMBOL_ID symbolId)
setSymbolId
SIGNED_LONG getExchangeSecurityId() const
getExchangeSecurityId
void setSettlementPeriod(DATA_TYPES::SETTLEMENT_PERIOD settlementPeriod)
setSettlementPeriod
DATA_TYPES::PRICE _price
_price
Definition: sharedSingleOrder.h:71
DATA_TYPES::ExchangeId getExchangeId() const
getExchangeId returns Exchange ID
DATA_TYPES::QTY getOldQuantity() const
getOldQuantity
DATA_TYPES::CLIENT_ID _clientId
_clientId
Definition: sharedSingleOrder.h:46
DATA_TYPES::ENUM _optionAttribute
_optionAttribute
Definition: sharedSingleOrder.h:122
void setOptionMode(DATA_TYPES::OptionMode optionMode)
setOptionMode
const char * getExchangeOrderId() const
getExchangeOrderId It returns Exchange's Order Id
void setClOrdId(DATA_TYPES::CLORDER_ID clOrdId)
setClOrdId
The SingleOrder class. This wrapper is used for sending Single Leg Orders. Usage: Create an object fo...
Definition: sharedSingleOrder.h:21
DATA_TYPES::ENUM _optionMode
_optionMode
Definition: sharedSingleOrder.h:117
DATA_TYPES::EXPIRY_DATE getExpiryDate() const
getExpiryDate
const char * getSeries() const
getSeries
DATA_TYPES::OptionAttribute getOptionAttribute() const
getOptionAttribute
void setTraderId(DATA_TYPES::TRADER_ID traderId)
setTraderId
void setPrice(DATA_TYPES::PRICE price)
setPrice
DATA_TYPES::ENUM _orderMode
_orderMode
Definition: sharedSingleOrder.h:107
const char * getSymbol() const
getSymbol
long getLocationId() const
getLocationId
DATA_TYPES::InstrumentType getInstrumentType() const
getInstrumentType
void setStopPrice(DATA_TYPES::PRICE stopPrice)
setStopPrice
DATA_TYPES::ENUM _transactionType
_transactionType
Definition: sharedSingleOrder.h:102
DATA_TYPES::SecurityType getSecurityType() const
getSecurityType
DATA_TYPES::ENUM _orderStatus
_orderStatus
Definition: sharedSingleOrder.h:152
DATA_TYPES::ENUM _productType
_productType
Definition: sharedSingleOrder.h:132
The API_SymbolStaticData struct.
Definition: sgSymbolDataDefines.h:10
void setTokenId(UNSIGNED_INTEGER val)
setTokenId
DATA_TYPES::QTY getDisclosedQuantity() const
getDisclosedQuantity To get Disclosed Order Qty
void initialize()
initialize
DATA_TYPES::PRICE _stopPrice
_stopPrice
Definition: sharedSingleOrder.h:76