TT CORE SDK 2.0.1.1
TT CORE SDK documentation
Loading...
Searching...
No Matches
ttsdk::ExtendedRejectionInformation Struct Reference

#include <extended_rejection_information.h>

Collaboration diagram for ttsdk::ExtendedRejectionInformation:

Classes

struct  ExceedsLongShort
 
struct  ExceedsMaxCredit
 
struct  ExceedsMaxFamilyPosition
 
struct  ExceedsMaxInstrumentPosition
 
struct  ExceedsMaxOrderSize
 
struct  ExceedsMaxProductPosition
 
struct  ExceedsPriceReasonability
 

Public Types

enum  NoConnectionReason {
  NONE = 0 , UNSUPPORTED_MARKET = 1 , NO_MATCHING_TYPE = 2 , UNAVAILABLE = 3 ,
  NO_RESPONSE_SOURCE = 4
}
 
enum  RejectIdType {
  REJECT_ID_NONE = 0 , REJECT_ID_TYPE_ACCOUNT = 1 , REJECT_ID_TYPE_USER = 2 , REJECT_ID_TYPE_USER_GROUP = 3 ,
  REJECT_ID_TYPE_ACCOUNT_USER = 4
}
 

Public Attributes

ttsdk::RejectCode code = ttsdk::RejectCode::NotSet
 
RejectIdType reject_id_type = RejectIdType::REJECT_ID_NONE
 
uint64_t reject_id = U64NAN
 
uint64_t secondary_reject_id = U64NAN
 
uint64_t leg_instrument_id = U64NAN
 
ExceedsMaxOrderSize exceeds_max_order_size
 
ExceedsMaxFamilyPosition exceeds_max_family_position
 
ExceedsMaxProductPosition exceeds_max_product_position
 
ExceedsMaxInstrumentPosition exceeds_max_instrument_position
 
ExceedsMaxCredit exceeds_max_credit
 
ExceedsLongShort exceeds_long_short
 
ExceedsPriceReasonability exceeds_price_reasonability
 
NoConnectionReason no_connection = NoConnectionReason::NONE
 

Detailed Description

Definition at line 28 of file extended_rejection_information.h.

Member Enumeration Documentation

◆ NoConnectionReason

Enumerator
NONE 
UNSUPPORTED_MARKET 
NO_MATCHING_TYPE 
UNAVAILABLE 
NO_RESPONSE_SOURCE 

Definition at line 67 of file extended_rejection_information.h.

◆ RejectIdType

Enumerator
REJECT_ID_NONE 
REJECT_ID_TYPE_ACCOUNT 
REJECT_ID_TYPE_USER 
REJECT_ID_TYPE_USER_GROUP 
REJECT_ID_TYPE_ACCOUNT_USER 

Definition at line 75 of file extended_rejection_information.h.

Member Data Documentation

◆ code

ttsdk::RejectCode ttsdk::ExtendedRejectionInformation::code = ttsdk::RejectCode::NotSet

Definition at line 87 of file extended_rejection_information.h.

◆ exceeds_long_short

ExceedsLongShort ttsdk::ExtendedRejectionInformation::exceeds_long_short

Definition at line 110 of file extended_rejection_information.h.

◆ exceeds_max_credit

ExceedsMaxCredit ttsdk::ExtendedRejectionInformation::exceeds_max_credit

Definition at line 109 of file extended_rejection_information.h.

◆ exceeds_max_family_position

ExceedsMaxFamilyPosition ttsdk::ExtendedRejectionInformation::exceeds_max_family_position

Definition at line 106 of file extended_rejection_information.h.

◆ exceeds_max_instrument_position

ExceedsMaxInstrumentPosition ttsdk::ExtendedRejectionInformation::exceeds_max_instrument_position

Definition at line 108 of file extended_rejection_information.h.

◆ exceeds_max_order_size

ExceedsMaxOrderSize ttsdk::ExtendedRejectionInformation::exceeds_max_order_size

Definition at line 105 of file extended_rejection_information.h.

◆ exceeds_max_product_position

ExceedsMaxProductPosition ttsdk::ExtendedRejectionInformation::exceeds_max_product_position

Definition at line 107 of file extended_rejection_information.h.

◆ exceeds_price_reasonability

ExceedsPriceReasonability ttsdk::ExtendedRejectionInformation::exceeds_price_reasonability

Definition at line 111 of file extended_rejection_information.h.

◆ leg_instrument_id

uint64_t ttsdk::ExtendedRejectionInformation::leg_instrument_id = U64NAN

Definition at line 101 of file extended_rejection_information.h.

◆ no_connection

NoConnectionReason ttsdk::ExtendedRejectionInformation::no_connection = NoConnectionReason::NONE

Definition at line 112 of file extended_rejection_information.h.

◆ reject_id

uint64_t ttsdk::ExtendedRejectionInformation::reject_id = U64NAN

Definition at line 92 of file extended_rejection_information.h.

◆ reject_id_type

RejectIdType ttsdk::ExtendedRejectionInformation::reject_id_type = RejectIdType::REJECT_ID_NONE

Definition at line 91 of file extended_rejection_information.h.

◆ secondary_reject_id

uint64_t ttsdk::ExtendedRejectionInformation::secondary_reject_id = U64NAN

Definition at line 93 of file extended_rejection_information.h.


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