TT CORE SDK 2.0.1.1
TT CORE SDK documentation
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sdkalgo_request.h
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1/***************************************************************************
2 *
3 * Unpublished Work Copyright (c) 2020
4 * Trading Technologies International, Inc.
5 * All Rights Reserved Worldwide
6 *
7 * * * * S T R I C T L Y P R O P R I E T A R Y * * *
8 *
9 * WARNING: This program (or document) is unpublished, proprietary property
10 * of Trading Technologies International, Inc. and is to be maintained in
11 * strict confidence. Unauthorized reproduction, distribution or disclosure
12 * of this program (or document), or any program (or document) derived from
13 * it is prohibited by State and Federal law, and by local law outside of
14 * the U.S.
15 *
16 ***************************************************************************/
17#pragma once
18
19#include "shared_ptr.h"
20#include "user_parameter.h"
21#include "enums/OrderType.h"
22#include "enums/OrderSide.h"
23#include "enums/TimeInForce.h"
24#include "enums/MarketId.h"
25
26namespace ttsdk
27{
28 class Order;
29 using OrderPtr = shared_ptr<Order>;
30
34 {
35 public:
36 explicit SDKAlgoRequest() {};
38
39 virtual const char* GetOrderId() const noexcept = 0;
45
52
59
62
64
68
69 private:
74 };
75
76
78
79
80}
Inbound SDK algo request message data.
virtual uint32_t GetUserParameterCount() const noexcept=0
virtual uint64_t GetAccountId() const noexcept=0
virtual double GetQuantity() const noexcept=0
virtual ttsdk::TimeInForce GetTimeInForce() const noexcept=0
virtual uint64_t GetCurrentUserId() const noexcept=0
virtual uint32_t GetChildOrderCount() const noexcept=0
only valid when the request is sent on for recovery
virtual ttsdk::OrderType GetOrderType() const noexcept=0
virtual const char * GetTextA() const noexcept=0
virtual const char * GetClearingAccount() const noexcept=0
virtual uint64_t GetInstrumentId() const noexcept=0
virtual const char * GetSenderSubId() const noexcept=0
virtual UserParameter GetUserParameter(const uint32_t index) const noexcept=0
virtual bool IsForcedCancel() const noexcept=0
virtual uint64_t GetAlgoDefinitionId() const noexcept=0
virtual double GetPrice() const noexcept=0
virtual const char * GetText() const noexcept=0
virtual const char * GetOrderId() const noexcept=0
virtual const char * GetTextB() const noexcept=0
virtual ttsdk::OrderSide GetSide() const noexcept=0
virtual const char * GetTextTT() const noexcept=0
virtual uint64_t GetUserId() const noexcept=0
virtual OrderPtr GetChildOrder(const uint32_t index) const noexcept=0
virtual const char * GetTextC() const noexcept=0
shared_ptr< Order > OrderPtr
Definition order.h:127
OrderType
Definition OrderType.h:29
OrderSide
Definition OrderSide.h:29