strategy

struct Strategy

Public Functions

virtual ~Strategy() = default
inline virtual void operator()(Event<Start> const&)
inline virtual void operator()(Event<Stop> const&)
inline virtual void operator()(Event<Timer> const&)
inline virtual void operator()(Event<Connected> const&)
inline virtual void operator()(Event<Disconnected> const&)
inline virtual void operator()(Event<Control> const&)
inline virtual void operator()(Event<DownloadBegin> const&)
inline virtual void operator()(Event<DownloadEnd> const&)
inline virtual void operator()(Event<Ready> const&)
inline virtual void operator()(Event<GatewaySettings> const&)
inline virtual void operator()(Event<StreamStatus> const&)
inline virtual void operator()(Event<ExternalLatency> const&)
inline virtual void operator()(Event<RateLimitsUpdate> const&)
inline virtual void operator()(Event<RateLimitTrigger> const&)
inline virtual void operator()(Event<GatewayStatus> const&)
inline virtual void operator()(Event<ReferenceData> const&)
inline virtual void operator()(Event<MarketStatus> const&)
inline virtual void operator()(Event<TopOfBook> const&)
inline virtual void operator()(Event<MarketByPriceUpdate> const&)
inline virtual void operator()(Event<MarketByOrderUpdate> const&)
inline virtual void operator()(Event<TradeSummary> const&)
inline virtual void operator()(Event<StatisticsUpdate> const&)
inline virtual void operator()(Event<TimeSeriesUpdate> const&)
inline virtual void operator()(Event<CancelAllOrdersAck> const&)
inline virtual void operator()(Event<OrderAck> const&, cache::Order const&)
inline virtual void operator()(Event<OrderUpdate> const&, cache::Order const&)
inline virtual void operator()(Event<TradeUpdate> const&, cache::Order const&)
inline virtual void operator()(Event<PositionUpdate> const&)
inline virtual void operator()(Event<FundsUpdate> const&)
inline virtual void operator()(Event<CustomMetricsUpdate> const&)
inline virtual void operator()(Event<CustomMatrixUpdate> const&)
inline virtual void operator()(Event<ParametersUpdate> const&)
inline virtual void operator()(Event<PortfolioUpdate> const&)
inline virtual void operator()(Event<RiskLimitsUpdate> const&)
inline virtual void operator()(Event<MassQuoteAck> const&)
inline virtual void operator()(Event<CancelQuotesAck> const&)
inline virtual void operator()(metrics::Writer&) const
struct Dispatcher

Public Functions

virtual void operator()(ControlAck const&, uint8_t source) = 0
virtual void operator()(ServiceUpdate const&) = 0
virtual void operator()(StrategyUpdate const&) = 0
virtual void operator()(LegsUpdate const&) = 0
virtual void send(CreateOrder const&, uint8_t source, bool is_last = true) = 0
virtual void send(ModifyOrder const&, uint8_t source, bool is_last = true) = 0
virtual void send(CancelOrder const&, uint8_t source, bool is_last = true) = 0
virtual void send(CancelAllOrders const&, uint8_t source) = 0
virtual void send(MassQuote const&, uint8_t source) = 0
virtual void send(CancelQuotes const&, uint8_t source) = 0
virtual void send(CustomMetrics const&, uint8_t source) = 0
virtual void send(CustomMatrix const&, uint8_t source) = 0
struct Leg

Public Members

uint8_t source = {}
Account account
Exchange exchange
Symbol symbol
double tick_size = NaN
double multiplier = NaN
double min_trade_vol = NaN
PositionEffect position_effect = {}
MarginMode margin_mode = {}
TimeInForce time_in_force = {}