TT CORE SDK 2.0.1.1
TT CORE SDK documentation
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RejectCode.h
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1/***************************************************************************
2*
3* Unpublished Work Copyright (c) 2019-2020
4* Trading Technologies International, Inc.
5* All Rights Reserved Worldwide
6*
7* * * * S T R I C T L Y P R O P R I E T A R Y * * *
8*
9* WARNING: This program (or document) is unpublished, proprietary property
10* of Trading Technologies International, Inc. and is to be maintained in
11* strict confidence. Unauthorized reproduction, distribution or disclosure
12* of this program (or document), or any program (or document) derived from
13* it is prohibited by State and Federal law, and by local law outside of
14* the U.S.
15*
16****************************************************************************
17*
18* This file is auto generated - do not modify by hand.
19* Run the auto generation against the message template files.
20* Generated from messaging\order\reject_reason.proto
21* Package tt.messaging.order
22*
23***************************************************************************/
24#pragma once
25
26namespace ttsdk
27{
28 enum class RejectCode
29 {
30 NotSet = -1,
31 Invalid = 0,
32 UnknownOrder = 1,
33 UnknownProduct = 2,
34 UnknownInstrument = 3,
35 InvalidQty = 4,
36 NotAllowed = 5,
37 NoConnection = 6,
38 DuplicateOrder = 7,
39 NoLimit = 8,
40 ExceedsMaxOrderSize = 9,
41 ExceedsMaxProductPosition = 10,
42 ExceedsMaxInstrumentPosition = 11,
43 ExceedsCreditLimit = 12,
44 IncorrectInstrumentType = 13,
45 ExceedsLongShort = 14,
46 TifForbidden = 15,
47 DeleteForbidden = 16,
48 SubmitForbidden = 17,
49 GtcGtdForbidden = 18,
50 MarketOrderForbidden = 19,
51 AlgoOrderForbidden = 20,
52 WholesaleOrderForbidden = 21,
53 OutrightForbidden = 22,
54 SpreadForbidden = 23,
55 TradingDisabled = 24,
56 ExceedsPriceReasonability = 25,
57 AseOrderForbidden = 26,
58 UnsupportedSecurityType = 27,
59 InvalidPrice = 28,
60 ManualFillSubmitForbidden = 29,
61 MalformedRequest = 30,
62 MobileForbidden = 31,
63 UnsupportedMarket = 32,
64 CrossedOrder = 33,
65 UnsupportedRequest = 34,
66 ExceedsReserveQty = 35,
67 NotTradableInstrument = 36,
68 CrossedOrderNoTtint = 37,
69 CrossedOrderMultiLeg = 38,
70 ChildOrderQtyChangeForbidden = 39,
71 LbmSendFailure = 40,
72 IncorrectBrokerId = 41,
73 InvalidCounterpartyId = 42,
74 SubmitStagedForbidden = 43,
75 ClaimStagedForbidden = 44,
76 CancelReplaceStagedForbidden = 45,
77 StagedChildForbidden = 46,
78 StagedAlreadyInPending = 47,
79 RfqDisabled = 48,
80 PositionNotOffSetting = 49,
81 ProductMarginNotSet = 50,
82 DuplicateQuote = 51,
83 InterproductForbidden = 52,
84 TradingDisabledAutoLiquidate = 53,
85 ExceedsMaxFamilyPosition = 54,
86 StagedOrderCancelRejectedByClaimant = 55,
87 StagedOrderReplaceRejectedByClaimant = 56,
88 StaleStagedOrderReplaceAcceptedByClaimant = 57,
89 StagedOrderNewPendingRequestArrived = 58,
90 PreventDuplicateOrder = 59,
91 TooLateToAmend = 60,
92 ModifyForbidden = 61,
93 TradingDisabledMic = 62,
94 ReviewStatusInvalidTransition = 63,
95 StagedOrderCancelRejectedChildNosUnacked = 64,
96 ClearingAccountModifyForbidden = 65,
97 OtdRequestTimedOut = 66,
98 TtMarginOverrideNotEnabled = 67,
99 ExceedsSpanCreditLimit = 68,
100 };
101
102 inline const char* ToString(const RejectCode value)
103 {
104 switch (value)
105 {
106 case RejectCode::NotSet:
107 return "NotSet";
108 case RejectCode::Invalid:
109 return "Invalid";
110 case RejectCode::UnknownOrder:
111 return "UnknownOrder";
112 case RejectCode::UnknownProduct:
113 return "UnknownProduct";
114 case RejectCode::UnknownInstrument:
115 return "UnknownInstrument";
116 case RejectCode::InvalidQty:
117 return "InvalidQty";
118 case RejectCode::NotAllowed:
119 return "NotAllowed";
120 case RejectCode::NoConnection:
121 return "NoConnection";
122 case RejectCode::DuplicateOrder:
123 return "DuplicateOrder";
124 case RejectCode::NoLimit:
125 return "NoLimit";
126 case RejectCode::ExceedsMaxOrderSize:
127 return "ExceedsMaxOrderSize";
128 case RejectCode::ExceedsMaxProductPosition:
129 return "ExceedsMaxProductPosition";
130 case RejectCode::ExceedsMaxInstrumentPosition:
131 return "ExceedsMaxInstrumentPosition";
132 case RejectCode::ExceedsCreditLimit:
133 return "ExceedsCreditLimit";
134 case RejectCode::IncorrectInstrumentType:
135 return "IncorrectInstrumentType";
136 case RejectCode::ExceedsLongShort:
137 return "ExceedsLongShort";
138 case RejectCode::TifForbidden:
139 return "TifForbidden";
140 case RejectCode::DeleteForbidden:
141 return "DeleteForbidden";
142 case RejectCode::SubmitForbidden:
143 return "SubmitForbidden";
144 case RejectCode::GtcGtdForbidden:
145 return "GtcGtdForbidden";
146 case RejectCode::MarketOrderForbidden:
147 return "MarketOrderForbidden";
148 case RejectCode::AlgoOrderForbidden:
149 return "AlgoOrderForbidden";
150 case RejectCode::WholesaleOrderForbidden:
151 return "WholesaleOrderForbidden";
152 case RejectCode::OutrightForbidden:
153 return "OutrightForbidden";
154 case RejectCode::SpreadForbidden:
155 return "SpreadForbidden";
156 case RejectCode::TradingDisabled:
157 return "TradingDisabled";
158 case RejectCode::ExceedsPriceReasonability:
159 return "ExceedsPriceReasonability";
160 case RejectCode::AseOrderForbidden:
161 return "AseOrderForbidden";
162 case RejectCode::UnsupportedSecurityType:
163 return "UnsupportedSecurityType";
164 case RejectCode::InvalidPrice:
165 return "InvalidPrice";
166 case RejectCode::ManualFillSubmitForbidden:
167 return "ManualFillSubmitForbidden";
168 case RejectCode::MalformedRequest:
169 return "MalformedRequest";
170 case RejectCode::MobileForbidden:
171 return "MobileForbidden";
172 case RejectCode::UnsupportedMarket:
173 return "UnsupportedMarket";
174 case RejectCode::CrossedOrder:
175 return "CrossedOrder";
176 case RejectCode::UnsupportedRequest:
177 return "UnsupportedRequest";
178 case RejectCode::ExceedsReserveQty:
179 return "ExceedsReserveQty";
180 case RejectCode::NotTradableInstrument:
181 return "NotTradableInstrument";
182 case RejectCode::CrossedOrderNoTtint:
183 return "CrossedOrderNoTtint";
184 case RejectCode::CrossedOrderMultiLeg:
185 return "CrossedOrderMultiLeg";
186 case RejectCode::ChildOrderQtyChangeForbidden:
187 return "ChildOrderQtyChangeForbidden";
188 case RejectCode::LbmSendFailure:
189 return "LbmSendFailure";
190 case RejectCode::IncorrectBrokerId:
191 return "IncorrectBrokerId";
192 case RejectCode::InvalidCounterpartyId:
193 return "InvalidCounterpartyId";
194 case RejectCode::SubmitStagedForbidden:
195 return "SubmitStagedForbidden";
196 case RejectCode::ClaimStagedForbidden:
197 return "ClaimStagedForbidden";
198 case RejectCode::CancelReplaceStagedForbidden:
199 return "CancelReplaceStagedForbidden";
200 case RejectCode::StagedChildForbidden:
201 return "StagedChildForbidden";
202 case RejectCode::StagedAlreadyInPending:
203 return "StagedAlreadyInPending";
204 case RejectCode::RfqDisabled:
205 return "RfqDisabled";
206 case RejectCode::PositionNotOffSetting:
207 return "PositionNotOffSetting";
208 case RejectCode::ProductMarginNotSet:
209 return "ProductMarginNotSet";
210 case RejectCode::DuplicateQuote:
211 return "DuplicateQuote";
212 case RejectCode::InterproductForbidden:
213 return "InterproductForbidden";
214 case RejectCode::TradingDisabledAutoLiquidate:
215 return "TradingDisabledAutoLiquidate";
216 case RejectCode::ExceedsMaxFamilyPosition:
217 return "ExceedsMaxFamilyPosition";
218 case RejectCode::StagedOrderCancelRejectedByClaimant:
219 return "StagedOrderCancelRejectedByClaimant";
220 case RejectCode::StagedOrderReplaceRejectedByClaimant:
221 return "StagedOrderReplaceRejectedByClaimant";
222 case RejectCode::StaleStagedOrderReplaceAcceptedByClaimant:
223 return "StaleStagedOrderReplaceAcceptedByClaimant";
224 case RejectCode::StagedOrderNewPendingRequestArrived:
225 return "StagedOrderNewPendingRequestArrived";
226 case RejectCode::PreventDuplicateOrder:
227 return "PreventDuplicateOrder";
228 case RejectCode::TooLateToAmend:
229 return "TooLateToAmend";
230 case RejectCode::ModifyForbidden:
231 return "ModifyForbidden";
232 case RejectCode::TradingDisabledMic:
233 return "TradingDisabledMic";
234 case RejectCode::ReviewStatusInvalidTransition:
235 return "ReviewStatusInvalidTransition";
236 case RejectCode::StagedOrderCancelRejectedChildNosUnacked:
237 return "StagedOrderCancelRejectedChildNosUnacked";
238 case RejectCode::ClearingAccountModifyForbidden:
239 return "ClearingAccountModifyForbidden";
240 case RejectCode::OtdRequestTimedOut:
241 return "OtdRequestTimedOut";
242 case RejectCode::TtMarginOverrideNotEnabled:
243 return "TtMarginOverrideNotEnabled";
244 case RejectCode::ExceedsSpanCreditLimit:
245 return "ExceedsSpanCreditLimit";
246 default:
247 return "Unknown";
248 }
249 }
250}
ttsdk::CxlRejReason::StaleStagedOrderReplaceAcceptedByClaimant
@ StaleStagedOrderReplaceAcceptedByClaimant
ttsdk::CxlRejReason::StagedOrderReplaceRejectedByClaimant
@ StagedOrderReplaceRejectedByClaimant
ttsdk::RejectCode::StagedOrderCancelRejectedByClaimant
@ StagedOrderCancelRejectedByClaimant
ttsdk::RejectCode::StaleStagedOrderReplaceAcceptedByClaimant
@ StaleStagedOrderReplaceAcceptedByClaimant
ttsdk::RejectCode::StagedOrderNewPendingRequestArrived
@ StagedOrderNewPendingRequestArrived
ttsdk::RejectCode::StagedOrderCancelRejectedChildNosUnacked
@ StagedOrderCancelRejectedChildNosUnacked
ttsdk::RejectCode::StagedOrderReplaceRejectedByClaimant
@ StagedOrderReplaceRejectedByClaimant
ttsdk::ToString
const char * ToString(const AccountConnectionStatus::ConnectionStatus status)
Definition connection.h:50
ttsdk::NotSet
@ NotSet
Definition environment.h:7