TT CORE SDK

Submitting Orders

Submitting Orders

To submit an order and start receiving order/fill updates, you:

  • Create an instance of ttsdk::OrderPtr class and call the ttsdk::CreateOrder() method passing an InstrumentPtr reference that defines the instrument for which you want to submit an order.
  • If you have derived a class from ttsdk::IOrderEventHandler to receive order / fill events for specific solicited orders, call the Subscribe() method of the OrderPtr instance passing an instance of the event handler.
  • Create an instance of ttsdk::OrderProfile and fill in the order’s parameters.
  • Call the SendNew() method of the OrderPtr instance passing the OrderProfile instance.

The following code snippet demonstrates an example of this process. 


ttsdk::OrderProfile profile_;
ttsdk::OrderPtr order_;
OrderObserver orderObs_;

void SubmitOrder(ttsdk::InstrumentPtr instrument, double price, double qty)
  {
  order_ = ttsdk::CreateOrder(instrument);
  if (!order_)
  {
      std::cout << "Order creation failed." << std::endl;
      return;
  }

  order_->Subscribe(orderObs_);

  profile_.request_id++;
  profile_.account_id = 12345;
  profile_.side = ttsdk::OrderSide::Buy;
  profile_.price = price
  profile_.quantity = qty;
  profile_.type = ttsdk::OrderType::Limit;
  profile_.tif = ttsdk::TimeInForce::Day;
  order_->SendNew(profile_);
  }

The OrderProfile class has a member named LeaveOnRestart. It is set to true by default. If you are writing a TT Application Server, setting this to false will result in the order being deleted after your application is restarted.

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Receiving Only Specific Solicited Order / Fill Events

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Modifying Orders