Client¶
Dispatcher¶
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class
roq::client
::
Dispatcher
¶ Dispatch interface used to manage client requests.
The implementation can throw if the request is invalid or if the environment is known to not be in a good state. For example, if a connection is not yet established.
It is implementation specific if the request is handled synchronously or asynchronously.
Public Functions
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virtual void
send
(const CreateOrder &create_order, uint8_t source) = 0¶ Send a request to create a new order.
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virtual void
send
(const ModifyOrder &modify_order, uint8_t source) = 0¶ Send a request to modify an existing order.
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virtual void
send
(const CancelOrder &cancel_order, uint8_t source) = 0¶ Send a request to cancel an existing order.
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virtual void
Handler¶
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class
roq::client
::
Handler
¶ Client interface used to implement handlers for update events.
It is the responsibility of the client implementation to manage state and state transitions.
The client is not allowed to throw. Any exception thrown by the event handler may result in termination of the process or, at least, undefined behaviour.
Public Functions
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inline virtual void
operator()
(const Event<BatchBegin>&)¶
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inline virtual void
operator()
(const Event<DownloadBegin>&)¶
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inline virtual void
operator()
(const Event<DownloadEnd>&)¶
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inline virtual void
operator()
(const Event<GatewayStatus>&)¶
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inline virtual void
operator()
(const Event<ReferenceData>&)¶
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inline virtual void
operator()
(const Event<MarketStatus>&)¶
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inline virtual void
operator()
(const Event<MarketByPriceUpdate>&)¶
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inline virtual void
operator()
(const Event<MarketByOrderUpdate>&)¶
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inline virtual void
operator()
(const Event<TradeSummary>&)¶
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inline virtual void
operator()
(const Event<StatisticsUpdate>&)¶
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inline virtual void
operator()
(const Event<OrderUpdate>&)¶
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inline virtual void
operator()
(const Event<TradeUpdate>&)¶
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inline virtual void
operator()
(const Event<PositionUpdate>&)¶
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inline virtual void
operator()
(const Event<FundsUpdate>&)¶
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inline virtual void
Symbol¶
Account¶
Config¶
-
class
roq::client
::
Config
¶ Dispatch interface used to manage subscriptions.
Public Functions
-
class
Handler
¶
-
class
-
class
Handler
Collector¶
-
class
roq::client
::
Collector
¶ Collector interface.
Public Functions
-
inline virtual
~Collector
()¶
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inline virtual void
operator()
(const Event<DownloadBegin>&)¶
-
inline virtual void
operator()
(const Event<DownloadEnd>&)¶
-
inline virtual void
operator()
(const Event<GatewayStatus>&)¶
-
inline virtual void
operator()
(const Event<ReferenceData>&)¶
-
inline virtual void
operator()
(const Event<MarketStatus>&)¶
-
inline virtual void
operator()
(const Event<MarketByPriceUpdate>&)¶
-
inline virtual void
operator()
(const Event<MarketByOrderUpdate>&)¶
-
inline virtual void
operator()
(const Event<TradeSummary>&)¶
-
inline virtual void
operator()
(const Event<StatisticsUpdate>&)¶
-
inline virtual void
operator()
(const Event<CreateOrder>&)¶
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inline virtual void
operator()
(const Event<ModifyOrder>&)¶
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inline virtual void
operator()
(const Event<CancelOrder>&)¶
-
inline virtual void
operator()
(const Event<OrderUpdate>&)¶
-
inline virtual void
operator()
(const Event<TradeUpdate>&)¶
-
inline virtual void
operator()
(const Event<PositionUpdate>&)¶
-
inline virtual void
operator()
(const Event<FundsUpdate>&)¶
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inline virtual