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(CreateOrder const&, uint8_t source) = 0#
Send a request to create a new order.
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virtual void send(ModifyOrder const&, uint8_t source) = 0#
Send a request to modify an existing order.
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virtual void send(CancelOrder const&, uint8_t source) = 0#
Send a request to cancel an existing order.
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virtual void send(CancelAllOrders const&, uint8_t source) = 0#
Send a request to cancel all orders.
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virtual void send(CustomMetrics const&, uint8_t source) = 0#
Broadcast custom metrics.
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virtual void enqueue(CustomMessage const&) = 0#
Useful to communicate between threads.
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virtual void send(CreateOrder const&, uint8_t source) = 0#
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()(Event<Disconnected> const&)#
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inline virtual void operator()(Event<BatchBegin> const&)#
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inline virtual void operator()(Event<DownloadBegin> const&)#
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inline virtual void operator()(Event<DownloadEnd> const&)#
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inline virtual void operator()(Event<GatewaySettings> const&)#
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inline virtual void operator()(Event<StreamStatus> const&)#
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inline virtual void operator()(Event<ExternalLatency> const&)#
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inline virtual void operator()(Event<RateLimitTrigger> const&)#
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inline virtual void operator()(Event<GatewayStatus> const&)#
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inline virtual void operator()(Event<ReferenceData> const&)#
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inline virtual void operator()(Event<MarketStatus> const&)#
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inline virtual void operator()(Event<MarketByPriceUpdate> const&)#
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inline virtual void operator()(Event<MarketByOrderUpdate> const&)#
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inline virtual void operator()(Event<TradeSummary> const&)#
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inline virtual void operator()(Event<StatisticsUpdate> const&)#
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inline virtual void operator()(Event<OrderUpdate> const&)#
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inline virtual void operator()(Event<TradeUpdate> const&)#
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inline virtual void operator()(Event<PositionUpdate> const&)#
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inline virtual void operator()(Event<FundsUpdate> const&)#
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inline virtual void operator()(Event<Disconnected> const&)#
Symbol#
Account#
Config#
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class roq::client::Config#
Dispatch interface used to manage subscriptions.
Public Functions
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class Handler#
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class Handler#
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class Handler
Collector#
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class roq::client::Collector#
Collector interface.
Public Functions
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inline virtual ~Collector()#
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inline virtual void operator()(Event<DownloadBegin> const&)#
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inline virtual void operator()(Event<DownloadEnd> const&)#
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inline virtual void operator()(Event<GatewaySettings> const&)#
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inline virtual void operator()(Event<StreamStatus> const&)#
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inline virtual void operator()(Event<ExternalLatency> const&)#
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inline virtual void operator()(Event<RateLimitTrigger> const&)#
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inline virtual void operator()(Event<GatewayStatus> const&)#
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inline virtual void operator()(Event<ReferenceData> const&)#
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inline virtual void operator()(Event<MarketStatus> const&)#
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inline virtual void operator()(Event<MarketByPriceUpdate> const&)#
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inline virtual void operator()(Event<MarketByOrderUpdate> const&)#
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inline virtual void operator()(Event<TradeSummary> const&)#
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inline virtual void operator()(Event<StatisticsUpdate> const&)#
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inline virtual void operator()(Event<OrderUpdate> const&)#
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inline virtual void operator()(Event<TradeUpdate> const&)#
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inline virtual void operator()(Event<PositionUpdate> const&)#
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inline virtual void operator()(Event<FundsUpdate> const&)#
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inline virtual void operator()(Event<CreateOrder> const&)#
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inline virtual void operator()(Event<ModifyOrder> const&)#
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inline virtual void operator()(Event<CancelOrder> const&)#
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inline virtual void operator()(Event<CancelAllOrders> const&)#
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inline virtual ~Collector()#