RT::RoboTrader Class Reference

Abstract class, defines robotrader's interfaces. All robotraders implemintations must derive from it. More...

#include <RoboTrader.h>

Inheritance diagram for RT::RoboTrader:

List of all members.

Public Member Functions
	RoboTrader ()
virtual	~RoboTrader ()
virtual void	onInit ()=0
virtual void	onStart ()=0
virtual void	onStop ()=0
virtual void	onClose ()=0
virtual void	onParameters ()=0
virtual void	onNotification (const char *topic, const unsigned char *payload, int length)=0
virtual RTRobotStateInfo &	robot_state_ref ()
virtual void	onMarketData (RTInstrument &)
virtual void	onMarketData (const inside_market_notification_t &, const std::string &)
virtual void	onMarketData (const market_depth_notification_t &, const std::string &)
virtual void	onMarketData (const implied_market_depth_notification_t &, const std::string &)
virtual void	onMarketData (const outright_market_depth_notification_t &, const std::string &)
virtual void	onMarketData (const market_state_notification_t &, const std::string &)
virtual void	onMarketData (const last_trade_carrier_t &, const std::string &)
virtual void	onMarketData (const rfq_notification_t &, const std::string &)
virtual void	onMarketData (const ohlc_carrier_t &, const std::string &)
virtual void	execution_report (const RTExecutionReport &rp)=0
virtual void	order_cancel_reject (const RTOrderCancelReject &rp)=0
virtual void	business_message_reject (const RTBusinessMessageReject &rp)=0
virtual void	trade_report (const RTExecutionReport &rp)=0
virtual void	order_state_report (const RTExecutionReport &rp)=0
virtual void	process_account (IAccount &)=0
	Account info update callback.
virtual void	process_position (IPosition &)=0
	Position info update callback.
virtual void	process_alert (IAlert &)=0
	Alert Received callback.
virtual RobotHelperInterfacesProvider *	api ()
virtual void	api (RobotHelperInterfacesProvider *api)
Protected Attributes
RobotHelperInterfacesProvider *	api_
RTRobotStateInfo	robot_state_info_

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Detailed Description

Abstract class, defines robotrader's interfaces. All robotraders implemintations must derive from it.

Available robot helper interfaces are provided by framework.

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Constructor & Destructor Documentation

RT::RoboTrader::RoboTrader

(

)

[inline]

Default constructor

virtual RT::RoboTrader::~RoboTrader

(

)

[inline, virtual]

Destructor

---

Member Function Documentation

virtual void RT::RoboTrader::api

(

RobotHelperInterfacesProvider *

api

)

[inline, virtual]

Robot's IRobotHelperInterfacesProvider mutator.

virtual RobotHelperInterfacesProvider* RT::RoboTrader::api

(

)

[inline, virtual]

Robot's IRobotHelperInterfacesProvider accessor.

virtual void RT::RoboTrader::business_message_reject

(

const RTBusinessMessageReject &

rp

)

[pure virtual]

Order business message reject retrieval callback

Implements RT::IOrderConsumer.

virtual void RT::RoboTrader::execution_report

(

const RTExecutionReport &

rp

)

[pure virtual]

Order execution report retrieval callback

Implements RT::IOrderConsumer.

virtual void RT::RoboTrader::onClose

(

)

[pure virtual]

Called by framework to Close instance

virtual void RT::RoboTrader::onInit

(

)

[pure virtual]

Called by framework to Init instance

virtual void RT::RoboTrader::onMarketData	(	const ohlc_carrier_t &	,
		const std::string &
	)			[inline, virtual]

OHLC Bar receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const rfq_notification_t &	,
		const std::string &
	)			[inline, virtual]

Rfq receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const last_trade_carrier_t &	,
		const std::string &
	)			[inline, virtual]

Last trade receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const market_state_notification_t &	,
		const std::string &
	)			[inline, virtual]

Market state receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const outright_market_depth_notification_t &	,
		const std::string &
	)			[inline, virtual]

Outright market depth receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const implied_market_depth_notification_t &	,
		const std::string &
	)			[inline, virtual]

Implied market depth receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const market_depth_notification_t &	,
		const std::string &
	)			[inline, virtual]

Market depth receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData	(	const inside_market_notification_t &	,
		const std::string &
	)			[inline, virtual]

Inside market data receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onMarketData

(

RTInstrument &

)

[inline, virtual]

Instrument description receiving callback

Implements RT::IMarketDataConsumer.

virtual void RT::RoboTrader::onNotification	(	const char *	topic,
		const unsigned char *	payload,
		int	length
	)			[pure virtual]

Called by framewok when notification arrives

Parameters:

	topic	Notification topic
	payload	Notification data
	length	Data length

virtual void RT::RoboTrader::onParameters

(

)

[pure virtual]

Called by framework when parameters for the instance have been received

virtual void RT::RoboTrader::onStart

(

)

[pure virtual]

Called by framework to Start instance

virtual void RT::RoboTrader::onStop

(

)

[pure virtual]

Called by framework to Stop instance

virtual void RT::RoboTrader::order_cancel_reject

(

const RTOrderCancelReject &

rp

)

[pure virtual]

Order cancelreject retrieval callback

Implements RT::IOrderConsumer.

virtual void RT::RoboTrader::order_state_report

(

const RTExecutionReport &

rp

)

[pure virtual]

Order state report retrieval callback

Implements RT::IOrderConsumer.

virtual RTRobotStateInfo& RT::RoboTrader::robot_state_ref

(

)

[inline, virtual]

Robot state reference

virtual void RT::RoboTrader::trade_report

(

const RTExecutionReport &

rp

)

[pure virtual]

Trade report retrieval callback

Implements RT::IOrderConsumer.

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

• dmitry_env/ATP/robotrader/robotrader/RoboTrader.h