prices.hpp File Reference
#include <tt_core_sdk/enums.hpp>#include <string>#include <cstdint>#include <bitset>#include <atomic>#include <memory>
Include dependency graph for prices.hpp:
Go to the source code of this file.
Classes | |
| struct | tt_core_sdk::PriceSnap |
| Price update data. More... | |
| struct | tt_core_sdk::PriceSnap::depth_snap |
| Snapshot of the market depth. More... | |
| struct | tt_core_sdk::PriceSnap::depth_snap::depth_level |
| A single level of the total depth. More... | |
| struct | tt_core_sdk::TimeSale |
| Time and Sales update data. More... | |
| class | tt_core_sdk::PriceEventListener |
| Interface for listening to price subscription events. More... | |
| struct | tt_core_sdk::price_sub_key |
| Internal use. More... | |
| class | tt_core_sdk::PriceSubscription |
| Manages a price subscription. More... | |
Namespaces | |
| tt_core_sdk | |
Typedefs | |
| using | tt_core_sdk::Filter = std::bitset< 30 > |
| Bitmask specifying which price updates trigger event notifications. More... | |
Functions | |
| PriceSubscription | tt_core_sdk::CreatePriceSubscription (const std::shared_ptr< Instrument > &instr, const Filter &filter, const std::shared_ptr< PriceEventListener > &listener) |
| Create a price subscription. More... | |
| std::string | tt_core_sdk::to_string (const PriceSnap &snap) |
| TT Core SDK to_string conversions. More... | |
| std::string | tt_core_sdk::to_string (TimeSale::trade_type type) |
