roq-api#
Struct#
In-process control messages.
Messages communicated between components.
- AddRoutes
- BatchBegin
- BatchEnd
- CancelAllOrders
- CancelAllOrdersAck
- CancelOrder
- CreateOrder
- CustomMatrix
- CustomMatrixUpdate
- CustomMetrics
- CustomMetricsUpdate
- DownloadBegin
- DownloadEnd
- ExternalLatency
- FundsUpdate
- GatewaySettings
- GatewayStatus
- MarketByOrderUpdate
- MarketByPriceUpdate
- MarketStatus
- ModifyOrder
- OrderAck
- OrderUpdate
- ParametersUpdate
- Portfolio
- PortfolioUpdate
- PositionUpdate
- RateLimitsUpdate
- RateLimitTrigger
- Ready
- ReferenceData
- RemoveRoutes
- RiskLimits
- RiskLimitsUpdate
- RouteAck
- StatisticsUpdate
- StreamStatus
- TopOfBook
- TradeSummary
- TradeUpdate
Helper classes, typically used with arrays.
Message meta-data tracking.
In-process tracing.
Utilities.
Enum#
- BufferCapacity
- Category
- ConnectionStatus
- Encoding
- Error
- ExecutionInstruction
- Filter
- Liquidity
- MarginMode
- OptionType
- OrderCancelPolicy
- OrderManagement
- OrderStatus
- OrderType
- Origin
- PositionEffect
- Precision
- Priority
- Protocol
- RateLimitType
- RequestIdType
- RequestStatus
- RequestType
- RouteRequestStatus
- SecurityType
- Side
- StatisticsType
- SupportType
- TimeInForce
- TradingStatus
- Transport
- UpdateAction
- UpdateReason
- UpdateType