A bittrex processing connection. More...

#include <bittrexconnection.h>

Inheritance diagram for trader::BittrexProcessingConnection:

Collaboration diagram for trader::BittrexProcessingConnection:

[legend]

Classes
struct	BittrexMarketData
	In-memory cache of marketdata. More...

struct	MarketDataRequestRetrievalData
	A market data request retrieval data. More...

Public Types
typedef std::unordered_map< std::string, BittrexMarketData >	SymIDMap
	Defines an alias representing the symbol identifier map. More...

typedef std::unordered_map< std::string, MarketDataRequestRetrievalData >	MarketDataUpdateMap
	Defines an alias representing the market data update map. More...

Public Member Functions
void	SecurityListRequest (Poco::AutoPtr< Interface::SecurityListRequestData > securityListRequestData) override
	[Client-Side] Get a list of securities that can be traded on the exchange. More...

void	MarketDataRequest (Poco::AutoPtr< Interface::MarketDataRequestData > marketDataRequestData) override
	[Client-Side] Subscribes the current session to a Market Data - Snapshot/Full Refresh followed by zero or more Market Data - Incremental Refresh messages. More...

void	NewOrderSingle (Poco::AutoPtr< Interface::NewOrderSingleData > newOrderSingleData) override
	[Client-Side] Submit a new order to exchange More...

void	OrderCancelRequest (Poco::AutoPtr< Interface::OrderCancelRequestData > orderCancelRequestData) override
	TODO: Documentation. More...

void	TradeCaptureReportRequest (Poco::AutoPtr< Interface::TradeCaptureReportRequestData > tradeCaptureReportRequestData) override
	TODO: Documentation. More...

void	SetConnectionId (const std::string &_connectionId)
	Sets connection identifier. More...

void	SetExchange (Bittrex *_exchange)
	Sets an exchange. More...

void	RunMore ()
	Executes the more operation. More...

Public Member Functions inherited from trader::Interface::MessageReceivingConnection
void	ProcessMessage (Poco::AutoPtr< IMessageData > _messageData)

virtual void	IOI (Poco::AutoPtr< IOIData > iOIData) override

virtual void	Advertisement (Poco::AutoPtr< AdvertisementData > advertisementData) override

virtual void	ExecutionReport (Poco::AutoPtr< ExecutionReportData > executionReportData) override

virtual void	OrderCancelReject (Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData) override

virtual void	News (Poco::AutoPtr< NewsData > newsData) override

virtual void	Email (Poco::AutoPtr< EmailData > emailData) override

virtual void	NewOrderSingle (Poco::AutoPtr< NewOrderSingleData > newOrderSingleData) override

virtual void	NewOrderList (Poco::AutoPtr< NewOrderListData > newOrderListData) override

virtual void	OrderCancelRequest (Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData) override

virtual void	OrderCancelReplaceRequest (Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData) override

virtual void	OrderStatusRequest (Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData) override

virtual void	AllocationInstruction (Poco::AutoPtr< AllocationInstructionData > allocationInstructionData) override

virtual void	ListCancelRequest (Poco::AutoPtr< ListCancelRequestData > listCancelRequestData) override

virtual void	ListExecute (Poco::AutoPtr< ListExecuteData > listExecuteData) override

virtual void	ListStatusRequest (Poco::AutoPtr< ListStatusRequestData > listStatusRequestData) override

virtual void	ListStatus (Poco::AutoPtr< ListStatusData > listStatusData) override

virtual void	AllocationInstructionAck (Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData) override

virtual void	DontKnowTrade (Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData) override

virtual void	QuoteRequest (Poco::AutoPtr< QuoteRequestData > quoteRequestData) override

virtual void	Quote (Poco::AutoPtr< QuoteData > quoteData) override

virtual void	SettlementInstructions (Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData) override

virtual void	MarketDataRequest (Poco::AutoPtr< MarketDataRequestData > marketDataRequestData) override

virtual void	MarketDataSnapshotFullRefresh (Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData) override

virtual void	MarketDataIncrementalRefresh (Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData) override

virtual void	MarketDataRequestReject (Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData) override

virtual void	QuoteCancel (Poco::AutoPtr< QuoteCancelData > quoteCancelData) override

virtual void	QuoteStatusRequest (Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData) override

virtual void	MassQuoteAcknowledgement (Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData) override

virtual void	SecurityDefinitionRequest (Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData) override

virtual void	SecurityDefinition (Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData) override

virtual void	SecurityStatusRequest (Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData) override

virtual void	SecurityStatus (Poco::AutoPtr< SecurityStatusData > securityStatusData) override

virtual void	TradingSessionStatusRequest (Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData) override

virtual void	TradingSessionStatus (Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData) override

virtual void	MassQuote (Poco::AutoPtr< MassQuoteData > massQuoteData) override

virtual void	BusinessMessageReject (Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData) override

virtual void	BidRequest (Poco::AutoPtr< BidRequestData > bidRequestData) override

virtual void	BidResponse (Poco::AutoPtr< BidResponseData > bidResponseData) override

virtual void	ListStrikePrice (Poco::AutoPtr< ListStrikePriceData > listStrikePriceData) override

virtual void	RegistrationInstructions (Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData) override

virtual void	RegistrationInstructionsResponse (Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData) override

virtual void	OrderMassCancelRequest (Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData) override

virtual void	OrderMassCancelReport (Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData) override

virtual void	NewOrderCross (Poco::AutoPtr< NewOrderCrossData > newOrderCrossData) override

virtual void	CrossOrderCancelReplaceRequest (Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData) override

virtual void	CrossOrderCancelRequest (Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData) override

virtual void	SecurityTypeRequest (Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData) override

virtual void	SecurityTypes (Poco::AutoPtr< SecurityTypesData > securityTypesData) override

virtual void	SecurityListRequest (Poco::AutoPtr< SecurityListRequestData > securityListRequestData) override

virtual void	SecurityList (Poco::AutoPtr< SecurityListData > securityListData) override

virtual void	DerivativeSecurityListRequest (Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData) override

virtual void	DerivativeSecurityList (Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData) override

virtual void	NewOrderMultileg (Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData) override

virtual void	MultilegOrderCancelReplace (Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData) override

virtual void	TradeCaptureReportRequest (Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData) override

virtual void	TradeCaptureReport (Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData) override

virtual void	OrderMassStatusRequest (Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData) override

virtual void	QuoteRequestReject (Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData) override

virtual void	RFQRequest (Poco::AutoPtr< RFQRequestData > rFQRequestData) override

virtual void	QuoteStatusReport (Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData) override

virtual void	QuoteResponse (Poco::AutoPtr< QuoteResponseData > quoteResponseData) override

virtual void	Confirmation (Poco::AutoPtr< ConfirmationData > confirmationData) override

virtual void	PositionMaintenanceRequest (Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData) override

virtual void	PositionMaintenanceReport (Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData) override

virtual void	RequestForPositions (Poco::AutoPtr< RequestForPositionsData > requestForPositionsData) override

virtual void	RequestForPositionsAck (Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData) override

virtual void	PositionReport (Poco::AutoPtr< PositionReportData > positionReportData) override

virtual void	TradeCaptureReportRequestAck (Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData) override

virtual void	TradeCaptureReportAck (Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData) override

virtual void	AllocationReport (Poco::AutoPtr< AllocationReportData > allocationReportData) override

virtual void	AllocationReportAck (Poco::AutoPtr< AllocationReportAckData > allocationReportAckData) override

virtual void	ConfirmationAck (Poco::AutoPtr< ConfirmationAckData > confirmationAckData) override

virtual void	SettlementInstructionRequest (Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData) override

virtual void	AssignmentReport (Poco::AutoPtr< AssignmentReportData > assignmentReportData) override

virtual void	CollateralRequest (Poco::AutoPtr< CollateralRequestData > collateralRequestData) override

virtual void	CollateralAssignment (Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData) override

virtual void	CollateralResponse (Poco::AutoPtr< CollateralResponseData > collateralResponseData) override

virtual void	CollateralReport (Poco::AutoPtr< CollateralReportData > collateralReportData) override

virtual void	CollateralInquiry (Poco::AutoPtr< CollateralInquiryData > collateralInquiryData) override

virtual void	NetworkCounterpartySystemStatusRequest (Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData) override

virtual void	NetworkCounterpartySystemStatusResponse (Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData) override

virtual void	UserRequest (Poco::AutoPtr< UserRequestData > userRequestData) override

virtual void	UserResponse (Poco::AutoPtr< UserResponseData > userResponseData) override

virtual void	CollateralInquiryAck (Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData) override

virtual void	ConfirmationRequest (Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData) override

virtual void	ContraryIntentionReport (Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData) override

virtual void	SecurityDefinitionUpdateReport (Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData) override

virtual void	SecurityListUpdateReport (Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData) override

virtual void	AdjustedPositionReport (Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData) override

virtual void	AllocationInstructionAlert (Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData) override

virtual void	ExecutionAcknowledgement (Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData) override

virtual void	TradingSessionList (Poco::AutoPtr< TradingSessionListData > tradingSessionListData) override

virtual void	TradingSessionListRequest (Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData) override

virtual void	SettlementObligationReport (Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData) override

virtual void	DerivativeSecurityListUpdateReport (Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData) override

virtual void	TradingSessionListUpdateReport (Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData) override

virtual void	MarketDefinitionRequest (Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData) override

virtual void	MarketDefinition (Poco::AutoPtr< MarketDefinitionData > marketDefinitionData) override

virtual void	MarketDefinitionUpdateReport (Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData) override

virtual void	ApplicationMessageRequest (Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData) override

virtual void	ApplicationMessageRequestAck (Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData) override

virtual void	ApplicationMessageReport (Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData) override

virtual void	OrderMassActionReport (Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData) override

virtual void	OrderMassActionRequest (Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData) override

virtual void	UserNotification (Poco::AutoPtr< UserNotificationData > userNotificationData) override

virtual void	StreamAssignmentRequest (Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData) override

virtual void	StreamAssignmentReport (Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData) override

virtual void	StreamAssignmentReportACK (Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData) override

void	DoOperation (Poco::Int32 operation)

Public Member Functions inherited from trader::Interface::Connection
virtual void	SetReceivingConnection (Poco::AutoPtr< Connection > _connection)

virtual void	SetName (const std::string &_name)

virtual const std::string &	GetName () const

Public Attributes
Bittrex *	exchange

std::string	connectionId

SymIDMap	marketToTradeHistoryMap
	The market to trade history map.

MarketDataUpdateMap	marketDataUpdateMap
	The market data update map.

Public Attributes inherited from trader::Interface::Connection
Poco::AutoPtr< Connection >	receivingConnection

std::string	name

Detailed Description

A bittrex processing connection.

Member Typedef Documentation

◆ MarketDataUpdateMap

typedef std::unordered_map< std::string, MarketDataRequestRetrievalData > trader::BittrexProcessingConnection::MarketDataUpdateMap

Defines an alias representing the market data update map.

◆ SymIDMap

typedef std::unordered_map< std::string, BittrexMarketData > trader::BittrexProcessingConnection::SymIDMap

Defines an alias representing the symbol identifier map.

Member Function Documentation

◆ MarketDataRequest()

void trader::BittrexProcessingConnection::MarketDataRequest ( Poco::AutoPtr< Interface::MarketDataRequestData > marketDataRequestData )

override

[Client-Side] Subscribes the current session to a Market Data - Snapshot/Full Refresh followed by zero or more Market Data - Incremental Refresh messages.

Market data request.

Parameters

marketDataRequestData	Market Data Request Params
marketDataRequestData.MDReqID	Unique identifier of the market data request.Uniqueness must be guaranteed by the institution for the duration of the connection to the market data channel.
marketDataRequestData.SubscriptionRequestType	Indicates what type of response is expected. Valid Value: 1 = Snapshot + Updates(Subscribe)
marketDataRequestData.MarketDepth	Depth of the book to receive snapshot and updates for.

Valid Value: 0 = Full Book, 1 = Top of Book

Parameters

marketDataRequestData.NoMDEntryTypes	Number of MDEntryType fields requested
marketDataRequestData.MDEntryType	Type of market data entry to receive snapshots and updates for.

Valid values : 0 = Bid 1 = Offer 2 = Trade Q = Auction Clearing Price

Parameters

marketDataRequestData.NoRelatedSym	Number of symbols requested.
marketDataRequestData.Symbol	Market data symbol requested. Valid Values : See Security List for a list of supported symbols.

Parameters

marketDataRequestData Information describing the market data request.

◆ NewOrderSingle()

void trader::BittrexProcessingConnection::NewOrderSingle ( Poco::AutoPtr< Interface::NewOrderSingleData > newOrderSingleData )

override

[Client-Side] Submit a new order to exchange

Creates a new order single.

Parameters

newOrderSingleData	New Order Single Data Params
newOrderSingleData.ClOrdID	Unique identifier of the order as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel.
newOrderSingleData.ExecInst	[Optional]Specifies that an order should be Maker-or-Cancel, TimeInForce must be 1 (Good Till Cancel) Valid Value: 6 = Participate don't initiate (maker-or-cancel)
newOrderSingleData.OrderQty	Decimal amount of security to purchase. Full quantity will be visible on the book.
newOrderSingleData.OrdType	Order Type, Valid Value: 2 = Limit
newOrderSingleData.Price	[Optional]Decimal amount of USD to spend per Security.

Price is required when OrdTyp is 2 = Limit.

Parameters

newOrderSingleData.Side	Side of the order. Valid Value: 1 = Buy, 2 = Sell
newOrderSingleData.Symbol	Market data symbol requested. Valid Values : See Security List for a list of supported symbols.
newOrderSingleData.TimeInForce	Specifies how long the order remains in effect. Use 7 (At the close) for Auction orders Valid Values : 1 = Good Till Cancel (GTC) 3 = Immediate Or Cancel (IOC)
newOrderSingleData.TransactTime	Time of order creation(expressed in UTC).

Parameters

newOrderSingleData Information describing the new order single.

◆ OrderCancelRequest()

void trader::BittrexProcessingConnection::OrderCancelRequest ( Poco::AutoPtr< Interface::OrderCancelRequestData > orderCancelRequestData )

override

TODO: Documentation.

Order cancel request.

Parameters

orderCancelRequestData Information describing the order cancel request.

◆ RunMore()

void trader::BittrexProcessingConnection::RunMore ( )

Executes the more operation.

◆ SecurityListRequest()

void trader::BittrexProcessingConnection::SecurityListRequest ( Poco::AutoPtr< Interface::SecurityListRequestData > securityListRequestData )

override

[Client-Side] Get a list of securities that can be traded on the exchange.

Security list request.

Parameters

securityListRequestData	Request Data
securityListRequestData.SecurityReqID	Unique identifier of this request.

Parameters

securityListRequestData Information describing the security list request.

◆ SetConnectionId()

void trader::BittrexProcessingConnection::SetConnectionId ( const std::string & _connectionId )

inline

Sets connection identifier.

Parameters

_connectionId Identifier for the connection.

◆ SetExchange()

void trader::BittrexProcessingConnection::SetExchange ( Bittrex * _exchange )

inline

Sets an exchange.

Parameters

_exchange [in,out] If non-null, the exchange.

◆ TradeCaptureReportRequest()

void trader::BittrexProcessingConnection::TradeCaptureReportRequest ( Poco::AutoPtr< Interface::TradeCaptureReportRequestData > tradeCaptureReportRequestData )

override

TODO: Documentation.

Parameters

tradeCaptureReportRequestData Information describing the trade capture report request.

The documentation for this class was generated from the following files:

src/dataconnector/bittrexconnection.h
src/dataconnector/bittrexconnection.cpp

Classes

Public Types

Public Member Functions

Public Attributes

Detailed Description

Member Typedef Documentation

◆ MarketDataUpdateMap

◆ SymIDMap

Member Function Documentation

◆ MarketDataRequest()

◆ NewOrderSingle()

◆ OrderCancelRequest()

◆ RunMore()

◆ SecurityListRequest()

◆ SetConnectionId()

◆ SetExchange()

◆ TradeCaptureReportRequest()