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TT CORE SDK
0.1
TT CORE SDK documentation
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Manages a set of orders and delivers order notifications. More...
#include <orders.hpp>
Public Member Functions | |
| OrderManager (void) | |
| OrderManager default ctor. More... | |
| ~OrderManager (void) noexcept | |
| OrderManager dtor. More... | |
| void | Subscribe (const std::shared_ptr< OrderEventListener > &listener) noexcept |
| Subscribe for order events. More... | |
| void | PlaceOrder (std::shared_ptr< OrderHandle > &handle, uint32_t request_id=0) |
| Place an order. More... | |
| void | DownloadFills (uint8_t days=7, market market_id=market::INVALID, uint64_t account=0, uint32_t request_id=0) |
| Download historical fills. More... | |
| void | DownloadOrderBook (uint32_t request_id=0) |
| Download the current order book. More... | |
| OrderManager (const OrderManager &)=delete | |
| Non-copy, move enabled. More... | |
| OrderManager & | operator= (const OrderManager &)=delete |
| OrderManager (OrderManager &&)=default | |
| OrderManager & | operator= (OrderManager &&)=default |
Friends | |
| class | OrderHandle |
Manages a set of orders and delivers order notifications.
Each instance will manage orders submitted through it. A listener can be registered to recieve all events for the orders it manages.
Definition at line 410 of file orders.hpp.
| tt_core_sdk::OrderManager::OrderManager | ( | void | ) |
OrderManager default ctor.
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noexcept |
OrderManager dtor.
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delete |
Non-copy, move enabled.
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default |
| void tt_core_sdk::OrderManager::DownloadFills | ( | uint8_t | days = 7, |
| market | market_id = market::INVALID, |
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| uint64_t | account = 0, |
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| uint32_t | request_id = 0 |
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| ) |
Download historical fills.
Result will be delivered through the OrderEventListener.
| [in] | days | Number of days in the past to query |
| [in] | market_id | Specific market (INVALID for all markets) |
| [in] | account | Fill account (0 for all accounts) |
| [in] | request_id | Optional request id returned on the event |
| std::runtime_error | CoreSDK not initialized |
| std::runtime_error | Download already in progress |
| std::runtime_error | No OrderEventListener attached |
| void tt_core_sdk::OrderManager::DownloadOrderBook | ( | uint32_t | request_id = 0 | ) |
Download the current order book.
Result will be delivered through the OrderEventListener.
| [in] | request_id | Optional request id returned on the event |
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delete |
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default |
| void tt_core_sdk::OrderManager::PlaceOrder | ( | std::shared_ptr< OrderHandle > & | handle, |
| uint32_t | request_id = 0 |
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| ) |
Place an order.
Result of the order submission will be delivered through the OrderEventListener. OrderHandle Class will be cached upon success.
| [in] | handle | OrderHandle |
| [in] | request_id | Optional request id returned on the event |
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noexcept |
Subscribe for order events.
All events pertaining to orders submitted through the instance will be delivered to the provided listener. Events are delivered on a thread managed by the SDK, so it's highly recommended the implementation within the callbacks be lean as it may have an impact on order submission/delivery times. Listener should always be kept in scope.
| [in] | listener | User defined class inheriting from OrderEventListener |
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friend |
Definition at line 462 of file orders.hpp.