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Function list:

** Strategy initialisation, launch and finishing:** void strategyInit ( )
void strategy ( )
void strategyFinish ( )

** Info: ** idtype strategyId ( )
uint16 numberOfPrimeBrokers ( )
idtype primeBrokerId (uint16 pbIndex)
uint16 primeBrokerIndex (idtype pbId)
int32 primeBrokerNameFromId (idtype pbId, char *name)
int32 primeBrokerNameFromIndex (uint16 pbIndex, char *name)
uint16 numberOfTradingInterfaces ( )
boolean tradingInterfaceOK (uint16 tiIndex)
idtype tradingInterfaceId (uint16 tiIndex)
uint16 tradingInterfaceIndex (idtype tiId)
int32 tradingInterfaceNameFromId (idtype tiId, char *name)
int32 tradingInterfaceNameFromIndex (uint16 tiIndex, char *name)
idtype primeBrokerForTradingInterfaceIndex (uint16 tiIndex)
idtype primeBrokerForTradingInterfaceId (idtype tiId)
idtype venueForTradingInterfaceIndex (uint16 tiIndex)
idtype venueForTradingInterfaceId (idtype tiId)
idtype venueTypeForTradingInterfaceIndex (uint16 tiIndex)
idtype venueTypeForTradingInterfaceId (idtype tiId)

** Prices: ** int32 topOfBookSortedAskPrices (idtype security, uint32 *priceList, uint32 *liquidityList, idtype *tiIdList, int32 *tiIndexList)
int32 topOfBookSortedBidPrices (idtype security, uint32 *priceList, uint32 *liquidityList, idtype *tiIdList, int32 *tiIndexList)
int32 fbdSortedBidPrices (idtype security, idtype tiId, uint32 *priceList, uint32 *liquidityList, idtype *quoteList)
int32 fbdSortedAskPrices (idtype security, idtype tiId, uint32 *priceList, uint32 *liquidityList, idtype *quoteList)
uint32 topOfBookAsk (uint16 security)
uint32 topOfBookBid (uint16 security)
uint32 topOfBookLiquidityAsk (uint16 security)
uint32 topOfBookLiquidityBid (uint16 security)
uint32 topOfBookTiIndexAsk (uint16 security)
uint32 topOfBookTiIndexBid (uint16 security)
number securityPrice (uint16 security)
number assetPrice (uint16 asset)
uint32 changeTopOfBookAsk (uint16 tiIndex, uint16 security)
uint32 changeTopOfBookBid (uint16 tiIndex, uint16 security)
uint32 changeSortingAsk (uint16 security)
uint32 changeSortingBid (uint16 security)
number changeSecurityPrice (uint16 security)
number changeAssetPrice (uint16 asset)
number changeAccounting (idtype pbIndex)
** Accounting number equity (idtype pbIndex)
number usedMargin (idtype pbIndex)
number reservedMargin (idtype pbIndex)
number globalEquity ( )

Function Documentation

number assetPrice (uint16 asset)

securityPrice Returns the Book price for a given security Parameters: security we request the price for
Returns: security price (0 if none is available)
number changeAccounting (idtype pbIndex)

changeAssetPrice Returns the asset price for a given asset Parameters: asset we request the price for Returns: asset price (0 if there is no change from the last strategy call) number changeAssetPrice (uint16 asset)

changeSecurityPrice Returns the security price for a given security Parameters: security we request the price for Returns: security price (0 if there is no change from the last strategy call) number changeSecurityPrice (uint16 security)

changeSortingBid Returns the best Top of Book Bid price for a given security Parameters: security we request the price for Returns: best Top of Book price (0 if there is no change from the last strategy call) uint32 changeSortingAsk (uint16 security)

changeTopOfBookBid Returns the best Top of Book Bid price for a given security and a trading interface Parameters: security we request the price for tiIndex we request the price for Returns: best Top of Book price (0 if there is no change from the last strategy call) uint32 changeSortingBid (uint16 security)

changeSortingAsk Returns the best Top of Book Ask price for a given security Parameters: security we request the price for Returns: best Top of Book price (0 if there is no change from the last strategy call) uint32 changeTopOfBookAsk (uint16 tiIndex, uint16 security)

assetPrice Returns the Book price for a given asset Parameters: asset we request the price for Returns: asset price (0 if none is available) uint32 changeTopOfBookBid (uint16 tiIndex, uint16 security)

changeTopOfBookAsk Returns the best Top of Book Ask price for a given security and a trading interface Parameters: security we request the price for tiIndex we request the price for Returns: best Top of Book price (0 if there is no change from the last strategy call) number equity (idtype pbIndex)

changeAccounting Returns the Equity value for a given Primer Broker Index Parameters: pbIndex Primer Broker we request the equity for Returns: Equity value (0 if there is no Accounting change from the last strategy call) int32 fbdSortedAskPrices (idtype security, idtype tiId, uint32 * priceList, uint32 * liquidityList, idtype * quoteList)

fbdSortedBidPrices Returns the available Full Book Bid prices (sorted) for a given security Parameters: security we request the prices for priceList (output parameter). List of available prices, price value liquidityList (output parameter). List of available prices, liquidity value quoteList (output parameter). List of available prices, quote index Returns: number of prices available in the list (0 if none is available) int32 fbdSortedBidPrices (idtype security, idtype tiId, uint32 * priceList, uint32 * liquidityList, idtype * quoteList)

topOfBookSortedBidPrices Returns the available Top of Book Bid prices (sorted) for a given security Parameters: security we request the prices for priceList (output parameter). List of available prices, price value liquidityList (output parameter). List of available prices, liquidity value tiIdList (output parameter). List of available prices, trading interface identification tiIdList (output parameter). List of available prices, trading interface index Returns: number of prices available in the list (0 if none is available) number globalEquity ()

reserved Margin Returns the reserved Margin value for a given Primer Broker Index Parameters: pbIndex Primer Broker we request the equity for Returns: reserved Margin value uint16 numberOfPrimeBrokers ()

strategyId Returns the strategy identification Returns: Strategy identification (returns 0 on error) uint16 numberOfTradingInterfaces ()

primeBrokerNameFromIndex Returns the Prime Broker name from Prime Broker Index Parameters: pbIndex Prime Broker index name (Output parameter). Prime Broker name string Returns: result of the operation (OK or ERROR, defined in hftUtils_types.h) idtype primeBrokerForTradingInterfaceId (idtype tiId)

primeBrokerForTradingInterfaceIndex Returns the Prime Broker Identification from the Trading Interface index Parameters: tiIndex Trading Interface index Returns: Primer Broker Identification (returns 0 on error) idtype primeBrokerForTradingInterfaceIndex (uint16 tiIndex)

tradingInterfaceNameFromIndex Returns the Trading Interface name from the Trading Interface index Parameters: tiIndex Trading Interface index name (output parameter). Trading Interface name string Returns: result of the operation (OK or ERROR) idtype primeBrokerId (uint16 pbIndex)

numberOfPrimeBrokers Provides the number of Prime Brokers Returns: number of Prime Brokers (returns 0 on error) uint16 primeBrokerIndex (idtype pbId)

primeBrokerId Returns the Prime Broker Identification from the Prime Broker index Parameters: pbIndex Prime Broker index, 0 to number of Prime Brokers Returns: Primer Broker identification (returns 0 on error) int32 primeBrokerNameFromId (idtype pbId, char * name)

primeBrokerIndex Returns the Prime Broker index from the Primer Broker Identification Parameters: pbId Prime Broker identification Returns: Primer Broker index (returns 0xFFFF on error) int32 primeBrokerNameFromIndex (uint16 pbIndex, char * name)

primeBrokerNameFromId Returns the Prime Broker name from the Prime Broker Identification Parameters: pbId Prime Broker identification name (output parameter). Prime Broker name string Returns: result of the operation (OK or ERROR, defined in hftUtils_types.h) number reservedMargin (idtype pbIndex)

usedMargin Returns the used Margin value for a given Primer Broker Index Parameters: pbIndex Primer Broker we request the equity for Returns: used Margin value number securityPrice (uint16 security)

topOfBookTiIndexBid Returns the best Top of Book Bid Trading Interface index for a given security Parameters: security we request the Trading Interface for Returns: best Top of Book Trading Interface index (0 if none is available) void strategy ()

Definition at line 82 of file strategy.c. void strategyFinish ()

Definition at line 136 of file strategy.c. idtype strategyId ()

MAX_PRICE_LEVELS Maximum price levels in a list void strategyInit ()

Definition at line 45 of file strategy.c. uint32 topOfBookAsk (uint16 security)

fbdSortedAskPrices Returns the available Full Book Ask prices (sorted) for a given security Parameters: security we request the prices for priceList (output parameter). List of available prices, price value liquidityList (output parameter). List of available prices, liquidity value quoteList (output parameter). List of available prices, quote index Returns: number of prices available in the list (0 if none is available) uint32 topOfBookBid (uint16 security)

topOfBookAsk Returns the best Top of Book Ask price for a given security Parameters: security we request the price for Returns: best Top of Book price (0 if none is available) uint32 topOfBookLiquidityAsk (uint16 security)

topOfBookBid Returns the best Top of Book Bid price for a given security Parameters: security we request the price for Returns: best Top of Book price (0 if none is available) uint32 topOfBookLiquidityBid (uint16 security)

topOfBookLiquidityAsk Returns the best Top of Book Ask liquidity for a given security Parameters: security we request the liquidity for Returns: best Top of Book liquidity (0 if none is available) int32 topOfBookSortedAskPrices (idtype security, uint32 * priceList, uint32 * liquidityList, idtype * tiIdList, int32 * tiIndexList)

venueTypeForTradingInterfaceId Returns the Venue Identification from the Trading Interface index Parameters: tiIndex Trading Interface index Returns: Venue type (returns 0 on error) int32 topOfBookSortedBidPrices (idtype security, uint32 * priceList, uint32 * liquidityList, idtype * tiIdList, int32 * tiIndexList)

topOfBookSortedAskPrices Returns the available Top of Book Ask prices (sorted) for a given security Parameters: security we request the prices for priceList (output parameter). List of available prices, price value liquidityList (output parameter). List of available prices, liquidity value tiIdList (output parameter). List of available prices, trading interface identification tiIdList (output parameter). List of available prices, trading interface index Returns: number of prices available in the list (0 if none is available) uint32 topOfBookTiIndexAsk (uint16 security)

topOfBookLiquidityBid Returns the best Top of Book Bid liquidity for a given security Parameters: security we request the liquidity for Returns: security best Top of Book liquidity (0 if none is available) uint32 topOfBookTiIndexBid (uint16 security)

topOfBookTiIndexAsk Returns the best Top of Book Ask Trading Interface index for a given security Parameters: security we request the Trading Interface for Returns: best Top of Book Trading Interface index (0 if none is available) idtype tradingInterfaceId (uint16 tiIndex)

tradingInterfaceOK Returns the Trading Interface status for a given Prime Broker Index Parameters: pbIndex Prime Broker index Returns: status of the Trading Interface (true on OK, false on NOK) uint16 tradingInterfaceIndex (idtype tiId)

tradingInterfaceId Returns the Trading Interface Identification from the Trading Interface index Parameters: tiIndex Trading Interface index Returns: Trading Interface identification (returns 0 on error) int32 tradingInterfaceNameFromId (idtype tiId, char * name)

tradingInterfaceIndex Returns the Trading Interface index from the Trading Interface Identification Parameters: tiId Trading Interface Identification Returns: Trading Interface index (returns 0xFFFF on error) int32 tradingInterfaceNameFromIndex (uint16 tiIndex, char * name)

tradingInterfaceNameFromId Returns the Trading Interface name from the Trading Interface Identification Parameters: tiId Trading Interface Identification name (output parameter). Trading Interface name string Returns: result of the operation (OK or ERROR) boolean tradingInterfaceOK (uint16 tiIndex)

numberOfTradingInterfaces Provides the number of Trading Interfaces Returns: number of Prime Brokers (returns 0 on error) number usedMargin (idtype pbIndex)

equity Returns the Equity value for a given Primer Broker Index Parameters: pbIndex Primer Broker we request the equity for Returns: Equity value idtype venueForTradingInterfaceId (idtype tiId)

venueForTradingInterfaceIndex Returns the Venue Identification from the Trading Interface index Parameters: tiIndex Trading Interface index Returns: Venue Identification (returns 0 on error) idtype venueForTradingInterfaceIndex (uint16 tiIndex)

primeBrokerForTradingInterfaceId Returns the Prime Broker Identification from the Trading Interface Identification Parameters: tiId Trading Interface Identification Returns: Primer Broker Identification (returns 0 on error) idtype venueTypeForTradingInterfaceId (idtype tiId)

venueTypeForTradingInterfaceIndex Returns the Venue type from the Trading Interface index Parameters: tiIndex Trading Interface index Returns: Venue type (returns 0 on error) idtype venueTypeForTradingInterfaceIndex (uint16 tiIndex)

venueForTradingInterfaceId Returns the Venue Identification from the Trading Interface Identification Parameters: tiId Trading Interface Identification Returns: Venue Identification (returns 0 on error)