GatewaySettings

struct GatewaySettings

Gateway settings.

Public Members

Mask<SupportType> supports

Supported update types.

uint16_t mbp_max_depth = {}

MBP max depth.

double mbp_tick_size_multiplier = NaN

MBP multiplier used to manage prices as integer.

double mbp_min_trade_vol_multiplier = NaN

MBP multiplier used to manage quantities as integer.

bool mbp_allow_remove_non_existing = false

MBP allow remove operation on non-existing level?

bool mbp_allow_price_inversion = false

MBP allow price inversion?

bool mbp_checksum = false

MBP compute checksum?

bool oms_download_has_state = false

OMS download includes state information?

bool oms_download_has_routing_id = false

OMS download includes routing_id?

RequestIdType oms_request_id_type = {}

OMS request identifier type.

Mask<Filter> oms_cancel_all_orders

Supported filters for CancelAllOrders.