Enums

All enums have been auto-generated. This adds some convenience:

  • Conversion to string representation.

  • Validation when converting from integer represenation (e.g. reading from a byte stream).

ConnectionStatus

struct roq::ConnectionStatus

Enumeration of connection status types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator DISCONNECTED
enumerator CONNECTED
enumerator MAX

Error

struct roq::Error

Enumeration of error types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator UNKNOWN
enumerator GATEWAY_NOT_READY
enumerator INVALID_ACCOUNT
enumerator INVALID_EXCHANGE
enumerator INVALID_SYMBOL
enumerator INVALID_ORDER_TYPE
enumerator INVALID_TIME_IN_FORCE
enumerator INVALID_POSITION_EFFECT
enumerator INVALID_ORDER_TEMPLATE
enumerator NETWORK_ERROR
enumerator UNKNOWN_ERROR_ID
enumerator UNKNOWN_EXCHANGE_ORDER_ID
enumerator MODIFY_ORDER_NOT_SUPPORTED
enumerator INVALID_ORDER_ID
enumerator EXECUTION_INSTRUCTION_NOT_SUPPORTED
enumerator MAX

ExecutionInstruction

struct roq::ExecutionInstruction

Enumeration of execution types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator PARTICIPATE_DO_NOT_INITIATE
enumerator CANCEL_IF_NOT_BEST
enumerator DO_NOT_INCREASE
enumerator DO_NOT_REDUCE
enumerator MAX

GatewayStatus

struct roq::GatewayStatus

Enumeration of exchange connectivity status as seen from a gateway.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator DISCONNECTED
enumerator CONNECTING
enumerator LOGIN_SENT
enumerator DOWNLOADING
enumerator READY
enumerator LOGGED_OUT
enumerator MAX

OptionType

struct roq::OptionType

Enumeration of option types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator CALL
enumerator PUT
enumerator MAX

OrderStatus

struct roq::OrderStatus

Enumeration of order status types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator SENT
enumerator REJECTED
enumerator ACCEPTED
enumerator PENDING
enumerator WORKING
enumerator COMPLETED
enumerator CANCELED
enumerator MAX

OrderType

struct roq::OrderType

Enumeration of order types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator MARKET
enumerator LIMIT
enumerator MAX

OrderUpdateAction

struct roq::OrderUpdateAction

Enumeration of order update action types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator NEW
enumerator MODIFY
enumerator REMOVE
enumerator MAX

Origin

struct roq::Origin

Enumeration of origin types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator CLIENT
enumerator GATEWAY
enumerator BROKER
enumerator EXCHANGE
enumerator MAX

PositionEffect

struct roq::PositionEffect

Enumeration of position effect types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator OPEN
enumerator CLOSE
enumerator MAX

RequestStatus

struct roq::RequestStatus

Enumeration of request status types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator FORWARDED
enumerator ACCEPTED
enumerator REJECTED
enumerator TIMEOUT
enumerator MAX

RequestType

struct roq::RequestType

Enumeration of request types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator CREATE_ORDER
enumerator MODIFY_ORDER
enumerator CANCEL_ORDER
enumerator MAX

SecurityType

struct roq::SecurityType

Enumeration of security/instrument types.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator SPOT
enumerator FUTURES
enumerator OPTION
enumerator MAX

Side

struct roq::Side

Enumeration of the side of a trade.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator BUY
enumerator SELL
enumerator MAX

StatisticsType

struct roq::StatisticsType

Enumeration of a statistics type.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator OPEN_PRICE
enumerator SETTLEMENT_PRICE
enumerator CLOSE_PRICE
enumerator OPEN_INTEREST
enumerator PRE_OPEN_INTEREST
enumerator PRE_SETTLEMENT_PRICE
enumerator PRE_CLOSE_PRICE
enumerator HIGHEST_TRADED_PRICE
enumerator LOWEST_TRADED_PRICE
enumerator UPPER_LIMIT_PRICE
enumerator LOWER_LIMIT_PRICE
enumerator INDEX_VALUE
enumerator MARGIN_RATE
enumerator MAX

TimeInForce

struct roq::TimeInForce

Enumeration of the time-in-force order attribute.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator FOK

Fill or Kill.

enumerator IOC

Immediate or Cancel.

enumerator GFD

Good for Day.

enumerator GTC

Good till Canceled.

enumerator MAX

TradingStatus

struct roq::TradingStatus

Enumeration of the tradig status of a symbol.

Public Types

enum type_t

helper

Values:

enumerator UNDEFINED
enumerator CLOSED
enumerator OPEN
enumerator MAX