ttsdk::IOrderEventHandler Class Reference

Interface for listening to order events. More...

#include <order.h>

Inheritance diagram for ttsdk::IOrderEventHandler:

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	~IOrderEventHandler () noexcept=default
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 events.

Warning

Events are delivered on a thread managed by the SDK. The number of order delivery threads is set in the SDK options when initializing the SDK. Users can do work on this thread since they control how many threads there are and the threads are only for order events.

Definition at line 135 of file order.h.

Member Enumeration Documentation

SendCode

enum ttsdk::IOrderEventHandler::SendCode

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

~IOrderEventHandler()

virtual ttsdk::IOrderEventHandler::~IOrderEventHandler ( )

virtualdefaultnoexcept

Member Function Documentation

OnEpiqUpdate()

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

inlinevirtual

Definition at line 175 of file order.h.

OnExecutionReport()

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

pure virtual

Callback delivering execution report messages.

OnExportValuesUpdate()

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

inlinevirtual

Definition at line 177 of file order.h.

OnReject()

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

pure virtual

Callback delivering order reject messages.

OnSendFailed()

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

pure virtual

Callback fired when a request delivery surpasses the timeout threshold.

OnUnsubscribed()

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

pure virtual

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