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).

ConnectionStatus¶

struct roq::ConnectionStatus¶

Enumeration of exchange connectivity status as seen from a gateway.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator DISCONNECTED¶

enumerator CONNECTING¶

enumerator LOGIN_SENT¶

enumerator DOWNLOADING¶

enumerator READY¶

enumerator LOGGED_OUT¶

Error¶

struct roq::Error¶

Enumeration of error types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator UNKNOWN¶

enumerator GATEWAY_NOT_READY¶

enumerator INVALID_ACCOUNT¶

enumerator INVALID_EXCHANGE¶

enumerator INVALID_SYMBOL¶

enumerator INVALID_ORDER_TYPE¶

enumerator INVALID_TIME_IN_FORCE¶

enumerator INVALID_POSITION_EFFECT¶

enumerator INVALID_ORDER_TEMPLATE¶

enumerator NETWORK_ERROR¶

enumerator UNKNOWN_ERROR_ID¶

enumerator UNKNOWN_EXCHANGE_ORDER_ID¶

enumerator MODIFY_ORDER_NOT_SUPPORTED¶

enumerator INVALID_ORDER_ID¶

enumerator EXECUTION_INSTRUCTION_NOT_SUPPORTED¶

ExecutionInstruction¶

struct roq::ExecutionInstruction¶

Enumeration of execution types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator PARTICIPATE_DO_NOT_INITIATE¶

enumerator CANCEL_IF_NOT_BEST¶

enumerator DO_NOT_INCREASE¶

enumerator DO_NOT_REDUCE¶

OptionType¶

struct roq::OptionType¶

Enumeration of option types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CALL¶

enumerator PUT¶

OrderStatus¶

struct roq::OrderStatus¶

Enumeration of order status types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator SENT¶

enumerator REJECTED¶

enumerator ACCEPTED¶

enumerator PENDING¶

enumerator WORKING¶

enumerator COMPLETED¶

enumerator CANCELED¶

OrderType¶

struct roq::OrderType¶

Enumeration of order types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator MARKET¶

enumerator LIMIT¶

OrderUpdateAction¶

struct roq::OrderUpdateAction¶

Enumeration of order update action types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator NEW¶

enumerator MODIFY¶

enumerator REMOVE¶

Origin¶

struct roq::Origin¶

Enumeration of origin types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CLIENT¶

enumerator GATEWAY¶

enumerator BROKER¶

enumerator EXCHANGE¶

PositionEffect¶

struct roq::PositionEffect¶

Enumeration of position effect types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator OPEN¶

enumerator CLOSE¶

Priority¶

struct roq::Priority¶

Enumeration of priority.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator PRIMARY¶: Primary.

RequestStatus¶

struct roq::RequestStatus¶

Enumeration of request status types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator FORWARDED¶

enumerator ACCEPTED¶

enumerator REJECTED¶

enumerator TIMEOUT¶

RequestType¶

struct roq::RequestType¶

Enumeration of request types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CREATE_ORDER¶

enumerator MODIFY_ORDER¶

enumerator CANCEL_ORDER¶

SecurityType¶

struct roq::SecurityType¶

Enumeration of security/instrument types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator SPOT¶

enumerator FUTURES¶

enumerator OPTION¶

Side¶

struct roq::Side¶

Enumeration of the side of a trade.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator BUY¶

enumerator SELL¶

StatisticsType¶

struct roq::StatisticsType¶

Enumeration of a statistics type.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator OPEN_PRICE¶

enumerator SETTLEMENT_PRICE¶

enumerator CLOSE_PRICE¶

enumerator OPEN_INTEREST¶

enumerator PRE_OPEN_INTEREST¶

enumerator PRE_SETTLEMENT_PRICE¶

enumerator PRE_CLOSE_PRICE¶

enumerator HIGHEST_TRADED_PRICE¶

enumerator LOWEST_TRADED_PRICE¶

enumerator UPPER_LIMIT_PRICE¶

enumerator LOWER_LIMIT_PRICE¶

enumerator INDEX_VALUE¶

enumerator MARGIN_RATE¶

enumerator FUNDING_RATE¶

enumerator DAILY_FUNDING_RATE¶

StreamType¶

struct roq::StreamType¶

Enumeration of stream types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator FIX¶: FIX.

enumerator WEB_SOCKET¶: Web-Socket.

enumerator REST¶: REST.

SupportType¶

struct roq::SupportType¶

Enumeration of support types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator REFERENCE_DATA¶: Reference data.

enumerator MARKET_STATUS¶: Market status.

enumerator TOP_OF_BOOK¶: Top of book.

enumerator MARKET_BY_PRICE¶: Market by price.

enumerator MARKET_BY_ORDER¶: Market by order.

enumerator TRADE_SUMMARY¶: Trade summary.

enumerator STATISTICS¶: Statistics.

enumerator CREATE_ORDER¶: Create order.

enumerator MODIFY_ORDER¶: Modify order.

enumerator CANCEL_ORDER¶: Cancel order.

enumerator ORDER_ACK¶: Order ack.

enumerator ORDER¶: Order.

enumerator TRADE¶: Trade.

enumerator POSITION¶: Position.

enumerator FUNDS¶: Funds.

TimeInForce¶

struct roq::TimeInForce¶

Enumeration of the time-in-force order attribute.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator FOK¶: Fill or Kill.

enumerator IOC¶: Immediate or Cancel.

enumerator GFD¶: Good for Day.

enumerator GTC¶: Good till Canceled.

TradingStatus¶

struct roq::TradingStatus¶

Enumeration of the tradig status of a symbol.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CLOSED¶

enumerator OPEN¶