quote_context.hpp

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#pragma once
 
#include "async_result.hpp"
#include "callback.hpp"
#include "config.hpp"
#include "push.hpp"
#include "types.hpp"
 
typedef struct lb_quote_context_t lb_quote_context_t;
 
namespace longport {
namespace quote {
 
class QuoteContext
{
private:
  const lb_quote_context_t* ctx_;
 
public:
  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;
 
  static void create(const Config& config,
                     AsyncCallback<QuoteContext, void> callback);
 
  int64_t member_id();
 
  std::string quote_level() const;
 
  void quote_package_details(
    const std::vector<std::string>& symbols,
    AsyncCallback<QuoteContext, std::vector<QuotePackageDetail>> callback)
    const;
 
  void subscribe(const std::vector<std::string>& symbols,
                 SubFlags sub_flags,
                 bool is_first_push,
                 AsyncCallback<QuoteContext, void> callback) const;
 
  void unsubscribe(const std::vector<std::string>& symbols,
                   SubFlags sub_flags,
                   AsyncCallback<QuoteContext, void> callback) const;
 
  void subscribe_candlesticks(
    const std::string& symbol,
    Period period,
    TradeSessions trade_sessions,
    AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
 
  void unsubscribe_candlesticks(
    const std::string& symbol,
    Period period,
    AsyncCallback<QuoteContext, void> callback) const;
 
  void subscriptions(
    AsyncCallback<QuoteContext, std::vector<Subscription>> callback) const;
 
  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;
 
  void quote(
    const std::vector<std::string>& symbols,
    AsyncCallback<QuoteContext, std::vector<SecurityQuote>> callback) const;
 
  void option_quote(
    const std::vector<std::string>& symbols,
    AsyncCallback<QuoteContext, std::vector<OptionQuote>> callback) const;
 
  void warrant_quote(
    const std::vector<std::string>& symbols,
    AsyncCallback<QuoteContext, std::vector<WarrantQuote>> callback) const;
 
  void depth(const std::string& symbol,
             AsyncCallback<QuoteContext, SecurityDepth> callback) const;
 
  void brokers(const std::string& symbol,
               AsyncCallback<QuoteContext, SecurityBrokers> callback) const;
 
  void participants(
    AsyncCallback<QuoteContext, std::vector<ParticipantInfo>> callback) const;
 
  void trades(const std::string& symbol,
              uintptr_t count,
              AsyncCallback<QuoteContext, std::vector<Trade>> callback) const;
 
  void intraday(
    const std::string& symbol,
    TradeSessions trade_sessions,
    AsyncCallback<QuoteContext, std::vector<IntradayLine>> callback) const;
 
  void candlesticks(
    const std::string& symbol,
    Period period,
    uintptr_t count,
    AdjustType adjust_type,
    TradeSessions trade_sessions,
    AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
 
  void history_candlesticks_by_offset(
    const std::string& symbol,
    Period period,
    AdjustType adjust_type,
    bool forward,
    std::optional<DateTime> datetime,
    uintptr_t count,
    TradeSessions trade_sessions,
    AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
 
  void history_candlesticks_by_date(
    const std::string& symbol,
    Period period,
    AdjustType adjust_type,
    std::optional<Date> start,
    std::optional<Date> end,
    TradeSessions trade_sessions,
    AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
 
  void option_chain_expiry_date_list(
    const std::string& symbol,
    AsyncCallback<QuoteContext, std::vector<Date>> callback) const;
 
  void option_chain_info_by_date(
    const std::string& symbol,
    Date expiry_date,
    AsyncCallback<QuoteContext, std::vector<StrikePriceInfo>> callback) const;
 
  void warrant_issuers(
    AsyncCallback<QuoteContext, std::vector<IssuerInfo>> callback) const;
 
  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;
 
  void trading_session(
    AsyncCallback<QuoteContext, std::vector<MarketTradingSession>> callback)
    const;
 
  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;
 
  void capital_distribution(
    const std::string& symbol,
    AsyncCallback<QuoteContext, CapitalDistributionResponse> callback) const;
 
  void calc_indexes(
    const std::vector<std::string>& symbols,
    const std::vector<CalcIndex>& indexes,
    AsyncCallback<QuoteContext, std::vector<SecurityCalcIndex>> callback) const;
 
  void watchlist(
    AsyncCallback<QuoteContext, std::vector<WatchlistGroup>> callback) const;
 
  void create_watchlist_group(
    const CreateWatchlistGroup& req,
    AsyncCallback<QuoteContext, int64_t> callback) const;
 
  void delete_watchlist_group(int64_t id,
                              bool purge,
                              AsyncCallback<QuoteContext, void> callback) const;
 
  void update_watchlist_group(const UpdateWatchlistGroup& req,
                              AsyncCallback<QuoteContext, void> callback) const;
 
  void security_list(
    Market market,
    SecurityListCategory category,
    AsyncCallback<QuoteContext, std::vector<Security>> callback) const;
 
  void security_list(
    Market market,
    AsyncCallback<QuoteContext, std::vector<Security>> callback) const;
 
  void market_temperature(
    Market market,
    AsyncCallback<QuoteContext, MarketTemperature> callback) const;
 
  void history_market_temperature(
    Market market,
    Date start,
    Date end,
    AsyncCallback<QuoteContext, HistoryMarketTemperatureResponse> callback)
    const;
 
  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;
};
 
} // namespace quote
} // namespace longport