ttsdk::IOrderBookEventHandler Class Reference

Interface for listening to order and position events. There is one OrderBookEventHandler set in the SDK. All order events will go to this handler unless a specific handler is set for specific orders on an order by order basis. More...

#include <order.h>

Inheritance diagram for ttsdk::IOrderBookEventHandler:

Collaboration diagram for ttsdk::IOrderBookEventHandler:

Public Types

enum

SendCode {   SUCCESS , UNKNOWN , TIMEOUT , INVALID_ACCOUNT_FOR_MARKET ,   INVALID_INSTRUMENT , NETWORK_FAILURE , SDK_NOT_INITIALIZED , ALREADY_IN_MARKET ,   CHANGE_AFTER_CANCEL , ORDER_NOT_WORKING , PRICE_SUBSCRIPTION_REQUIRED , ORDER_MISSING_REQUIRED_DATA ,   MALFORMED , ORDERBOOK_NOT_SYNCHRONIZED , RISK_NOT_READY , PRICE_SUBSCRIPTION_NOT_READY ,   SYNTHETIC_ROUTING_NOT_AVAILABLE , ORDER_MISSING_MARKET_DATA , INVALID_ACCOUNT_ID , RESTRICTED_ACCOUNT ,   EXCEEDED_PREALLOCATED_RISK , ORDER_THROTTLE_EXCEEDED , CHANGE_ACCOUNT_ID_NOT_ALLOWED , EXCEEDED_PREALLOCATED_RISK_CLIP_SIZE ,   INVALID_CLIP_SIZE , CANCEL_INFLIGHT , INVALID_ACCOUNT_ID_FOR_LEG , RESTRICTED_ACCOUNT_ID_FOR_LEG }

Public Member Functions
virtual	~IOrderBookEventHandler () noexcept=default
virtual void	OnPositionUpdate (const Position &updatedPosition)
	Callback delivering position updates.
virtual void	OnAccountDownloadEnd (const uint64_t accountId)
	Indicates the given account have been synchronized with the realtime streams, orders and positions have been downloaded.
virtual void	OnAccountDownloadFailed (const uint64_t accountId, const char *message)
	Indicates the given account orders and positions downloads have failed and the account if not usable. This is a critical failure.
virtual void	OnOrderBookDownloadEnd ()
	Indicates all orders and positions for all accounts are downloaded and synchronized with the realtime stream.
virtual void	OnRiskReserved (const uint64_t instrumentId, const uint64_t accountId, const RiskSide side, const bool successful)
	Callback for a reserve risk request. Orders sent before a PR is acked will be rejected.
virtual void	OnRiskReleased (const uint64_t instrumentId, const uint64_t accountId, const RiskSide side, const bool successful)
	Callback for a release reserve risk request.
virtual void	OnExecutionReport (OrderPtr order, ExecutionReportPtr execRpt)=0
	Callback delivering execution report messages.
virtual void	OnEpiqUpdate (OrderPtr order, double epiq)
virtual void	OnExportValuesUpdate (OrderPtr order, const ttsdk::ExportValues &exports)
virtual void	OnReject (OrderPtr order, RejectResponsePtr rejResp)=0
	Callback 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.

Detailed Description

Interface for listening to order and position events. There is one OrderBookEventHandler set in the SDK. All order events will go to this handler unless a specific handler is set for specific orders on an order by order basis.

Warning

It is assumed this object will exist for the life of the SDK.

Definition at line 245 of file order.h.

Member Enumeration Documentation

SendCode

enum ttsdk::IOrderEventHandler::SendCode

inherited

Enumerator
SUCCESS
UNKNOWN
TIMEOUT
INVALID_ACCOUNT_FOR_MARKET
INVALID_INSTRUMENT
NETWORK_FAILURE
SDK_NOT_INITIALIZED
ALREADY_IN_MARKET
CHANGE_AFTER_CANCEL
ORDER_NOT_WORKING
PRICE_SUBSCRIPTION_REQUIRED
ORDER_MISSING_REQUIRED_DATA
MALFORMED
ORDERBOOK_NOT_SYNCHRONIZED
RISK_NOT_READY
PRICE_SUBSCRIPTION_NOT_READY
SYNTHETIC_ROUTING_NOT_AVAILABLE
ORDER_MISSING_MARKET_DATA
INVALID_ACCOUNT_ID
RESTRICTED_ACCOUNT
EXCEEDED_PREALLOCATED_RISK
ORDER_THROTTLE_EXCEEDED
CHANGE_ACCOUNT_ID_NOT_ALLOWED
EXCEEDED_PREALLOCATED_RISK_CLIP_SIZE
INVALID_CLIP_SIZE
CANCEL_INFLIGHT
INVALID_ACCOUNT_ID_FOR_LEG
RESTRICTED_ACCOUNT_ID_FOR_LEG

Definition at line 138 of file order.h.

Constructor & Destructor Documentation

~IOrderBookEventHandler()

virtual ttsdk::IOrderBookEventHandler::~IOrderBookEventHandler ( )

virtualdefaultnoexcept

Member Function Documentation

OnAccountDownloadEnd()

virtual void ttsdk::IOrderBookEventHandler::OnAccountDownloadEnd ( const uint64_t accountId )

inlinevirtual

Indicates the given account have been synchronized with the realtime streams, orders and positions have been downloaded.

Definition at line 255 of file order.h.

OnAccountDownloadFailed()

virtual void ttsdk::IOrderBookEventHandler::OnAccountDownloadFailed ( const uint64_t accountId, const char * message )

inlinevirtual

Indicates the given account orders and positions downloads have failed and the account if not usable. This is a critical failure.

Definition at line 260 of file order.h.

OnEpiqUpdate()

virtual void ttsdk::IOrderEventHandler::OnEpiqUpdate ( OrderPtr order, double epiq )

inlinevirtualinherited

Definition at line 175 of file order.h.

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OnExecutionReport()

virtual void ttsdk::IOrderEventHandler::OnExecutionReport ( OrderPtr order, ExecutionReportPtr execRpt )

pure virtualinherited

Callback delivering execution report messages.

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OnExportValuesUpdate()

virtual void ttsdk::IOrderEventHandler::OnExportValuesUpdate ( OrderPtr order, const ttsdk::ExportValues & exports )

inlinevirtualinherited

Definition at line 177 of file order.h.

OnOrderBookDownloadEnd()

virtual void ttsdk::IOrderBookEventHandler::OnOrderBookDownloadEnd ( )

inlinevirtual

Indicates all orders and positions for all accounts are downloaded and synchronized with the realtime stream.

Definition at line 264 of file order.h.

OnPositionUpdate()

virtual void ttsdk::IOrderBookEventHandler::OnPositionUpdate ( const Position & updatedPosition )

inlinevirtual

Callback delivering position updates.

Definition at line 251 of file order.h.

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OnReject()

virtual void ttsdk::IOrderEventHandler::OnReject ( OrderPtr order, RejectResponsePtr rejResp )

pure virtualinherited

Callback delivering order reject messages.

OnRiskReleased()

virtual void ttsdk::IOrderBookEventHandler::OnRiskReleased ( const uint64_t instrumentId, const uint64_t accountId, const RiskSide side, const bool successful )

inlinevirtual

Callback for a release reserve risk request.

Definition at line 271 of file order.h.

OnRiskReserved()

virtual void ttsdk::IOrderBookEventHandler::OnRiskReserved ( const uint64_t instrumentId, const uint64_t accountId, const RiskSide side, const bool successful )

inlinevirtual

Callback for a reserve risk request. Orders sent before a PR is acked will be rejected.

Definition at line 268 of file order.h.

OnSendFailed()

virtual void ttsdk::IOrderEventHandler::OnSendFailed ( OrderPtr order, const OrderProfile & profile, const SendCode code )

pure virtualinherited

Callback fired when a request delivery surpasses the timeout threshold.

OnUnsubscribed()

virtual void ttsdk::IOrderEventHandler::OnUnsubscribed ( const char * orderId )

pure virtualinherited

Callback fired when the unsubscribe request is complete and it is safe to.

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The documentation for this class was generated from the following file:

• order.h