types.hpp File Reference

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

Go to the source code of this file.

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

Namespaces
	longport
	longport::quote
	longport::trade

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