#include <types.hpp>

Public Member Functions
GridTradeRule &	with_limit_events (GridLimitEvent upper, GridLimitEvent lower)
	Set the actions taken at the upper / lower bounds. More...

GridTradeRule &	with_depths (int32_t sell, int32_t buy)
	Set the sell / buy order-book depths (`0` = use the order type). More...

GridTradeRule &	with_order_types (std::string up, std::string down)
	Set the sell / buy order types (`GMO` / `GLO` / `GTG`). More...

GridTradeRule &	with_multiple_trigger (bool value)
	Allow a single grid level to trigger multiple times. More...

GridTradeRule &	with_support_shortsell (bool value)
	Allow short selling. More...

GridTradeRule &	with_rth (int32_t value)
	Set the regular-trading-hours flag (`0` / `1` / `2`). More...

GridTradeRule &	with_expire_time (int64_t unix_seconds)
	Set the expiry time (unix seconds), used with a GTD time-in-force. More...

Static Public Member Functions
static GridTradeRule	create (Decimal base_price, Decimal upper_price, Decimal lower_price, GridTrigger trigger, Decimal quantity, Decimal upper_quantity, Decimal lower_quantity, GridTimeInForce time_in_force)

Public Attributes
std::optional< Decimal >	submitted_base_price
	Base price the grid is anchored to. More...

std::optional< Decimal >	upper_limit_price
	Upper price bound. More...

std::optional< Decimal >	lower_limit_price
	Lower price bound. More...

std::optional< TriggerPriceType >	trigger_price_type
	Trigger price type (only `Spread` / `Percent` allowed) More...

std::optional< Decimal >	trigger_spread_up
	Upward trigger spread (absolute) More...

std::optional< Decimal >	trigger_spread_down
	Downward trigger spread (absolute) More...

std::optional< Decimal >	trigger_percent_up
	Upward trigger percent. More...

std::optional< Decimal >	trigger_percent_down
	Downward trigger percent. More...

std::optional< bool >	multiple_trigger
	Whether a single grid level may trigger multiple times. More...

std::optional< GridTimeInForce >	time_in_force
	Time in force (`Day` / `GoodTilCanceled` / `GoodTilDate`) More...

std::optional< Decimal >	upper_limit_quantity
	Quantity handled when the upper bound is reached. More...

std::optional< Decimal >	lower_limit_quantity
	Quantity handled when the lower bound is reached. More...

std::optional< int64_t >	expire_time
	Expiry time (unix seconds), used with GTD. More...

std::optional< GridLimitEvent >	upper_limit_event

std::optional< GridLimitEvent >	lower_limit_event

std::optional< int32_t >	trigger_sell_depth
	Sell-side order-book depth (-5..5, `0` = use `grid_order_type_up`) More...

std::optional< int32_t >	trigger_buy_depth
	Buy-side order-book depth (-5..5, `0` = use `grid_order_type_down`) More...

std::optional< Decimal >	trigger_quantity
	Quantity per trigger. More...

std::optional< bool >	support_shortsell
	Whether short selling is allowed. More...

std::optional< int32_t >	rth
	Regular trading hours flag (`0` / `1` / `2`) More...

std::optional< std::string >	grid_order_type_up
	Sell-side order type when depth is `0` (`GMO` / `GLO` / `GTG`) More...

std::optional< std::string >	grid_order_type_down
	Buy-side order type when depth is `0` (`GMO` / `GLO` / `GTG`) More...

Detailed Description

Grid trading rule — parameters for submit / replace.

All fields are public and optional; use GridTradeRule::create to build a rule with the minimum required field set visible in the signature, then the fluent with_* setters for optional parameters.

Member Function Documentation

◆ create()

static GridTradeRule longbridge::grid::GridTradeRule::create	(	Decimal	base_price,
		Decimal	upper_price,
		Decimal	lower_price,
		GridTrigger	trigger,
		Decimal	quantity,
		Decimal	upper_quantity,
		Decimal	lower_quantity,
		GridTimeInForce	time_in_force
	)

inlinestatic

Create a rule with the fields a valid grid order requires. The gateway still validates business rules, but this makes the minimum field set visible in the signature instead of leaving all fields optional.

◆ with_depths()

GridTradeRule& longbridge::grid::GridTradeRule::with_depths	(	int32_t	sell,
		int32_t	buy
	)

inline

Set the sell / buy order-book depths (0 = use the order type).

◆ with_expire_time()

GridTradeRule& longbridge::grid::GridTradeRule::with_expire_time ( int64_t unix_seconds )

inline

Set the expiry time (unix seconds), used with a GTD time-in-force.

◆ with_limit_events()

GridTradeRule& longbridge::grid::GridTradeRule::with_limit_events	(	GridLimitEvent	upper,
		GridLimitEvent	lower
	)

inline

Set the actions taken at the upper / lower bounds.

◆ with_multiple_trigger()

GridTradeRule& longbridge::grid::GridTradeRule::with_multiple_trigger ( bool value )

inline

Allow a single grid level to trigger multiple times.

◆ with_order_types()

GridTradeRule& longbridge::grid::GridTradeRule::with_order_types	(	std::string	up,
		std::string	down
	)

inline

Set the sell / buy order types (GMO / GLO / GTG).

◆ with_rth()

GridTradeRule& longbridge::grid::GridTradeRule::with_rth ( int32_t value )

inline

Set the regular-trading-hours flag (0 / 1 / 2).

◆ with_support_shortsell()

GridTradeRule& longbridge::grid::GridTradeRule::with_support_shortsell ( bool value )

inline

Allow short selling.

Member Data Documentation

◆ expire_time

std::optional<int64_t> longbridge::grid::GridTradeRule::expire_time

Expiry time (unix seconds), used with GTD.

◆ grid_order_type_down

std::optional<std::string> longbridge::grid::GridTradeRule::grid_order_type_down

Buy-side order type when depth is 0 (GMO / GLO / GTG)

◆ grid_order_type_up

std::optional<std::string> longbridge::grid::GridTradeRule::grid_order_type_up

Sell-side order type when depth is 0 (GMO / GLO / GTG)

◆ lower_limit_event

std::optional<GridLimitEvent> longbridge::grid::GridTradeRule::lower_limit_event

Action when the lower bound is reached (only Ignore / CloseAtLast allowed)

◆ lower_limit_price

std::optional<Decimal> longbridge::grid::GridTradeRule::lower_limit_price

Lower price bound.

◆ lower_limit_quantity

std::optional<Decimal> longbridge::grid::GridTradeRule::lower_limit_quantity

Quantity handled when the lower bound is reached.

◆ multiple_trigger

std::optional<bool> longbridge::grid::GridTradeRule::multiple_trigger

Whether a single grid level may trigger multiple times.

◆ rth

std::optional<int32_t> longbridge::grid::GridTradeRule::rth

Regular trading hours flag (0 / 1 / 2)

◆ submitted_base_price

std::optional<Decimal> longbridge::grid::GridTradeRule::submitted_base_price

Base price the grid is anchored to.

◆ support_shortsell

std::optional<bool> longbridge::grid::GridTradeRule::support_shortsell

Whether short selling is allowed.

◆ time_in_force

std::optional<GridTimeInForce> longbridge::grid::GridTradeRule::time_in_force

Time in force (Day / GoodTilCanceled / GoodTilDate)

◆ trigger_buy_depth

std::optional<int32_t> longbridge::grid::GridTradeRule::trigger_buy_depth

Buy-side order-book depth (-5..5, 0 = use grid_order_type_down)

◆ trigger_percent_down

std::optional<Decimal> longbridge::grid::GridTradeRule::trigger_percent_down

Downward trigger percent.

◆ trigger_percent_up

std::optional<Decimal> longbridge::grid::GridTradeRule::trigger_percent_up

Upward trigger percent.

◆ trigger_price_type

std::optional<TriggerPriceType> longbridge::grid::GridTradeRule::trigger_price_type

Trigger price type (only Spread / Percent allowed)

◆ trigger_quantity

std::optional<Decimal> longbridge::grid::GridTradeRule::trigger_quantity

Quantity per trigger.

◆ trigger_sell_depth

std::optional<int32_t> longbridge::grid::GridTradeRule::trigger_sell_depth

Sell-side order-book depth (-5..5, 0 = use grid_order_type_up)

◆ trigger_spread_down

std::optional<Decimal> longbridge::grid::GridTradeRule::trigger_spread_down

Downward trigger spread (absolute)

◆ trigger_spread_up

std::optional<Decimal> longbridge::grid::GridTradeRule::trigger_spread_up

Upward trigger spread (absolute)

◆ upper_limit_event

std::optional<GridLimitEvent> longbridge::grid::GridTradeRule::upper_limit_event

Action when the upper bound is reached (only Ignore / CloseAtLast allowed)

◆ upper_limit_price

std::optional<Decimal> longbridge::grid::GridTradeRule::upper_limit_price

Upper price bound.

◆ upper_limit_quantity

std::optional<Decimal> longbridge::grid::GridTradeRule::upper_limit_quantity

Quantity handled when the upper bound is reached.

The documentation for this struct was generated from the following file:

include/types.hpp

Public Member Functions

Static Public Member Functions

Public Attributes

Detailed Description

Member Function Documentation

◆ create()

◆ with_depths()

◆ with_expire_time()

◆ with_limit_events()

◆ with_multiple_trigger()

◆ with_order_types()

◆ with_rth()

◆ with_support_shortsell()

Member Data Documentation

◆ expire_time

◆ grid_order_type_down

◆ grid_order_type_up

◆ lower_limit_event

◆ lower_limit_price

◆ lower_limit_quantity

◆ multiple_trigger

◆ rth

◆ submitted_base_price

◆ support_shortsell

◆ time_in_force

◆ trigger_buy_depth

◆ trigger_percent_down

◆ trigger_percent_up

◆ trigger_price_type

◆ trigger_quantity

◆ trigger_sell_depth

◆ trigger_spread_down

◆ trigger_spread_up

◆ upper_limit_event

◆ upper_limit_price

◆ upper_limit_quantity