#include <instrument.h>

Inheritance diagram for ttsdk::Instrument:

Collaboration diagram for ttsdk::Instrument:

Public Types
enum class	ResponseCode { SUCCESS = 0 , FAILED = 1 , INVALID_REQUEST = 2 , NOT_ALLOWED = 3 , THROTTLE_EXCEEDED = 4 , NOT_FOUND = 5 }

enum	State { DELETED = 1 , INACTIVE = 2 , ACTIVE = 4 }

enum	Rounding { NONE , UP , DOWN , NEAREST }

Public Member Functions
virtual double	OffsetPrice (double price, int32_t offset, Rounding round) const noexcept=0
	Returns the tradable price a number of ticks from the specified price.

virtual double	TickPriceUp (double price, int32_t offset) const noexcept=0
	Returns the tradable price a number of ticks above the specified price.

virtual double	TickPriceDown (double price, int32_t offset) const noexcept=0
	Returns the tradable price a number of ticks below the specified price.

virtual double	RoundPriceToTick (double price, Rounding round) const noexcept=0
	Returns the specified price rounded to a tradable tick.

virtual double	GetMinTickSize () const noexcept=0
	Returns the minimum tick size.

virtual bool	IsPriceOnTick (const double price) const noexcept=0
	Returns if the specified price is on a tradable tick.

virtual int32_t	PriceToTicks (const double price) const noexcept=0
	Returns the specified price in tradable ticks.

virtual State	GetState () const noexcept=0

virtual uint64_t	GetInstrumentId () const noexcept=0

virtual const char *	GetName () const noexcept=0

virtual const char *	GetAlias () const noexcept=0

virtual const char *	GetSecurityId () const noexcept=0

virtual uint32_t	GetSecurityExchangeId () const noexcept=0

virtual ProductType	GetProductType () const noexcept=0

virtual MarketId	GetMarket () const noexcept=0

virtual CurrencyCode	GetCurrencyCode () const noexcept=0

virtual const char *	GetProductName () const noexcept=0

virtual const char *	GetProductSymbol () const noexcept=0

virtual double	GetTickValue () const noexcept=0

virtual double	GetTickSize () const noexcept=0

virtual double	GetTickSize (const double price) const noexcept=0

virtual int64_t	GetTickNum () const noexcept=0

virtual int64_t	GetTickDenom () const noexcept=0

virtual double	GetPointValue () const noexcept=0

virtual double	GetDisplayFactor () const noexcept=0

virtual uint64_t	GetStartingDate () const noexcept=0

virtual uint64_t	GetLastTradingDate () const noexcept=0

virtual uint64_t	GetFirstDeliveryDate () const noexcept=0

virtual uint64_t	GetMaturityDate () const noexcept=0

virtual PriceDisplayType	GetPriceDisplayType () const noexcept=0

virtual size_t	GetNumberLegs () const noexcept=0

virtual InstrumentLegPtr	GetLeg (const uint32_t index) const noexcept=0

	Instrument ()

Public Member Functions inherited from ttsdk::shared_base
	shared_base ()

virtual	~shared_base ()

int	dec_ref () const

void	inc_ref () const

virtual void	del_ref () const

Detailed Description

Definition at line 55 of file instrument.h.

Member Enumeration Documentation

◆ ResponseCode

enum class ttsdk::Instrument::ResponseCode

strong

Enumerator
SUCCESS
FAILED
INVALID_REQUEST
NOT_ALLOWED
THROTTLE_EXCEEDED
NOT_FOUND

Definition at line 58 of file instrument.h.

◆ Rounding

enum ttsdk::Instrument::Rounding

Enumerator
NONE	Do not round the price.
UP	Round the price up to the next tradable price.
DOWN	Round the price down to the next tradable price.
NEAREST	Round the price to the nearest tradable price, whether up or down.

Definition at line 73 of file instrument.h.

◆ State

enum ttsdk::Instrument::State

Enumerator
DELETED
INACTIVE
ACTIVE

Definition at line 67 of file instrument.h.

Constructor & Destructor Documentation

◆ Instrument()

ttsdk::Instrument::Instrument ( )

inline

Definition at line 165 of file instrument.h.

Member Function Documentation

◆ GetAlias()

virtual const char * ttsdk::Instrument::GetAlias ( ) const

pure virtualnoexcept

◆ GetCurrencyCode()

virtual CurrencyCode ttsdk::Instrument::GetCurrencyCode ( ) const

pure virtualnoexcept

◆ GetDisplayFactor()

virtual double ttsdk::Instrument::GetDisplayFactor ( ) const

pure virtualnoexcept

◆ GetFirstDeliveryDate()

virtual uint64_t ttsdk::Instrument::GetFirstDeliveryDate ( ) const

pure virtualnoexcept

◆ GetInstrumentId()

virtual uint64_t ttsdk::Instrument::GetInstrumentId ( ) const

pure virtualnoexcept

◆ GetLastTradingDate()

virtual uint64_t ttsdk::Instrument::GetLastTradingDate ( ) const

pure virtualnoexcept

◆ GetLeg()

virtual InstrumentLegPtr ttsdk::Instrument::GetLeg ( const uint32_t index ) const

pure virtualnoexcept

◆ GetMarket()

virtual MarketId ttsdk::Instrument::GetMarket ( ) const

pure virtualnoexcept

◆ GetMaturityDate()

virtual uint64_t ttsdk::Instrument::GetMaturityDate ( ) const

pure virtualnoexcept

◆ GetMinTickSize()

virtual double ttsdk::Instrument::GetMinTickSize ( ) const

pure virtualnoexcept

Returns the minimum tick size.

If the instruments supports variable ticking, the result may differ from the tick_size property.

Returns: Minimum tick size for this instrument

◆ GetName()

virtual const char * ttsdk::Instrument::GetName ( ) const

pure virtualnoexcept

◆ GetNumberLegs()

virtual size_t ttsdk::Instrument::GetNumberLegs ( ) const

pure virtualnoexcept

◆ GetPointValue()

virtual double ttsdk::Instrument::GetPointValue ( ) const

pure virtualnoexcept

◆ GetPriceDisplayType()

virtual PriceDisplayType ttsdk::Instrument::GetPriceDisplayType ( ) const

pure virtualnoexcept

◆ GetProductName()

virtual const char * ttsdk::Instrument::GetProductName ( ) const

pure virtualnoexcept

◆ GetProductSymbol()

virtual const char * ttsdk::Instrument::GetProductSymbol ( ) const

pure virtualnoexcept

◆ GetProductType()

virtual ProductType ttsdk::Instrument::GetProductType ( ) const

pure virtualnoexcept

◆ GetSecurityExchangeId()

virtual uint32_t ttsdk::Instrument::GetSecurityExchangeId ( ) const

pure virtualnoexcept

◆ GetSecurityId()

virtual const char * ttsdk::Instrument::GetSecurityId ( ) const

pure virtualnoexcept

◆ GetStartingDate()

virtual uint64_t ttsdk::Instrument::GetStartingDate ( ) const

pure virtualnoexcept

◆ GetState()

virtual State ttsdk::Instrument::GetState ( ) const

pure virtualnoexcept

◆ GetTickDenom()

virtual int64_t ttsdk::Instrument::GetTickDenom ( ) const

pure virtualnoexcept

◆ GetTickNum()

virtual int64_t ttsdk::Instrument::GetTickNum ( ) const

pure virtualnoexcept

◆ GetTickSize() [1/2]

virtual double ttsdk::Instrument::GetTickSize ( ) const

pure virtualnoexcept

◆ GetTickSize() [2/2]

virtual double ttsdk::Instrument::GetTickSize ( const double price ) const

pure virtualnoexcept

◆ GetTickValue()

virtual double ttsdk::Instrument::GetTickValue ( ) const

pure virtualnoexcept

◆ IsPriceOnTick()

virtual bool ttsdk::Instrument::IsPriceOnTick ( const double price ) const

pure virtualnoexcept

Returns if the specified price is on a tradable tick.

Parameters

[in] price Base price

◆ OffsetPrice()

virtual double ttsdk::Instrument::OffsetPrice	(	double	price,
		int32_t	offset,
		Rounding	round ) const

pure virtualnoexcept

Returns the tradable price a number of ticks from the specified price.

You can use this function to find a price a number of price levels away from a specified price. For example, if this price represents the last-traded price, you could use this method to get the price two ticks higher (or lower).
This function applies the offset value to the specified price and then applies the rounding method to arrive at the tradable price. For example, suppose you specify a base price that is not tradable with an offset of -3 and want to round the price up. The function first drops the price by three ticks and then rounds the new price up to the next tradable tick.

Parameters

[in]	price	Base price
[in]	offset	Number of ticks away from the base price
[in]	round	Rounding method to use

Returns: A valid tradable price

◆ PriceToTicks()

virtual int32_t ttsdk::Instrument::PriceToTicks ( const double price ) const

pure virtualnoexcept

Returns the specified price in tradable ticks.

Parameters

[in] price Base price

Note: If price does not fall on a tradable tick, it will be rounded to a tradable tick (rounded down for positive prices and up for negative prices). Invalid input will return 0.

Returns: Number of ticks for the provided price

◆ RoundPriceToTick()

virtual double ttsdk::Instrument::RoundPriceToTick	(	double	price,
		Rounding	round ) const

pure virtualnoexcept

Returns the specified price rounded to a tradable tick.

Parameters

[in]	price	Base price (to round to a tradable tick)
[in]	round	Rounding method to use

Returns: A valid tradable price

◆ TickPriceDown()

virtual double ttsdk::Instrument::TickPriceDown	(	double	price,
		int32_t	offset ) const

pure virtualnoexcept

Returns the tradable price a number of ticks below the specified price.

Parameters

[in]	price	Base price
[in]	offset	Number of ticks below the base price

Returns: A valid tradable price

◆ TickPriceUp()

virtual double ttsdk::Instrument::TickPriceUp	(	double	price,
		int32_t	offset ) const

pure virtualnoexcept

Returns the tradable price a number of ticks above the specified price.

Parameters

[in]	price	Base price
[in]	offset	Number of ticks above the base price

Returns: A valid tradable price

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

instrument.h

Public Types

Public Member Functions

Detailed Description

Member Enumeration Documentation

◆ ResponseCode

◆ Rounding

◆ State

Constructor & Destructor Documentation

◆ Instrument()

Member Function Documentation

◆ GetAlias()

◆ GetCurrencyCode()

◆ GetDisplayFactor()

◆ GetFirstDeliveryDate()

◆ GetInstrumentId()

◆ GetLastTradingDate()

◆ GetLeg()

◆ GetMarket()

◆ GetMaturityDate()

◆ GetMinTickSize()

◆ GetName()

◆ GetNumberLegs()

◆ GetPointValue()

◆ GetPriceDisplayType()

◆ GetProductName()

◆ GetProductSymbol()

◆ GetProductType()

◆ GetSecurityExchangeId()

◆ GetSecurityId()

◆ GetStartingDate()

◆ GetState()

◆ GetTickDenom()

◆ GetTickNum()

◆ GetTickSize() [1/2]

◆ GetTickSize() [2/2]

◆ GetTickValue()

◆ IsPriceOnTick()

◆ OffsetPrice()

◆ PriceToTicks()

◆ RoundPriceToTick()

◆ TickPriceDown()

◆ TickPriceUp()