GatewaySettings¶
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struct GatewaySettings¶
Gateway settings.
Public Members
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roq::Mask<roq::SupportType> supports¶
Supported update types.
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uint16_t mbp_max_depth = {}¶
MBP max depth.
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double mbp_tick_size_multiplier = roq::NaN¶
MBP multiplier used to manage prices as integer.
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double mbp_min_trade_vol_multiplier = roq::NaN¶
MBP multiplier used to manage quantities as integer.
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bool mbp_allow_remove_non_existing = false¶
MBP allow remove operation on non-existing level?
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bool mbp_allow_price_inversion = false¶
MBP allow price inversion?
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bool mbp_checksum = false¶
MBP compute checksum?
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bool oms_download_has_state = false¶
OMS download includes state information?
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bool oms_download_has_routing_id = false¶
OMS download includes routing_id?
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roq::RequestIdType oms_request_id_type = {}¶
OMS request identifier type.
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roq::Mask<roq::Filter> oms_cancel_all_orders¶
Supported filters for CancelAllOrders.
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roq::Mask<roq::SupportType> supports¶