#include <strategy.h>

Public Attributes
void *	ctx

void(*	on_mdata_trade )(strategy_t , xroad_instr_t , const mdata_trade_t , void )

void(*	on_mdata_quote )(strategy_t , xroad_instr_t , const mdata_quote_t , void )

void(*	on_mdata_book )(strategy_t , xroad_instr_t , const mdata_book_20_t , void )

void(*	on_mdata_common )(strategy_t , xroad_instr_t , const mdata_common_info_t , void )

void(*	on_mdata_order )(strategy_t , xroad_instr_t , const mdata_order_t , void )

void(*	on_mdata_feed_state )(strategy_t , xroad_instr_t , const mdata_feed_state_type_t, void *)

void(*	on_order_before_send )(strategy_t , order_t , void *ctx)

void(*	on_order_activated )(strategy_t , order_t , void *ctx)

void(*	on_order_trade )(strategy_t , order_t , xroad_trade_t , void ctx)

void(*	on_order_canceled )(strategy_t , order_t , xroad_rej_reason_t, xroad_str_t, void *)

void(*	on_order_canceled_unexpected )(strategy_t , order_t , xroad_rej_reason_t, xroad_str_t, void *)

void(*	on_order_replaced )(strategy_t , order_t , void *)

void(*	on_order_rejected )(strategy_t , order_t , xroad_rej_reason_t, xroad_str_t, void *)

void(*	on_order_cancel_rejected )(strategy_t , order_t , xroad_rej_reason_t, xroad_str_t, void *)

void(*	on_order_replace_rejected )(strategy_t , order_t , xroad_rej_reason_t, xroad_str_t, void *)

void(*	on_pos_updated )(strategy_t , xroad_instr_t , xroad_price_t, xroad_qty_t, xroad_price_t, xroad_price_t, void *)

void(*	on_order_destroyed )(strategy_t , order_t , void *)

xroad_errno_t(*	on_order_restore )(strategy_t , order_t , xroad_order_t , void )

Detailed Description

strategy callbacks. All callbacks are optional

Member Data Documentation

◆ ctx

void* strategy_callback_t::ctx

pointer to context

◆ on_mdata_book

void(* strategy_callback_t::on_mdata_book) (strategy_t *, xroad_instr_t *, const mdata_book_20_t *, void *)

fired on book received

◆ on_mdata_common

void(* strategy_callback_t::on_mdata_common) (strategy_t *, xroad_instr_t *, const mdata_common_info_t *, void *)

fired when common_info received

◆ on_mdata_feed_state

void(* strategy_callback_t::on_mdata_feed_state) (strategy_t *, xroad_instr_t *, const mdata_feed_state_type_t, void *)

fired when feed state changed

◆ on_mdata_order

void(* strategy_callback_t::on_mdata_order) (strategy_t *, xroad_instr_t *, const mdata_order_t *, void *)

fired when order_log received

◆ on_mdata_quote

void(* strategy_callback_t::on_mdata_quote) (strategy_t *, xroad_instr_t *, const mdata_quote_t *, void *)

fired on quote (BBA) received

◆ on_mdata_trade

void(* strategy_callback_t::on_mdata_trade) (strategy_t *, xroad_instr_t *, const mdata_trade_t *, void *)

fired on trade received

◆ on_order_activated

void(* strategy_callback_t::on_order_activated) (strategy_t *, order_t *, void *ctx)

fired when order is activated

◆ on_order_before_send

void(* strategy_callback_t::on_order_before_send) (strategy_t *, order_t *, void *ctx)

fired when order is ready to send

◆ on_order_cancel_rejected

void(* strategy_callback_t::on_order_cancel_rejected) (strategy_t *, order_t *, xroad_rej_reason_t, xroad_str_t, void *)

fired when cancel is rejected

◆ on_order_canceled

void(* strategy_callback_t::on_order_canceled) (strategy_t *, order_t *, xroad_rej_reason_t, xroad_str_t, void *)

fired when order is canceled

◆ on_order_canceled_unexpected

void(* strategy_callback_t::on_order_canceled_unexpected) (strategy_t *, order_t *, xroad_rej_reason_t, xroad_str_t, void *)

fired when order is canceled

◆ on_order_destroyed

void(* strategy_callback_t::on_order_destroyed) (strategy_t *, order_t *, void *)

fired when order is destroyed

◆ on_order_rejected

void(* strategy_callback_t::on_order_rejected) (strategy_t *, order_t *, xroad_rej_reason_t, xroad_str_t, void *)

fired when order is rejected

◆ on_order_replace_rejected

void(* strategy_callback_t::on_order_replace_rejected) (strategy_t *, order_t *, xroad_rej_reason_t, xroad_str_t, void *)

fired when replace rejected

◆ on_order_replaced

void(* strategy_callback_t::on_order_replaced) (strategy_t *, order_t *, void *)

fired when order is replaced

◆ on_order_restore

xroad_errno_t(* strategy_callback_t::on_order_restore) (strategy_t *, order_t *, xroad_order_t *, void *)

fired when order is restored

◆ on_order_trade

void(* strategy_callback_t::on_order_trade) (strategy_t *, order_t *, xroad_trade_t *, void *ctx)

fired when order fill received

◆ on_pos_updated

void(* strategy_callback_t::on_pos_updated) (strategy_t *, xroad_instr_t *, xroad_price_t, xroad_qty_t, xroad_price_t, xroad_price_t, void *)

fired when position updated

Parameters

-	strategy
-	instrument
-	avg price
-	position(negative sign for short)
-	realized pnl
-	unrealized pnl
-	context

The documentation for this struct was generated from the following file:

/home/dmitryme/dev/xroad/release/sdk/include/strategy/strategy.h

Public Attributes