Receiving Only Specific Solicited Order / Fill Events

To receive specific solicited order / fill events, you need to:

• Create a class that is derived from ttsdk::IOrderEventHandler and provide implementations for the following methods.

  • virtual void OnExecutionReport(OrderPtr order, ExecutionReportPtr execRpt) = 0;

    • Callback fired when delivering execution report messages
  • virtual void OnReject(OrderPtr order, RejectResponsePtr rejResp) = 0;
    • Callback fired when delivering order reject messages
  • virtual void OnSendFailed(OrderPtr order, const OrderProfile& profile, const SendCode code) = 0;
    • Callback fired when a request delivery surpasses the timeout threshold
  • virtual void OnUnsubscribed(const char* orderId) = 0;
    • Callback fired when the unsubscribe request is complete and it is safe to destroy the handler object
• Call the Subscribe() method of the OrderPtr instance passing an instance of the class that defines your ttsdk::IOrderEventHandler event handler.
  • This is discussed further in the Submitting Orders section.

A sample implementation of class derived from ttsdk::IOrderEventHandler is demonstrated in the following code snippet.

  
class OrderObserver : public ttsdk::IOrderEventHandler
{
  public:
      OrderObserver() {}

      virtual void OnExecutionReport(ttsdk::OrderPtr order, 
              ttsdk::ExecutionReportPtr execRpt) override
      {
              switch(execRpt->GetExecType())
              {
                    case ttsdk::ExecType::New :
                      std::cout GetRequestId() 
                            GetOrderStatus()) GetRequestId() 
                            GetOrderStatus()) 
                            IsExternalAction() 
                            GetRequestId() 
                            GetOrderId() 
                            GetOrderStatus()) 
                            IsExternalAction() 
                            GetRequestId() 
                            GetOrderId() 
                            GetOrderStatus()) GetRequestId() 
                            GetOrderId() 
                            GetOrderStatus()) GetRequestId() GetOrderId() GetOrderStatus()) 
                            GetExecType()) GetRequestId() 
                    GetOrderId() GetRejectReason()) 
                    GetText() GetOrderId()