Hide navigation sidebar

Hide table of contents sidebar

Skip to content

Toggle site navigation sidebar

Roq Trading Solutions

Toggle table of contents sidebar

Roq Trading Solutions

Contents

Introduction
Toggle navigation of Introduction
- Overview
- Gateways
- Roadmap
- Contact
Tutorials
Toggle navigation of Tutorials
- Conda
- Gateways
- Deployment
  Toggle navigation of Deployment
- Data
  Toggle navigation of Data
  - ClickHouse
- Development
  Toggle navigation of Development
  - C++
    Toggle navigation of C++
    - Basic
    - Advanced
  - CLion
  - VSCode
- PCAP
Reference
Toggle navigation of Reference
- Gateways
  Toggle navigation of Gateways
  - Flags
  - Config
  - Web
  - Signals
  - Crypto
    Toggle navigation of Crypto
  - Traditional
    Toggle navigation of Traditional
  - Brokers
  - Generic
    Toggle navigation of Generic
- Clients
  Toggle navigation of Clients
  - Flags
  - Bridges
    Toggle navigation of Bridges
    - roq-fix-bridge
  - Proxies
    Toggle navigation of Proxies
  - Adapters
    Toggle navigation of Adapters
    - roq-sbe-publisher
    - roq-clickhouse
  - Tools
    Toggle navigation of Tools
- Deployment
  Toggle navigation of Deployment
- Development
  Toggle navigation of Development
  - C++
    Toggle navigation of C++
    - roq-api
      Toggle navigation of roq-api
      - Client
      - Exceptions
      - Metrics
      - Tools
      - Utilities
      - Connected
      - Disconnected
      - Start
      - Stop
      - Timer
      - AddRoutes
      - BatchBegin
      - BatchEnd
      - CancelAllOrders
      - CancelAllOrdersAck
      - CancelOrder
      - CancelQuotes
      - CreateOrder
      - CustomMatrix
      - CustomMatrixUpdate
      - CustomMetrics
      - CustomMetricsUpdate
      - DownloadBegin
      - DownloadEnd
      - ExternalLatency
      - FundsUpdate
      - GatewaySettings
      - GatewayStatus
      - MarketByOrderUpdate
      - MarketByPriceUpdate
      - MarketStatus
      - MassQuote
      - ModifyOrder
      - OrderAck
      - OrderUpdate
      - ParametersUpdate
      - Portfolio
      - PortfolioUpdate
      - PositionUpdate
      - RateLimitsUpdate
      - RateLimitTrigger
      - Ready
      - ReferenceData
      - RemoveRoutes
      - RiskLimits
      - RiskLimitsUpdate
      - RouteAck
      - StatisticsUpdate
      - StreamStatus
      - TimeSeriesUpdate
      - TopOfBook
      - TradeSummary
      - TradeUpdate
      - Bar
      - Fill
      - Layer
      - MBOUpdate
      - MBPUpdate
      - Measurement
      - Parameter
      - Position
      - RiskLimit
      - RateLimit
      - Route
      - Statistics
      - Trade
      - Event
      - MessageInfo
      - Trace
      - TraceInfo
      - Mask
      - String
      - 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
    - roq-algo
      Toggle navigation of roq-algo
      - strategy
        Toggle navigation of strategy
        
        Config
      - Matcher
        Toggle navigation of Matcher
        
        Config
        
        Factory
        
        Type
      - Reporter
        Toggle navigation of Reporter
        
        Factory
        
        Type
        
        OutputType
      - Factory
      - simulator
        Toggle navigation of simulator
        
        Config
        
        Source
      - OrderCache
      - MarketData
      - PositionTracker
      - TimeChecker
      - Arbitrage
    - roq-client
    - roq-logging
    - roq-utils
      Toggle navigation of roq-utils
      - checksum
        Toggle navigation of checksum
        
        CRC32
      - codec
        Toggle navigation of codec
        
        Base64
        
        Hex
      - hash
        Toggle navigation of hash
        
        SHA1
        
        SHA256
        
        SHA512
      - mac
        Toggle navigation of mac
        
        HMAC
      - metrics
        Toggle navigation of metrics
        
        Counter
        
        Gauge
        
        Histogram
        
        Writer
      - regex
        Toggle navigation of regex
        
        Pattern
      - text
        Toggle navigation of text
        
        Writer
    - roq-fix
      Toggle navigation of roq-fix
    - roq-codec
      Toggle navigation of roq-codec
      - sbe
        Toggle navigation of sbe
        
        Decoder
        
        Encoder
      - udp
        Toggle navigation of udp
        
        Decoder
        
        Encoder
        
        Header
      - fbs
        Toggle navigation of fbs
        
        Decoder
        
        Encoder
    - roq-market
      Toggle navigation of roq-market
      - mbp
        Toggle navigation of mbp
        
        Factory
        
        Sequencer
      - mbo
        Toggle navigation of mbo
        
        Factory
        
        Sequencer
    - roq-io
      Toggle navigation of roq-io
      - engine
        Toggle navigation of engine
        
        ContextFactory
      - fs
        Toggle navigation of fs
        
        Directory
        
        File
        
        SharedMemory
        
        FileType
        
        Flags
        
        Mode
      - ipc
        Toggle navigation of ipc
        
        Connection
        
        Listener
      - memory
        Toggle navigation of memory
        
        Buffer
        
        Mapping
        
        Flags
        
        Protections
      - net
        Toggle navigation of net
        
        tcp
        Toggle navigation of tcp
        
        Connection
        
        Listener
        
        udp
        Toggle navigation of udp
        
        Receiver
        
        Sender
        
        ConnectionFactory
        
        Connection
        
        ConnectionManager
        
        ReorderBuffer
      - sys
        Toggle navigation of sys
        
        Signal
        
        Timer
      - web
        Toggle navigation of web
        
        URI
      - Context
      - Receiver
      - Sender
      - FileDescriptor
      - NetworkAddress
      - Buffer
    - roq-web
      Toggle navigation of roq-web
      - http
        Toggle navigation of http
        
        Accept
        
        Category
        
        Connection
        
        ContentType
        
        Header
        
        Method
        
        Status
      - rest
        Toggle navigation of rest
        
        Client
        
        Headers
        
        Request
        
        Response
        
        Server
      - socket
        Toggle navigation of socket
        
        Client
        
        Server
    - roq-cache
      Toggle navigation of roq-cache
  - Python
    Toggle navigation of Python
    - fix
      Toggle navigation of fix
    - codec
      Toggle navigation of codec
      - udp
        Toggle navigation of udp
        
        Header
      - Type
      - Decoder
      - Encoder
    - utils
      Toggle navigation of utils
      - mbp
        Toggle navigation of mbp
        
        MarketByPrice
        
        Sequencer
      - mbo
        Toggle navigation of mbo
        
        MarketByOrder
    - io
      Toggle navigation of io
      - net
        Toggle navigation of net
        
        ReorderBuffer
    - client
      Toggle navigation of client
      - EventLogReader
      - EventLogMultiplexer
    - Connected
    - Disconnected
    - Start
    - Stop
    - Timer
    - CancelAllOrders
    - CancelAllOrdersAck
    - CancelOrder
    - CreateOrder
    - CustomMetricsUpdate
    - DownloadBegin
    - DownloadEnd
    - ExternalLatency
    - FundsUpdate
    - GatewaySettings
    - GatewayStatus
    - MarketByOrderUpdate
    - MarketByPriceUpdate
    - MarketStatus
    - ModifyOrder
    - OrderAck
    - OrderUpdate
    - PositionUpdate
    - RateLimitsUpdate
    - RateLimitTrigger
    - ReferenceData
    - StatisticsUpdate
    - StreamStatus
    - TopOfBook
    - TradeSummary
    - TradeUpdate
    - Fill
    - Layer
    - MBOUpdate
    - MBPUpdate
    - Measurement
    - RateLimit
    - Statistics
    - Trade
    - MessageInfo
    - UUID
    - ConnectionStatus
    - Encoding
    - Error
    - ExecutionInstruction
    - Liquidity
    - MarginMode
    - OptionType
    - OrderCancelPolicy
    - OrderManagement
    - OrderStatus
    - OrderType
    - Origin
    - PositionEffect
    - Precision
    - Priority
    - Protocol
    - RateLimitType
    - RequestIdType
    - SecurityType
    - Side
    - StatisticsType
    - SupportType
    - TimeInForce
    - TradingStatus
    - Transport
    - UpdateAction
    - UpdateType
- Design
  Toggle navigation of Design
  - Statistics
  - Order Book
  - Order Management
  - Request Management
  - Position Management
  - Risk Management
  - Auto Cancel
  - Rate Limiter
  - Simulation
  - ClOrdID
  - Reference Data
  - Profit & Loss
  - Funds
  - Time-Series
  - Journal
  - Latency
  - Drop-Copy
  - Metrics
  - Query Interface
  - Parameters
  - Service Management
  - Control
  - FIX
  - FlatBuffers
  - JSON
  - Native
  - UDP
  - SBE
  - Download
  - License Management
  - Distribution
- Third-party
  Toggle navigation of Third-party
  - Abseil C++
  - base64
  - Benchmark
  - brotli
  - c-ares
  - Catch2
  - ctre
  - expat
  - fast_float
  - FlatBuffers
  - {fmt}
  - FTXUI
  - http-parser
  - libevent
  - liburing
  - libsodium
  - magic_enum
  - OpenSSL
  - range-v3
  - re2
  - spdlog
  - toml++
  - unordered_dense
  - zlib-ng
  - Conda
  - conda-forge
  - ClickHouse
  - Prometheus
  - Grafana
Blogs
Toggle navigation of Blogs
Releases
Toggle navigation of Releases
Benchmarks
Toggle navigation of Benchmarks

Toggle table of contents sidebar

PositionEffect¶

Copyright © 2017-2024, Roq GmbH

Made with Sphinx and @pradyunsg's Furo

Last updated on 2023-11-04