TT CORE SDK

Downloading Fills

Downloading Fills

For efficiency reasons, TT Core SDK does not hold fills in memory. If you need to access past fills, you:

  • Create a class that is derived from ttsdk::IFillDownloadCallbackHandlerPtr and defines your event handler. You must provide implementations for:
    • virtual void OnDownloadComplete(const DownloadResult code, HistoricalFillCollectionPtr orders, const char* message) = 0;
      • Callback fired when the fill download is completed
  • Call the DownloadFills() function passing your event handler instance variable and other query parameters.

The following code snippet demonstrates an example of this process. 


class FillObserver : public ttsdk::IFillDownloadCallbackHandlerPtr
  {
    public:
      FillObserver() {}

      virtual void OnDownloadComplete(const DownloadResult code,
      HistoricalFillCollectionPtr fills, const char* message)
      {
        if (code == DownloadResult.SUCCESS)
        {
          for (size_t i = 0; i < fills->GetCount(); i++)
          {
            FillPtr fill = fills->GetFill(i);
            ExecutionReportPtr er = fill->GetExecutionReport();
            std::cout << “Order ID = “ 
                      << er->GetOrderId()
                      << “ Cumulative Fill Qty = “ 
                      << er->GetCumQty()
                      << std::endl;
          }
        }
        else
        {
          std::cout << "Fill download request failed -- “ 
                    << message 
                    << std::endl;
        }
      }
  };

FillObserver fillObserver;

void foo()
{
  // …

  const uint64_t accountId = 12345;
  bool result = ttsdk::DownloadFills(fillObserver, accountId);

  // …
}

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