Quote context. More...

#include <quote_context.hpp>

Public Member Functions
	QuoteContext ()

	QuoteContext (const lb_quote_context_t *ctx)

	QuoteContext (const QuoteContext &ctx)

	QuoteContext (QuoteContext &&ctx)

	~QuoteContext ()

QuoteContext &	operator= (const QuoteContext &ctx)

size_t	ref_count () const

int64_t	member_id ()
	Returns the member id. More...

std::string	quote_level () const
	Returns the quote level. More...

void	quote_package_details (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< QuotePackageDetail >> callback) const
	Returns the quote package details. More...

void	subscribe (const std::vector< std::string > &symbols, SubFlags sub_flags, bool is_first_push, AsyncCallback< QuoteContext, void > callback) const
	Subscribe. More...

void	unsubscribe (const std::vector< std::string > &symbols, SubFlags sub_flags, AsyncCallback< QuoteContext, void > callback) const
	Unsubscribe. More...

void	subscribe_candlesticks (const std::string &symbol, Period period, AsyncCallback< QuoteContext, void > callback) const
	Subscribe security candlesticks. More...

void	unsubscribe_candlesticks (const std::string &symbol, Period period, AsyncCallback< QuoteContext, void > callback) const
	Unsubscribe security candlesticks. More...

void	subscriptions (AsyncCallback< QuoteContext, std::vector< Subscription >> callback) const
	Get subscription information. More...

void	set_on_quote (PushCallback< QuoteContext, PushQuote > callback) const

void	set_on_depth (PushCallback< QuoteContext, PushDepth > callback) const

void	set_on_brokers (PushCallback< QuoteContext, PushBrokers > callback) const

void	set_on_trades (PushCallback< QuoteContext, PushTrades > callback) const

void	set_on_candlestick (PushCallback< QuoteContext, PushCandlestick > callback) const

void	static_info (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< SecurityStaticInfo >> callback) const
	Get basic information of securities. More...

void	quote (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< SecurityQuote >> callback) const
	Get quote of securities. More...

void	option_quote (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< OptionQuote >> callback) const
	Get quote of option securities. More...

void	warrant_quote (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< WarrantQuote >> callback) const
	Get quote of warrant securities. More...

void	depth (const std::string &symbol, AsyncCallback< QuoteContext, SecurityDepth > callback) const
	Get security depth. More...

void	brokers (const std::string &symbol, AsyncCallback< QuoteContext, SecurityBrokers > callback) const
	Get security brokers. More...

void	participants (AsyncCallback< QuoteContext, std::vector< ParticipantInfo >> callback) const
	Get participants. More...

void	trades (const std::string &symbol, uintptr_t count, AsyncCallback< QuoteContext, std::vector< Trade >> callback) const
	Get security trades. More...

void	intraday (const std::string &symbol, AsyncCallback< QuoteContext, std::vector< IntradayLine >> callback) const
	Get security intraday lines. More...

void	candlesticks (const std::string &symbol, Period period, uintptr_t count, AdjustType adjust_type, AsyncCallback< QuoteContext, std::vector< Candlestick >> callback) const
	Get security candlesticks. More...

void	history_candlesticks_by_offset (const std::string &symbol, Period period, AdjustType adjust_type, bool forward, DateTime datetime, uintptr_t count, AsyncCallback< QuoteContext, std::vector< Candlestick >> callback) const
	Get security history candlesticks by offset. More...

void	history_candlesticks_by_date (const std::string &symbol, Period period, AdjustType adjust_type, std::optional< Date > start, std::optional< Date > end, AsyncCallback< QuoteContext, std::vector< Candlestick >> callback) const
	Get security history candlesticks by date. More...

void	option_chain_expiry_date_list (const std::string &symbol, AsyncCallback< QuoteContext, std::vector< Date >> callback) const
	Get option chain expiry date list. More...

void	option_chain_info_by_date (const std::string &symbol, Date expiry_date, AsyncCallback< QuoteContext, std::vector< StrikePriceInfo >> callback) const
	Get option chain expiry date list. More...

void	warrant_issuers (AsyncCallback< QuoteContext, std::vector< IssuerInfo >> callback) const
	Get warrant issuers. More...

void	warrant_list (const std::string &symbol, WarrantSortBy sort_by, SortOrderType sort_order, const std::vector< WarrantType > &warrant_type, const std::vector< int32_t > &issuer, const std::vector< FilterWarrantExpiryDate > &expiry_date, const std::vector< FilterWarrantInOutBoundsType > &price_type, const std::vector< WarrantStatus > &status, AsyncCallback< QuoteContext, std::vector< WarrantInfo >> callback) const
	Query warrant list. More...

void	trading_session (AsyncCallback< QuoteContext, std::vector< MarketTradingSession >> callback) const
	Get trading session of the day. More...

void	trading_days (Market market, Date begin, Date end, AsyncCallback< QuoteContext, MarketTradingDays > callback)

void	capital_flow (const std::string &symbol, AsyncCallback< QuoteContext, std::vector< CapitalFlowLine >> callback) const
	Get capital flow intraday. More...

void	capital_distribution (const std::string &symbol, AsyncCallback< QuoteContext, CapitalDistributionResponse > callback) const
	Get capital distribution. More...

void	calc_indexes (const std::vector< std::string > &symbols, const std::vector< CalcIndex > &indexes, AsyncCallback< QuoteContext, std::vector< SecurityCalcIndex >> callback) const
	Get calc indexes. More...

void	watchlist (AsyncCallback< QuoteContext, std::vector< WatchlistGroup >> callback) const
	Get watchlist. More...

void	create_watchlist_group (const CreateWatchlistGroup &req, AsyncCallback< QuoteContext, int64_t > callback) const
	Create watchlist group. More...

void	delete_watchlist_group (int64_t id, bool purge, AsyncCallback< QuoteContext, void > callback) const
	Delete watchlist group. More...

void	update_watchlist_group (const UpdateWatchlistGroup &req, AsyncCallback< QuoteContext, void > callback) const
	Create watchlist group. More...

void	security_list (Market market, SecurityListCategory category, AsyncCallback< QuoteContext, std::vector< Security >> callback) const
	Get security list. More...

void	realtime_quote (const std::vector< std::string > &symbols, AsyncCallback< QuoteContext, std::vector< RealtimeQuote >> callback) const

void	realtime_depth (const std::string &symbol, AsyncCallback< QuoteContext, SecurityDepth > callback) const

void	realtime_trades (const std::string &symbol, uint64_t count, AsyncCallback< QuoteContext, std::vector< Trade >> callback) const

void	realtime_brokers (const std::string &symbol, AsyncCallback< QuoteContext, SecurityBrokers > callback) const

void	realtime_candlesticks (const std::string &symbol, Period period, uintptr_t count, AsyncCallback< QuoteContext, std::vector< Candlestick >> callback) const

Static Public Member Functions
static void	create (const Config &config, AsyncCallback< QuoteContext, void > callback)

Detailed Description

Quote context.

Constructor & Destructor Documentation

◆ QuoteContext() [1/4]

longport::quote::QuoteContext::QuoteContext ( )

◆ QuoteContext() [2/4]

longport::quote::QuoteContext::QuoteContext ( const lb_quote_context_t * ctx )

◆ QuoteContext() [3/4]

longport::quote::QuoteContext::QuoteContext ( const QuoteContext & ctx )

◆ QuoteContext() [4/4]

longport::quote::QuoteContext::QuoteContext ( QuoteContext && ctx )

◆ ~QuoteContext()

longport::quote::QuoteContext::~QuoteContext ( )

Member Function Documentation

◆ brokers()

void longport::quote::QuoteContext::brokers	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, SecurityBrokers >	callback
	)		const

Get security brokers.

◆ calc_indexes()

void longport::quote::QuoteContext::calc_indexes	(	const std::vector< std::string > &	symbols,
		const std::vector< CalcIndex > &	indexes,
		AsyncCallback< QuoteContext, std::vector< SecurityCalcIndex >>	callback
	)		const

Get calc indexes.

◆ candlesticks()

void longport::quote::QuoteContext::candlesticks	(	const std::string &	symbol,
		Period	period,
		uintptr_t	count,
		AdjustType	adjust_type,
		AsyncCallback< QuoteContext, std::vector< Candlestick >>	callback
	)		const

Get security candlesticks.

◆ capital_distribution()

void longport::quote::QuoteContext::capital_distribution	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, CapitalDistributionResponse >	callback
	)		const

Get capital distribution.

◆ capital_flow()

void longport::quote::QuoteContext::capital_flow	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, std::vector< CapitalFlowLine >>	callback
	)		const

Get capital flow intraday.

◆ create()

static void longport::quote::QuoteContext::create	(	const Config &	config,
		AsyncCallback< QuoteContext, void >	callback
	)

static

◆ create_watchlist_group()

void longport::quote::QuoteContext::create_watchlist_group	(	const CreateWatchlistGroup &	req,
		AsyncCallback< QuoteContext, int64_t >	callback
	)		const

Create watchlist group.

◆ delete_watchlist_group()

void longport::quote::QuoteContext::delete_watchlist_group	(	int64_t	id,
		bool	purge,
		AsyncCallback< QuoteContext, void >	callback
	)		const

Delete watchlist group.

◆ depth()

void longport::quote::QuoteContext::depth	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, SecurityDepth >	callback
	)		const

Get security depth.

◆ history_candlesticks_by_date()

void longport::quote::QuoteContext::history_candlesticks_by_date	(	const std::string &	symbol,
		Period	period,
		AdjustType	adjust_type,
		std::optional< Date >	start,
		std::optional< Date >	end,
		AsyncCallback< QuoteContext, std::vector< Candlestick >>	callback
	)		const

Get security history candlesticks by date.

◆ history_candlesticks_by_offset()

void longport::quote::QuoteContext::history_candlesticks_by_offset	(	const std::string &	symbol,
		Period	period,
		AdjustType	adjust_type,
		bool	forward,
		DateTime	datetime,
		uintptr_t	count,
		AsyncCallback< QuoteContext, std::vector< Candlestick >>	callback
	)		const

Get security history candlesticks by offset.

◆ intraday()

void longport::quote::QuoteContext::intraday	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, std::vector< IntradayLine >>	callback
	)		const

Get security intraday lines.

◆ member_id()

int64_t longport::quote::QuoteContext::member_id ( )

Returns the member id.

◆ operator=()

QuoteContext& longport::quote::QuoteContext::operator= ( const QuoteContext & ctx )

◆ option_chain_expiry_date_list()

void longport::quote::QuoteContext::option_chain_expiry_date_list	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, std::vector< Date >>	callback
	)		const

Get option chain expiry date list.

◆ option_chain_info_by_date()

void longport::quote::QuoteContext::option_chain_info_by_date	(	const std::string &	symbol,
		Date	expiry_date,
		AsyncCallback< QuoteContext, std::vector< StrikePriceInfo >>	callback
	)		const

Get option chain expiry date list.

◆ option_quote()

void longport::quote::QuoteContext::option_quote	(	const std::vector< std::string > &	symbols,
		AsyncCallback< QuoteContext, std::vector< OptionQuote >>	callback
	)		const

Get quote of option securities.

◆ participants()

void longport::quote::QuoteContext::participants ( AsyncCallback< QuoteContext, std::vector< ParticipantInfo >> callback ) const

Get participants.

◆ quote()

void longport::quote::QuoteContext::quote	(	const std::vector< std::string > &	symbols,
		AsyncCallback< QuoteContext, std::vector< SecurityQuote >>	callback
	)		const

Get quote of securities.

◆ quote_level()

std::string longport::quote::QuoteContext::quote_level ( ) const

Returns the quote level.

◆ quote_package_details()

void longport::quote::QuoteContext::quote_package_details	(	const std::vector< std::string > &	symbols,
		AsyncCallback< QuoteContext, std::vector< QuotePackageDetail >>	callback
	)		const

Returns the quote package details.

◆ realtime_brokers()

void longport::quote::QuoteContext::realtime_brokers	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, SecurityBrokers >	callback
	)		const

Get real-time broker queue

Get real-time broker queue of the subscribed symbols, it always returns the data in the local storage.

◆ realtime_candlesticks()

void longport::quote::QuoteContext::realtime_candlesticks	(	const std::string &	symbol,
		Period	period,
		uintptr_t	count,
		AsyncCallback< QuoteContext, std::vector< Candlestick >>	callback
	)		const

Get real-time candlesticks

Get real-time candlesticks of the subscribed symbols, it always returns the data in the local storage.

◆ realtime_depth()

void longport::quote::QuoteContext::realtime_depth	(	const std::string &	symbol,
		AsyncCallback< QuoteContext, SecurityDepth >	callback
	)		const

Get real-time depth

Get real-time depth of the subscribed symbols, it always returns the data in the local storage.

◆ realtime_quote()

void longport::quote::QuoteContext::realtime_quote	(	const std::vector< std::string > &	symbols,
		AsyncCallback< QuoteContext, std::vector< RealtimeQuote >>	callback
	)		const

Get real-time quotes

Get real-time quotes of the subscribed symbols, it always returns the data in the local storage.

◆ realtime_trades()

void longport::quote::QuoteContext::realtime_trades	(	const std::string &	symbol,
		uint64_t	count,
		AsyncCallback< QuoteContext, std::vector< Trade >>	callback
	)		const

Get real-time trades

Get real-time trades of the subscribed symbols, it always returns the data in the local storage.

◆ ref_count()

size_t longport::quote::QuoteContext::ref_count ( ) const

◆ security_list()

void longport::quote::QuoteContext::security_list	(	Market	market,
		SecurityListCategory	category,
		AsyncCallback< QuoteContext, std::vector< Security >>	callback
	)		const

Get security list.

◆ set_on_brokers()

void longport::quote::QuoteContext::set_on_brokers ( PushCallback< QuoteContext, PushBrokers > callback ) const

Set brokers callback, after receiving the brokers data push, it will call back to this function.

◆ set_on_candlestick()

void longport::quote::QuoteContext::set_on_candlestick ( PushCallback< QuoteContext, PushCandlestick > callback ) const

Set candlestick callback, after receiving the trades data push, it will call back to this function.

◆ set_on_depth()

void longport::quote::QuoteContext::set_on_depth ( PushCallback< QuoteContext, PushDepth > callback ) const

Set depth callback, after receiving the depth data push, it will call back to this function.

◆ set_on_quote()

void longport::quote::QuoteContext::set_on_quote ( PushCallback< QuoteContext, PushQuote > callback ) const

Set quote callback, after receiving the quote data push, it will call back to this function.

◆ set_on_trades()

void longport::quote::QuoteContext::set_on_trades ( PushCallback< QuoteContext, PushTrades > callback ) const

Set trades callback, after receiving the trades data push, it will call back to this function.

◆ static_info()

void longport::quote::QuoteContext::static_info	(	const std::vector< std::string > &	symbols,
		AsyncCallback< QuoteContext, std::vector< SecurityStaticInfo >>	callback
	)		const

Get basic information of securities.

◆ subscribe()

void longport::quote::QuoteContext::subscribe	(	const std::vector< std::string > &	symbols,
		SubFlags	sub_flags,
		bool	is_first_push,
		AsyncCallback< QuoteContext, void >	callback
	)		const

Subscribe.

◆ subscribe_candlesticks()

void longport::quote::QuoteContext::subscribe_candlesticks	(	const std::string &	symbol,
		Period	period,
		AsyncCallback< QuoteContext, void >	callback
	)		const

Subscribe security candlesticks.

◆ subscriptions()

void longport::quote::QuoteContext::subscriptions ( AsyncCallback< QuoteContext, std::vector< Subscription >> callback ) const

Get subscription information.

◆ trades()

void longport::quote::QuoteContext::trades	(	const std::string &	symbol,
		uintptr_t	count,
		AsyncCallback< QuoteContext, std::vector< Trade >>	callback
	)		const

Get security trades.

◆ trading_days()

void longport::quote::QuoteContext::trading_days	(	Market	market,
		Date	begin,
		Date	end,
		AsyncCallback< QuoteContext, MarketTradingDays >	callback
	)

Get market trading days

The interval must be less than one month, and only the most recent year is supported.

◆ trading_session()

void longport::quote::QuoteContext::trading_session ( AsyncCallback< QuoteContext, std::vector< MarketTradingSession >> callback ) const

Get trading session of the day.

◆ unsubscribe()

void longport::quote::QuoteContext::unsubscribe	(	const std::vector< std::string > &	symbols,
		SubFlags	sub_flags,
		AsyncCallback< QuoteContext, void >	callback
	)		const

Unsubscribe.

◆ unsubscribe_candlesticks()

void longport::quote::QuoteContext::unsubscribe_candlesticks	(	const std::string &	symbol,
		Period	period,
		AsyncCallback< QuoteContext, void >	callback
	)		const

Unsubscribe security candlesticks.

◆ update_watchlist_group()

void longport::quote::QuoteContext::update_watchlist_group	(	const UpdateWatchlistGroup &	req,
		AsyncCallback< QuoteContext, void >	callback
	)		const