TT CORE SDK 2.0.2.1
TT CORE SDK documentation
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3 * Unpublished Work Copyright (c) 2020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 * * *
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13 * it is prohibited by State and Federal law, and by local law outside of
14 * the U.S.
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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;
30
34 {
35 public:
36 explicit SDKAlgoRequest() {};
37 ~SDKAlgoRequest() noexcept {};
38
39 virtual const char* GetOrderId() const noexcept = 0;
40 virtual ttsdk::OrderType GetOrderType() const noexcept = 0;
41 virtual ttsdk::OrderSide GetSide() const noexcept = 0;
42 virtual ttsdk::TimeInForce GetTimeInForce() const noexcept = 0;
43 virtual double GetPrice() const noexcept = 0;
44 virtual double GetQuantity() const noexcept = 0;
45
46 virtual uint64_t GetUserId() const noexcept = 0;
47 virtual uint64_t GetCurrentUserId() const noexcept = 0;
48 virtual uint64_t GetAccountId() const noexcept = 0;
49 virtual const char* GetClearingAccount() const noexcept = 0;
50 virtual uint64_t GetInstrumentId() const noexcept = 0;
51 virtual uint64_t GetAlgoDefinitionId() const noexcept = 0;
52
53 virtual const char* GetText() const noexcept = 0;
54 virtual const char* GetTextA() const noexcept = 0;
55 virtual const char* GetTextB() const noexcept = 0;
56 virtual const char* GetTextC() const noexcept = 0;
57 virtual const char* GetTextTT() const noexcept = 0;
58 virtual const char* GetSenderSubId() const noexcept = 0;
59
60 virtual uint32_t GetUserParameterCount() const noexcept = 0;
61 virtual UserParameter GetUserParameter(const uint32_t index) const noexcept = 0;
62
63 virtual bool IsForcedCancel() const noexcept = 0;
64
66 virtual uint32_t GetChildOrderCount() const noexcept = 0;
67 virtual OrderPtr GetChildOrder(const uint32_t index) const noexcept = 0;
68
69 private:
70 SDKAlgoRequest(const SDKAlgoRequest&) = default;
71 SDKAlgoRequest& operator= (const SDKAlgoRequest&) = default;
72 SDKAlgoRequest(SDKAlgoRequest&&) = default;
73 SDKAlgoRequest& operator= (SDKAlgoRequest&&) = default;
74 };
75
76
78
79
80}
an interface to interact with the order.
Definition order.h:197
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
shared_ptr< const SDKAlgoRequest > SDKAlgoRequestPtr
OrderType
Definition OrderType.h:29
OrderSide
Definition OrderSide.h:29