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).
BufferCapacity#
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enum class roq::BufferCapacity : uint8_t#
Buffer capacity.
Values:
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enumerator UNDEFINED#
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enumerator EMPTY#
Buffer is empty.
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enumerator LOW_WATER_MARK#
Buffer has reached the low water mark (from above)
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enumerator HIGH_WATER_MARK#
Buffer has reached the high water mark (from below)
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enumerator FULL#
Buffer is full.
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enumerator UNDEFINED#
ConnectionStatus#
Decimals#
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enum class roq::Decimals : uint8_t#
Enumeration of decimal digits.
Values:
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enumerator UNDEFINED#
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enumerator _0#
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enumerator _1#
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enumerator _2#
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enumerator _3#
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enumerator _4#
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enumerator _5#
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enumerator _6#
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enumerator _7#
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enumerator _8#
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enumerator _9#
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enumerator _10#
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enumerator _11#
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enumerator _12#
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enumerator _13#
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enumerator _14#
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enumerator _15#
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enumerator UNDEFINED#
Encoding#
Error#
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enum class roq::Error : uint8_t#
Enumeration of error types.
Values:
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enumerator UNDEFINED#
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enumerator UNKNOWN#
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enumerator NOT_SUPPORTED#
Request type not supported.
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enumerator INVALID_ACCOUNT#
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enumerator INVALID_ORDER_ID#
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enumerator INVALID_EXCHANGE#
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enumerator INVALID_SYMBOL#
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enumerator INVALID_SIDE#
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enumerator INVALID_POSITION_EFFECT#
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enumerator INVALID_QUANTITY#
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enumerator INVALID_MAX_SHOW_QUANTITY#
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enumerator INVALID_ORDER_TYPE#
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enumerator INVALID_TIME_IN_FORCE#
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enumerator INVALID_EXECUTION_INSTRUCTION#
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enumerator INVALID_ORDER_TEMPLATE#
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enumerator INVALID_PRICE#
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enumerator INVALID_STOP_PRICE#
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enumerator INVALID_ROUTING_ID#
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enumerator INVALID_REQUEST_VERSION#
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enumerator INVALID_REQUEST_ID#
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enumerator INVALID_REQUEST_TYPE#
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enumerator INVALID_REQUEST_STATUS#
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enumerator INVALID_REQUEST_ARGS#
Request arguments did not meet validation rules.
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enumerator UNKNOWN_EXTERNAL_ORDER_ID#
An external order identifier has not yet been received.
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enumerator REQUEST_RATE_LIMIT_REACHED#
Request rate limit has been reached.
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enumerator GATEWAY_NOT_READY#
Gateway not ready (could be disconnected or currently downloading)
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enumerator NETWORK_ERROR#
Network disconnect event (unknown request/order status)
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enumerator TIMEOUT#
Response has not been received (unknown request/order status)
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enumerator PARSE_ERROR#
Message parse error (unknown request/order status)
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enumerator MODIFY_HAS_NO_EFFECT#
Modify request has no effect on order.
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enumerator TOO_LATE_TO_MODIFY_OR_CANCEL#
Too late to modify or cancel (order has been filled or is already canceled)
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enumerator CONDITIONAL_REQUEST_HAS_FAILED#
Happens when gateway detects chain failure.
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enumerator UNKNOWN_ORDER_ID#
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enumerator INSUFFICIENT_FUNDS#
Insufficient funds for order action.
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enumerator UNDEFINED#
ExecutionInstruction#
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enum class roq::ExecutionInstruction : uint32_t#
Enumeration of execution types.
Values:
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enumerator UNDEFINED#
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enumerator PARTICIPATE_DO_NOT_INITIATE#
Cancel if order would have executed on placement (i.e. not as maker)
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enumerator CANCEL_IF_NOT_BEST#
Cancel if order can not be placed at best price.
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enumerator DO_NOT_INCREASE#
Order may only reduce net position, order quantity can automatically be reduced by exchange.
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enumerator DO_NOT_REDUCE#
Order can not be partially filled, aka. all-or-none (AON) orders.
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enumerator UNDEFINED#
Liquidity#
OptionType#
OrderStatus#
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enum class roq::OrderStatus : uint8_t#
Last known order status received from exchange.
Values:
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enumerator UNDEFINED#
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enumerator SENT#
Order has been sent to exchange (no response has been received yet)
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enumerator ACCEPTED#
Order has been accepted by exchange and is not yet been activated.
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enumerator SUSPENDED#
Order has been suspended and requires external action to re-activate.
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enumerator WORKING#
Order is working and has not yet been completely filled.
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enumerator STOPPED#
Order has guaranteed fill at as of yet unknown price.
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enumerator COMPLETED#
Order has been completely filled.
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enumerator EXPIRED#
Order has expired.
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enumerator CANCELED#
Order has been canceled.
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enumerator REJECTED#
Order has been rejected.
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enumerator UNDEFINED#
OrderType#
Origin#
PositionEffect#
Priority#
Protocol#
RateLimitType#
RequestIdType#
RequestStatus#
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enum class roq::RequestStatus : uint8_t#
Enumeration of request status types.
Values:
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enumerator UNDEFINED#
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enumerator FORWARDED#
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enumerator ACCEPTED#
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enumerator REJECTED#
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enumerator DISCONNECTED#
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enumerator TIMEOUT#
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enumerator FAILED#
Generic failure.
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enumerator ERROR#
Generic error, possibly parse error.
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enumerator UNDEFINED#
RequestType#
SecurityType#
Side#
StatisticsType#
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enum class roq::StatisticsType : uint8_t#
Enumeration of a statistics type.
Values:
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enumerator UNDEFINED#
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enumerator OPEN_PRICE#
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enumerator SETTLEMENT_PRICE#
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enumerator CLOSE_PRICE#
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enumerator OPEN_INTEREST#
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enumerator PRE_OPEN_INTEREST#
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enumerator PRE_SETTLEMENT_PRICE#
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enumerator PRE_CLOSE_PRICE#
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enumerator HIGHEST_TRADED_PRICE#
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enumerator LOWEST_TRADED_PRICE#
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enumerator UPPER_LIMIT_PRICE#
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enumerator LOWER_LIMIT_PRICE#
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enumerator INDEX_VALUE#
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enumerator MARGIN_RATE#
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enumerator FUNDING_RATE#
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enumerator FUNDING_RATE_PREDICTION#
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enumerator TRADE_VOLUME#
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enumerator UNDEFINED#
SupportType#
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enum class roq::SupportType : uint64_t#
Enumeration of support types.
Values:
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enumerator UNDEFINED#
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enumerator REFERENCE_DATA#
Reference data.
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enumerator MARKET_STATUS#
Market status.
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enumerator TOP_OF_BOOK#
Top of book.
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enumerator MARKET_BY_PRICE#
Market by price.
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enumerator MARKET_BY_ORDER#
Market by order.
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enumerator STATISTICS#
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enumerator CREATE_ORDER#
Create order.
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enumerator MODIFY_ORDER#
Modify order.
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enumerator CANCEL_ORDER#
Cancel order.
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enumerator ORDER_ACK#
Order ack.
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enumerator ORDER#
Order.
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enumerator ORDER_STATE#
Order.
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enumerator POSITION#
Position.
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enumerator FUNDS#
Funds.
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enumerator UNDEFINED#
TimeInForce#
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enum class roq::TimeInForce : uint8_t#
Order life-time, aka time in force.
Values:
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enumerator UNDEFINED#
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enumerator GFD#
Good for day, aka DAY.
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enumerator GTC#
Good till canceled.
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enumerator OPG#
At the open.
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enumerator IOC#
Immediate or cancel.
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enumerator GTX#
Good till crossing.
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enumerator GTD#
Good till date.
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enumerator AT_THE_CLOSE#
At the close.
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enumerator GOOD_THROUGH_CROSSING#
Good through crossing.
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enumerator AT_CROSSING#
At crossing.
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enumerator GOOD_FOR_TIME#
Good for time.
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enumerator GFA#
Good for auction.
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enumerator GFM#
Good for this month.
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enumerator UNDEFINED#
TradingStatus#
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enum class roq::TradingStatus : uint8_t#
Enumeration of the tradig status of a symbol.
Values:
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enumerator UNDEFINED#
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enumerator START_OF_DAY#
No matching, no order actions.
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enumerator PRE_OPEN#
No matching, all order actions.
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enumerator PRE_OPEN_NO_CANCEL#
No matching, only new orders.
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enumerator PRE_OPEN_FREEZE#
Matching, no order actions.
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enumerator OPEN#
Matching, all order actions.
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enumerator FAST_MARKET#
Same as Open, some settings could be relaxed by the exchange.
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enumerator HALT#
No matching, only order cancellation.
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enumerator CLOSE_NOT_FINAL#
Same as Close, state required to support mid-session PreOpen.
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enumerator PRE_CLOSE#
No matching, all order actions.
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enumerator PRE_CLOSE_NO_CANCEL#
No matching, only new orders.
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enumerator PRE_CLOSE_FREEZE#
Matching, no order actions.
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enumerator CLOSE#
No matching, no order actions, good-for-day orders automatically canceled.
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enumerator POST_CLOSE#
No matching, all order actions (only with next-trading-day validity)
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enumerator END_OF_DAY#
No matching, no order actions.
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enumerator UNDEFINED#