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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote.
quantity	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote.
quantity	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The 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

md	The AP_MDM_Interface to use.
subKey	The subscription key this Quotebook Data is for.
level	The 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

md	The AP_MDM_Interface to use.
subKey	The subscription key this Quotebook Data is for.
level	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantity	The quantity as a AP_int64 for this quote.
price	The price as an AP_float64 for this quote.
party	The party as a const char* for this quote.
requestId	The request Id as a const char* for this quote.
tradable	The tradeable flag as a const bool for this quote.
epValues	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantity	The quantity as a AP_int64 for this quote.
price	The price as an AP_float64 for this quote.
party	The party as a const char* for this quote.
requestId	The request Id as a const char* for this quote.
tradable	The tradeable flag as a const bool for this quote.
epValues	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantity	The quantity as a AP_int64 for this quote.
price	The price as an AP_float64 for this quote.
party	The party as a const char* for this quote.
requestId	The request Id as a const char* for this quote.
tradable	The tradeable flag as a const bool for this quote.
epValues	The 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

md	The AP_MDM_Interface to use for this Quotebook Data.
subKey	The subscription key this Quotebook Data is for.
quoteId	The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting.
quantity	The quantity as a AP_int64 for this quote.
price	The price as an AP_float64 for this quote.
party	The party as a const char* for this quote.
requestId	The request Id as a const char* for this quote.
tradable	The tradeable flag as a const bool for this quote.
epValues	The 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