RT::IOrderHelper Class Reference

Abstract class, defines interfaces for order processing. More...

Public Member Functions
virtual bool	is_valid ()=0
virtual IArray< IExchange * > &	exDestinations () const =0
	get available exDestinations(TradingVenues)
virtual int	sendOrder (RTOrder *)=0
virtual int	modifyOrder (RTOrder *)=0
virtual int	cancelOrder (RTOrder *)=0
virtual int	cancelAllOrders (const char account, const char symbol, const char *request_id)=0
virtual int	orderMassStatusRequest (const char account, const char exchange="", int for_last_secs=SECONDS_IN_1DAY, const char *symbol="", int ord_state_mask=ort_All)=0
virtual int	tradesMassStatusRequest (const char account, const char exchange="", int for_last_secs=SECONDS_IN_1DAY, const char *symbol="")=0
virtual int	subscribe_account (const char *account)=0
virtual int	unsubscribe_account (const char *account)=0
virtual void	robotrader (IOrderConsumer *robotrader)
virtual IOrderConsumer *	robotrader ()

Detailed Description

Abstract class, defines interfaces for order processing.

virtual int RT::IOrderHelper::cancelAllOrders	(	const char *	account,
		const char *	symbol,
		const char *	request_id
	)			`[pure virtual]`

Cancel all orders

virtual int RT::IOrderHelper::cancelOrder ( RTOrder * ) [pure virtual]

Cancel order

virtual int RT::IOrderHelper::modifyOrder ( RTOrder * ) [pure virtual]

Modify existing order

virtual int RT::IOrderHelper::orderMassStatusRequest	(	const char *	account,
		const char *	exchange = `""`,
		int	for_last_secs = `SECONDS_IN_1DAY`,
		const char *	symbol = `""`,
		int	ord_state_mask = `ort_All`
	)			`[pure virtual]`

Request orders for the specified account/exchange destination

Parameters:

	account	Request orders for the specified account
	exchange	Request orders only for the specified exchange (for all exchanges if blank)
	for_last_secs	Request non-working order which were updated in last seconds
	symbol	Request orders for the specified symbol (for all symbols if blank)
	ord_state_mask	Request working/canceled/filled or all orders

virtual int RT::IOrderHelper::sendOrder ( RTOrder * ) [pure virtual]

Send new order

virtual int RT::IOrderHelper::subscribe_account ( const char * account ) [pure virtual]

Subscribe for ExecutionReports for all account's orders

virtual int RT::IOrderHelper::tradesMassStatusRequest	(	const char *	account,
		const char *	exchange = `""`,
		int	for_last_secs = `SECONDS_IN_1DAY`,
		const char *	symbol = `""`
	)			`[pure virtual]`

Request order fills(trades) for the specified account/exchange destination

Parameters:

	account	Request trades for the specified account
	exchange	Request trades only for the specified exchange (for all exchanges if blank)
	for_last_secs	Request trades which were updated in last seconds
	symbol	Request trades for the specified symbol (for all symbols if blank)

virtual int RT::IOrderHelper::unsubscribe_account ( const char * account ) [pure virtual]

Unsubscribe from ExecutionReports for all account's orders

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