types.hpp File Reference

#include "decimal.hpp"
#include <optional>
#include <vector>

Go to the source code of this file.

Classes
struct	longbridge::Date
struct	longbridge::Time
struct	longbridge::DateTime
class	longbridge::quote::SubFlags
	Subscription flags. More...
struct	longbridge::quote::DerivativeType
	Derivative type. More...
struct	longbridge::quote::Subscription
	Subscription. More...
struct	longbridge::quote::PushQuote
	Quote message. More...
struct	longbridge::quote::Depth
struct	longbridge::quote::PushDepth
	Depth message. More...
struct	longbridge::quote::Brokers
	Brokers. More...
struct	longbridge::quote::PushBrokers
	Brokers message. More...
struct	longbridge::quote::Security
	Security. More...
struct	longbridge::quote::SecurityStaticInfo
	The basic information of securities. More...
struct	longbridge::quote::PrePostQuote
	Quote of US pre/post market. More...
struct	longbridge::quote::SecurityQuote
	Quote of securitity. More...
struct	longbridge::quote::OptionQuote
	Quote of option. More...
struct	longbridge::quote::Trade
	Trade. More...
struct	longbridge::quote::PushTrades
	Trades message. More...
struct	longbridge::quote::Candlestick
	Candlestick. More...
struct	longbridge::quote::PushCandlestick
	Candlestick updated message. More...
struct	longbridge::quote::WarrantQuote
	Quote of warrant. More...
struct	longbridge::quote::SecurityDepth
	Security depth. More...
struct	longbridge::quote::SecurityBrokers
	Security brokers. More...
struct	longbridge::quote::ParticipantInfo
struct	longbridge::quote::IntradayLine
	Intraday line. More...
struct	longbridge::quote::StrikePriceInfo
	Strike price info. More...
struct	longbridge::quote::IssuerInfo
	Issuer info. More...
struct	longbridge::quote::TradingSessionInfo
struct	longbridge::quote::MarketTradingSession
	Market trading session. More...
struct	longbridge::quote::MarketTradingDays
	Market trading days. More...
struct	longbridge::quote::CapitalFlowLine
	Capital flow line. More...
struct	longbridge::quote::CapitalDistribution
	Capital distribution. More...
struct	longbridge::quote::CapitalDistributionResponse
	Capital distribution response. More...
struct	longbridge::quote::WatchlistSecurity
	Watchlist security. More...
struct	longbridge::quote::WatchlistGroup
	Watchlist group. More...
struct	longbridge::quote::CreateWatchlistGroup
	An request for create watchlist group. More...
struct	longbridge::quote::UpdateWatchlistGroup
	An request for update watchlist group. More...
struct	longbridge::quote::RealtimeQuote
	Real-time quote. More...
struct	longbridge::quote::SecurityCalcIndex
	Security calc index response. More...
struct	longbridge::quote::WarrantInfo
	Warrant info. More...
struct	longbridge::quote::QuotePackageDetail
	Quote package detail. More...
struct	longbridge::quote::MarketTemperature
	Market temperature. More...
struct	longbridge::quote::HistoryMarketTemperatureResponse
	History market temperature response. More...
struct	longbridge::trade::Execution
	Exexution. More...
struct	longbridge::trade::GetHistoryExecutionsOptions
	Options for get history executions request. More...
struct	longbridge::trade::GetTodayExecutionsOptions
	Options for get today executions request. More...
struct	longbridge::trade::Order
	Order. More...
struct	longbridge::trade::PushOrderChanged
	Order changed message. More...
struct	longbridge::trade::GetHistoryOrdersOptions
	Options for get history orders request. More...
struct	longbridge::trade::GetTodayOrdersOptions
	Options for get today orders request. More...
struct	longbridge::trade::ReplaceOrderOptions
	Options for replace order request. More...
struct	longbridge::trade::SubmitOrderOptions
	Options for submit order request. More...
struct	longbridge::trade::SubmitOrderResponse
	Response for submit order request. More...
struct	longbridge::trade::CashInfo
	Cash info. More...
struct	longbridge::trade::FrozenTransactionFee
	Frozen transaction fee. More...
struct	longbridge::trade::AccountBalance
	Account balance. More...
struct	longbridge::trade::CashFlow
	Cash flow. More...
struct	longbridge::trade::GetCashFlowOptions
	Options for submit order request. More...
struct	longbridge::trade::GetFundPositionsOptions
	Options for get fund positions request. More...
struct	longbridge::trade::GetStockPositionsOptions
	Options for get stock positions request. More...
struct	longbridge::trade::FundPosition
	Fund position. More...
struct	longbridge::trade::FundPositionChannel
	Fund position channel. More...
struct	longbridge::trade::FundPositionsResponse
	Fund positions response. More...
struct	longbridge::trade::StockPosition
	Stock position. More...
struct	longbridge::trade::StockPositionChannel
	Stock position channel. More...
struct	longbridge::trade::StockPositionsResponse
	Stock positions response. More...
struct	longbridge::trade::MarginRatio
	Margin ratio. More...
struct	longbridge::trade::OrderHistoryDetail
	Order history detail. More...
struct	longbridge::trade::OrderChargeFee
	Order charge fee. More...
struct	longbridge::trade::OrderChargeItem
	Order charge item. More...
struct	longbridge::trade::OrderChargeDetail
	Order charge detail. More...
struct	longbridge::trade::OrderDetail
	Order detail. More...
struct	longbridge::trade::EstimateMaxPurchaseQuantityOptions
	Options for estimate maximum purchase quantity. More...
struct	longbridge::trade::EstimateMaxPurchaseQuantityResponse
	Response for estimate maximum purchase quantity. More...

Namespaces
	longbridge
	longbridge::quote
	longbridge::trade

Enumerations
enum class	longbridge::Language { longbridge::ZH_CN , longbridge::ZH_HK , longbridge::EN }
	Language identifer. More...
enum class	longbridge::PushCandlestickMode { longbridge::Realtime , longbridge::Confirmed }
	Push candlestick mode. More...
enum class	longbridge::Market {   longbridge::Unknown , longbridge::US , longbridge::HK , longbridge::CN ,   longbridge::SG , longbridge::Crypto }
	Market. More...
enum class	longbridge::quote::Period {   longbridge::quote::Unknown , longbridge::quote::Min1 , longbridge::quote::Min2 , longbridge::quote::Min3 ,   longbridge::quote::Min5 , longbridge::quote::Min10 , longbridge::quote::Min15 , longbridge::quote::Min20 ,   longbridge::quote::Min30 , longbridge::quote::Min45 , longbridge::quote::Min60 , longbridge::quote::Min120 ,   longbridge::quote::Min180 , longbridge::quote::Min240 , longbridge::quote::Day , longbridge::quote::Week ,   longbridge::quote::Month , longbridge::quote::Quarter , longbridge::quote::Year }
	Candlestick period. More...
enum class	longbridge::quote::TradeSession { longbridge::quote::Intraday , longbridge::quote::Pre , longbridge::quote::Post , longbridge::quote::Overnight }
	Trade session. More...
enum class	longbridge::quote::SecurityBoard {   longbridge::quote::Unknown , longbridge::quote::USMain , longbridge::quote::USPink , longbridge::quote::USDJI ,   longbridge::quote::USNSDQ , longbridge::quote::USSector , longbridge::quote::USOption , longbridge::quote::USOptionS ,   longbridge::quote::HKEquity , longbridge::quote::HKPreIPO , longbridge::quote::HKWarrant , longbridge::quote::HKHS ,   longbridge::quote::HKSector , longbridge::quote::SHMainConnect , longbridge::quote::SHMainNonConnect , longbridge::quote::SHSTAR ,   longbridge::quote::CNIX , longbridge::quote::CNSector , longbridge::quote::SZMainConnect , longbridge::quote::SZMainNonConnect ,   longbridge::quote::SZGEMConnect , longbridge::quote::SZGEMNonConnect , longbridge::quote::SGMain , longbridge::quote::STI ,   longbridge::quote::SGSector , longbridge::quote::SPXIndex , longbridge::quote::VIXIndex }
	Security board. More...
enum class	longbridge::quote::TradeStatus {   longbridge::quote::Normal , longbridge::quote::Halted , longbridge::quote::Delisted , longbridge::quote::Fuse ,   longbridge::quote::PrepareList , longbridge::quote::CodeMoved , longbridge::quote::ToBeOpened , longbridge::quote::SplitStockHalts ,   longbridge::quote::Expired , longbridge::quote::WarrantPrepareList , longbridge::quote::SuspendTrade }
	Trade status. More...
enum class	longbridge::quote::OptionType { longbridge::quote::Unknown , longbridge::quote::American , longbridge::quote::Europe }
	Option type. More...
enum class	longbridge::quote::OptionDirection { longbridge::quote::Unknown , longbridge::quote::Put , longbridge::quote::Call }
	Option direction. More...
enum class	longbridge::quote::TradeDirection { longbridge::quote::Neutral , longbridge::quote::Down , longbridge::quote::Up }
	Trade direction. More...
enum class	longbridge::quote::WarrantType {   longbridge::quote::Unknown , longbridge::quote::Call , longbridge::quote::Put , longbridge::quote::Bull ,   longbridge::quote::Bear , longbridge::quote::Inline }
	Warrant type. More...
enum class	longbridge::quote::AdjustType { longbridge::quote::NoAdjust , longbridge::quote::ForwardAdjust }
	Adjust type. More...
enum class	longbridge::quote::SecuritiesUpdateMode { longbridge::quote::Add , longbridge::quote::Remove , longbridge::quote::Replace }
	Securities update mode. More...
enum class	longbridge::quote::CalcIndex {   longbridge::quote::LastDone , longbridge::quote::ChangeValue , longbridge::quote::ChangeRate , longbridge::quote::Volume ,   longbridge::quote::Turnover , longbridge::quote::YtdChangeRate , longbridge::quote::TurnoverRate , longbridge::quote::TotalMarketValue ,   longbridge::quote::CapitalFlow , longbridge::quote::Amplitude , longbridge::quote::VolumeRatio , longbridge::quote::PeTtmRatio ,   longbridge::quote::PbRatio , longbridge::quote::DividendRatioTtm , longbridge::quote::FiveDayChangeRate , longbridge::quote::TenDayChangeRate ,   longbridge::quote::HalfYearChangeRate , longbridge::quote::FiveMinutesChangeRate , longbridge::quote::ExpiryDate , longbridge::quote::StrikePrice ,   longbridge::quote::UpperStrikePrice , longbridge::quote::LowerStrikePrice , longbridge::quote::OutstandingQty , longbridge::quote::OutstandingRatio ,   longbridge::quote::Premium , longbridge::quote::ItmOtm , longbridge::quote::ImpliedVolatility , longbridge::quote::WarrantDelta ,   longbridge::quote::CallPrice , longbridge::quote::ToCallPrice , longbridge::quote::EffectiveLeverage , longbridge::quote::LeverageRatio ,   longbridge::quote::ConversionRatio , longbridge::quote::BalancePoint , longbridge::quote::OpenInterest , longbridge::quote::Delta ,   longbridge::quote::Gamma , longbridge::quote::Theta , longbridge::quote::Vega , longbridge::quote::Rho }
	Calc index. More...
enum class	longbridge::quote::SortOrderType { longbridge::quote::Ascending , longbridge::quote::Descending }
	Sort order type. More...
enum class	longbridge::quote::WarrantSortBy {   longbridge::quote::LastDone , longbridge::quote::ChangeRate , longbridge::quote::ChangeValue , longbridge::quote::Volume ,   longbridge::quote::Turnover , longbridge::quote::ExpiryDate , longbridge::quote::StrikePrice , longbridge::quote::UpperStrikePrice ,   longbridge::quote::LowerStrikePrice , longbridge::quote::OutstandingQuantity , longbridge::quote::OutstandingRatio , longbridge::quote::Premium ,   longbridge::quote::ItmOtm , longbridge::quote::ImpliedVolatility , longbridge::quote::Delta , longbridge::quote::CallPrice ,   longbridge::quote::ToCallPrice , longbridge::quote::EffectiveLeverage , longbridge::quote::LeverageRatio , longbridge::quote::ConversionRatio ,   longbridge::quote::BalancePoint , longbridge::quote::Status }
	Warrant sort by. More...
enum class	longbridge::quote::FilterWarrantExpiryDate { longbridge::quote::LT_3 , longbridge::quote::Between_3_6 , longbridge::quote::Between_6_12 , longbridge::quote::GT_12 }
	Filter warrant expiry date type. More...
enum class	longbridge::quote::FilterWarrantInOutBoundsType { longbridge::quote::In , longbridge::quote::Out }
	Filter warrant in/out of the bounds type. More...
enum class	longbridge::quote::WarrantStatus { longbridge::quote::Suspend , longbridge::quote::PrepareList , longbridge::quote::Normal }
	Warrant status. More...
enum class	longbridge::quote::SecurityListCategory { longbridge::quote::Overnight }
	Security list category. More...
enum class	longbridge::quote::TradeSessions { longbridge::quote::Intraday , longbridge::quote::All }
	Trade sessions. More...
enum	longbridge::quote::Granularity {   longbridge::quote::Unknown , longbridge::quote::Unknown , longbridge::quote::Unknown , longbridge::quote::Unknown ,   longbridge::quote::Unknown , longbridge::quote::Unknown , longbridge::quote::Daily , longbridge::quote::Weekly ,   longbridge::quote::Monthly }
	Data granularity. More...
enum class	longbridge::trade::TopicType { longbridge::trade::Private }
	Topic type. More...
enum class	longbridge::trade::OrderStatus {   longbridge::trade::Unknown , longbridge::trade::NotReported , longbridge::trade::ReplacedNotReported , longbridge::trade::ProtectedNotReported ,   longbridge::trade::VarietiesNotReported , longbridge::trade::Filled , longbridge::trade::WaitToNew , longbridge::trade::New ,   longbridge::trade::WaitToReplace , longbridge::trade::PendingReplace , longbridge::trade::Replaced , longbridge::trade::PartialFilled ,   longbridge::trade::WaitToCancel , longbridge::trade::PendingCancel , longbridge::trade::Rejected , longbridge::trade::Canceled ,   longbridge::trade::Expired , longbridge::trade::PartialWithdrawal }
	Order status. More...
enum class	longbridge::trade::OrderSide { longbridge::trade::Unknown , longbridge::trade::Buy , longbridge::trade::Sell }
	Order side. More...
enum class	longbridge::trade::OrderType {   longbridge::trade::Unknown , longbridge::trade::LO , longbridge::trade::ELO , longbridge::trade::MO ,   longbridge::trade::AO , longbridge::trade::ALO , longbridge::trade::ODD , longbridge::trade::LIT ,   longbridge::trade::MIT , longbridge::trade::TSLPAMT , longbridge::trade::TSLPPCT , longbridge::trade::TSMAMT ,   longbridge::trade::TSMPCT , longbridge::trade::SLO }
	Order type. More...
enum class	longbridge::trade::OrderTag {   longbridge::trade::Unknown , longbridge::trade::Normal , longbridge::trade::LongTerm , longbridge::trade::Grey ,   longbridge::trade::MarginCall , longbridge::trade::Offline , longbridge::trade::Creditor , longbridge::trade::Debtor ,   longbridge::trade::NonExercise , longbridge::trade::AllocatedSub }
	Order tag. More...
enum class	longbridge::trade::TimeInForceType { longbridge::trade::Unknown , longbridge::trade::Day , longbridge::trade::GoodTilCanceled , longbridge::trade::GoodTilDate }
	Time in force Type. More...
enum class	longbridge::trade::TriggerStatus { longbridge::trade::Unknown , longbridge::trade::Deactive , longbridge::trade::Active , longbridge::trade::Released }
	Trigger status. More...
enum class	longbridge::trade::OutsideRTH { longbridge::trade::Unknown , longbridge::trade::RTHOnly , longbridge::trade::AnyTime , longbridge::trade::Overnight }
	Enable or disable outside regular trading hours. More...
enum class	longbridge::trade::CashFlowDirection { longbridge::trade::Unknown , longbridge::trade::Out , longbridge::trade::In }
	Cash flow direction. More...
enum class	longbridge::trade::BalanceType { longbridge::trade::Unknown , longbridge::trade::Cash , longbridge::trade::Stock , longbridge::trade::Fund }
	Balance type. More...
enum class	longbridge::trade::CommissionFreeStatus {   longbridge::trade::Unknown , longbridge::trade::None , longbridge::trade::Calculated , longbridge::trade::Pending ,   longbridge::trade::Ready }
	Commission-free Status. More...
enum class	longbridge::trade::DeductionStatus {   longbridge::trade::Unknown , longbridge::trade::None , longbridge::trade::NoData , longbridge::trade::Pending ,   longbridge::trade::Done }
	Deduction status. More...
enum class	longbridge::trade::ChargeCategoryCode { longbridge::trade::Unknown , longbridge::trade::Broker , longbridge::trade::Third }
	Charge category code. More...