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Quotebook Processing API

Functions

AP_MDM_API void AP_MDM_SetBidQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity, AP_float64 price, const char *party, const char *requestId, const bool tradable, const StringDictionary &epValues)
 
AP_MDM_API void AP_MDM_SetAskQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity, AP_float64 price, const char *party, const char *requestId, const bool tradable, const StringDictionary &epValues)
 
AP_MDM_API void AP_MDM_InsertBidQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity, AP_float64 price, const char *party, const char *requestId, const bool tradable, const StringDictionary &epValues)
 
AP_MDM_API void AP_MDM_InsertAskQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity, AP_float64 price, const char *party, const char *requestId, const bool tradable, const StringDictionary &epValues)
 
AP_MDM_API void AP_MDM_DeleteBidQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity)
 
AP_MDM_API void AP_MDM_DeleteAskQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId, AP_int64 quantity)
 
AP_MDM_API void AP_MDM_DeleteMultipleBidQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId)
 
AP_MDM_API void AP_MDM_DeleteMultipleAskQuotebookData (AP_MDM_Interface *md, const char *subKey, const char *quoteId)
 
AP_MDM_API const char * AP_MDM_GetBidQuotebookIdAtLevel (AP_MDM_Interface *md, const char *subKey, AP_int64 level)
 
AP_MDM_API const char * AP_MDM_GetAskQuotebookIdAtLevel (AP_MDM_Interface *md, const char *subKey, AP_int64 level)
 

Detailed Description

Quotebook Processing API

The QuoteId/Quantity are used to uniquely identify a quote. You can only modify the price of a quote already in the book, to alter the quantity, you must delete the old quote and add a new one.

Since
CMF 5.0.1

Function Documentation

AP_MDM_API void AP_MDM_DeleteAskQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity 
)

Delete a Quote from the Ask side of the book, keyed off the quoteId/quantity.

If the Id/quantity does not exist, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote.
quantityThe quantity as a AP_int64 for this quote.
See also
AP_MDM_SubscriptionCommit
AP_MDM_API void AP_MDM_DeleteBidQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity 
)

Delete a Quote from the Bid side of the book, keyed off the quoteId/quantity.

If the Id/quantity does not exist, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote.
quantityThe quantity as a AP_int64 for this quote.
See also
AP_MDM_SubscriptionCommit
AP_MDM_API void AP_MDM_DeleteMultipleAskQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId 
)

Delete all Quotes with the supplied Quote Id from the Ask side of the book.

If the Id does not exist, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote.
See also
AP_MDM_SubscriptionCommit
AP_MDM_API void AP_MDM_DeleteMultipleBidQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId 
)

Delete all Quotes with the supplied Quote Id from the Bid side of the book.

If the Id does not exist, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote.
See also
AP_MDM_SubscriptionCommit
AP_MDM_API const char* AP_MDM_GetAskQuotebookIdAtLevel ( AP_MDM_Interface md,
const char *  subKey,
AP_int64  level 
)

Get the quote Id of a level from the Ask side of the book.

Parameters
mdThe AP_MDM_Interface to use.
subKeyThe subscription key this Quotebook Data is for.
levelThe level to get the quote Id for, 0 being the top.
Returns
The quote Id, or NULL if not found.
AP_MDM_API const char* AP_MDM_GetBidQuotebookIdAtLevel ( AP_MDM_Interface md,
const char *  subKey,
AP_int64  level 
)

Get the quote Id of a level from the Bid side of the book.

Parameters
mdThe AP_MDM_Interface to use.
subKeyThe subscription key this Quotebook Data is for.
levelThe level to get the quote Id for, 0 being the top.
Returns
The quote Id, or NULL if not found.
AP_MDM_API void AP_MDM_InsertAskQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity,
AP_float64  price,
const char *  party,
const char *  requestId,
const bool  tradable,
const StringDictionary epValues 
)

Insert a Quote into the Ask side of the book, keyed off the quoteId/quantity.

If the Id/quantity already exists, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantityThe quantity as a AP_int64 for this quote.
priceThe price as an AP_float64 for this quote.
partyThe party as a const char* for this quote.
requestIdThe request Id as a const char* for this quote.
tradableThe tradeable flag as a const bool for this quote.
epValuesThe map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot.
See also
AP_MDM_SubscriptionCommit
StringDictionary
AP_MDM_API void AP_MDM_InsertBidQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity,
AP_float64  price,
const char *  party,
const char *  requestId,
const bool  tradable,
const StringDictionary epValues 
)

Insert a Quote into the Bid side of the book, keyed off the quoteId/quantity.

If the Id/quantity already exists, this update will silently fail.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantityThe quantity as a AP_int64 for this quote.
priceThe price as an AP_float64 for this quote.
partyThe party as a const char* for this quote.
requestIdThe request Id as a const char* for this quote.
tradableThe tradeable flag as a const bool for this quote.
epValuesThe map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot.
See also
AP_MDM_SubscriptionCommit
StringDictionary
AP_MDM_API void AP_MDM_SetAskQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity,
AP_float64  price,
const char *  party,
const char *  requestId,
const bool  tradable,
const StringDictionary epValues 
)

Update a Quote on the Ask side of the book, keyed off the quoteId/quantity.

If the Id/quantity does not exist, a new Quotebook entry will be inserted. If it does exist, the entry will be updated.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantityThe quantity as a AP_int64 for this quote.
priceThe price as an AP_float64 for this quote.
partyThe party as a const char* for this quote.
requestIdThe request Id as a const char* for this quote.
tradableThe tradeable flag as a const bool for this quote.
epValuesThe map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot.
See also
AP_MDM_SubscriptionCommit
StringDictionary
AP_MDM_API void AP_MDM_SetBidQuotebookData ( AP_MDM_Interface md,
const char *  subKey,
const char *  quoteId,
AP_int64  quantity,
AP_float64  price,
const char *  party,
const char *  requestId,
const bool  tradable,
const StringDictionary epValues 
)

Update a Quote on the Bid side of the book, keyed off the quoteId/quantity.

If the Id/quantity does not exist, a new Quotebook entry will be inserted. If it does exist, the entry will be updated.

Parameters
mdThe AP_MDM_Interface to use for this Quotebook Data.
subKeyThe subscription key this Quotebook Data is for.
quoteIdThe quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantityThe quantity as a AP_int64 for this quote.
priceThe price as an AP_float64 for this quote.
partyThe party as a const char* for this quote.
requestIdThe request Id as a const char* for this quote.
tradableThe tradeable flag as a const bool for this quote.
epValuesThe map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot.
See also
AP_MDM_SubscriptionCommit
StringDictionary