TT CORE SDK

Receiving Only Specific Solicited Order / Fill Events

Receiving Only Specific Solicited Order / Fill Events

To receive specific solicited order / fill events, you need to:

  • Create a class that is derived from ttsdk::IOrderEventHandler and provide implementations for the following methods.

    • virtual void OnExecutionReport(OrderPtr order, ExecutionReportPtr execRpt) = 0;

      • Callback fired when delivering execution report messages
    • virtual void OnReject(OrderPtr order, RejectResponsePtr rejResp) = 0;
      • Callback fired when delivering order reject messages
    • virtual void OnSendFailed(OrderPtr order, const OrderProfile& profile, const SendCode code) = 0;
      • Callback fired when a request delivery surpasses the timeout threshold
    • virtual void OnUnsubscribed(const char* orderId) = 0;
      • Callback fired when the unsubscribe request is complete and it is safe to destroy the handler object
  • Call the Subscribe() method of the OrderPtr instance passing an instance of the class that defines your ttsdk::IOrderEventHandler event handler.

A sample implementation of class derived from ttsdk::IOrderEventHandler is demonstrated in the following code snippet. 


      class OrderObserver: public ttsdk::IOrderEventHandler
      {
        public: OrderObserver() {}
    
        virtual void OnExecutionReport(ttsdk::OrderPtr order,
                                       ttsdk::ExecutionReportPtr execRpt) override
        {
          switch (execRpt - > GetExecType())
          {
            case ttsdk::ExecType::New:
              std::cout < <
              "Order successfully entered in market. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              std::endl;
              break;
            case ttsdk::ExecType::Canceled:
              std::cout < <
              "Order successfully cancelled. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              "[external=" < <
              execRpt - >
              IsExternalAction() < <
              "]" < <
              std::endl;
              break;
            case ttsdk::ExecType::Replaced:
              std::cout < <
              "Order replaced. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " TTOrderId=" < <
              order - >
              GetOrderId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              "[external=" < <
              execRpt - >
              IsExternalAction() < <
              "]" < <
              std::endl;
              break;
            case ttsdk::ExecType::Trade:
              std::cout < <
              "Order filled. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " TTOrderId=" < <
              order - >
              GetOrderId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              std::endl;
              break;
            case ttsdk::ExecType::Rejected:
              std::cout < <
              "Order filled. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " TTOrderId=" < <
              order - >
              GetOrderId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              std::endl;
              break;
            default:
              std::cout < <
              "Unhandled event. RequestId=" < <
              execRpt - >
              GetRequestId() < <
              " TTOrderId=" < <
              order - >
              GetOrderId() < <
              " OrderStatus=" < <
              ttsdk::ToString(execRpt - > GetOrderStatus()) < <
              " ExecutionType=" < <
              ttsdk::ToString(execRpt - > GetExecType()) < <
              std::endl;
          }
        }
    
        virtual void OnReject(ttsdk::OrderPtr order,
          ttsdk::RejectResponsePtr rejResp) override
        {
          std::cout < <
          "OnReject event. RequestId=" < <
          rejResp - >
          GetRequestId() < <
          " TTOrderId=" < <
          order - >
          GetOrderId() < <
          " RejectReason=" < <
          ttsdk::ToString(rejResp - > GetRejectReason()) < <
          " Text=" < <
          rejResp - >
          GetText() < <
          std::endl;
          order_.reset();
        }
    
        virtual void OnSendFailed(ttsdk::OrderPtr order, const 
                                  ttsdk::OrderProfile & profile, const 
                                  ttsdk::IOrderEventHandler::SendCode code) override
        {
          std::cout < <
          "Order send failed. RequestId=" < <
          profile.request_id < <
          " TTOrderId=" < <
          order - >
          GetOrderId() < <
          " SendCode=" < <
          (int) code < <
          std::endl;
        }
    
        virtual void OnUnsubscribed(const char *orderId) override
        {
          std::cout < <
          "Order observer for orderId=" 
          < < orderId
          < <
          " has been successfully unsubscribed." 
          < <
          std::endl;
        }
      };

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Receiving Solicited and Unsolicited Order / Fill Events

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Submitting Orders