The Teraspaces.QWFIX.OrderManager namespace contains types that provide order management capability.
Types
| All Types | Classes | Structures | Enumerations | Delegates |
| Name | Description | |
|---|---|---|
| FIXCrossOrder | ||
| FIXListOrder | ||
| FIXOrder |
Provides access to the information needed to define an order in FIX protocol.
| |
| FIXOrderManager |
Provides global methods for QWFIX Order Manager related operations. This class cannot be inherited.
| |
| FIXOrderManagerCancelRejectException |
The exception that is thrown when an order modification request is automatically rejected in Order Manager system.
| |
| FIXOrderManagerException |
The exception that is thrown when an error occurs in QWFIX Order Manager.
| |
| FIXOrderManagerOrderChanges |
Defines the changes made to the order order.
| |
| FIXOrderManagerOrderRejectException |
The exception that is thrown when an order is automatically rejected in Order Manager system.
| |
| FIXOrderManagerSettings |
Represents a group of configurable settings of an "Order Manager" associated with an instance of FIXEngine.
| |
| FIXOrderManagerUtility |
Defines some helper functions used by QWOrderManager.
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| FIXOrderManagerVisualLambdaException |
The exception that is thrown when an exception is generated by a Visual Lambda module in Order Manager system.
| |
| FIXOrderManagerVisualLambdaGlobal |
Provides a set of global constants and methods for Visual Lambda support in QWFIX Order Manager component.
| |
| FIXOrderMessage |
Represents a FIXMessage inside a FIXOrder.
| |
| FIXOrderType |
Specifies the type of an FIXOrder.
| |
| FIXRegularOrder |
A regular order is a FIXOrder with a FIXOrderType as
Single, Multileg,
CrossPopulated or ListPopulated.
| |
| FIXSessionOrderList |
Represents list of all orders against a specific FIXSessionPersistence.
| |
| FIXSessionOrderListCreatedEventArgs |
Provides data for the SessionOrderListCreated events.
| |
| FIXSessionOrderManager |
Provides means for application to customize the order handling on a specific FIX session. This class cannot be inherited.
| |
| FIXSessionOrderManagerSchemaSettings |
Represents a the order manager settings for a specific FIX schema.
| |
| FIXSessionOrderManagerSettings |
Represents a group of configurable "Order Manager" related settings of a FIXSession.
This class cannot be inherited.
| |
| FIXSessionOrderManagerSide |
Defines the side of a FIX session that supports Order Manager.
| |
| ListOrderEventHandler |
Represents the method that will handle the
ListStatusAdded
event of a FIXSessionOrderManager.
| |
| ListOrderMessageEventHandler |
Represents the method that will handle the
ListStatusRequestAdded
event of a FIXSessionOrderManager.
| |
| NumberPacker |
Provides methods to encode a non-negative number into (or decode from) an ASCII string based on the specified conversion table.
This class cannot be inherited.
| |
| OrderAutoCancelRejectHandler |
Represents the method that will handle automatic cancel reject.
| |
| OrderCancelRejectEventHandler |
Represents the method that will handle the OrderCancelRejectAdded,
or OrderAutoCancelRejected,
event of a FIXSessionOrderManager.
| |
| OrderEventHandler |
Represents the method that will handle the OrderAdded,
event of a FIXSessionOrderManager.
| |
| OrderExecutionAgainstRequestEventHandler |
Represents the method that will handle the
ExecutionCanceledAdded,
ExecutionReplacedAdded,
ExecutionPendingCancelAdded,
or ExecutionPendingReplaceAdded
event of a FIXSessionOrderManager.
| |
| OrderExecutionBustEventHandler |
Represents the method that will handle the
ExecutionTransactionCanceled,
or ExecutionTransactionCorrected
event of a FIXSessionOrderManager.
| |
| OrderExecutionEventHandler |
Represents the method that will handle an event when the FIXOrderManager finishes
processing an Execution Report FIX message.
| |
| OrderManagerAutoRejectHandler |
Represents the method that will handle automatic execution reject.
| |
| OrderManagerMessageEventHandler |
Represents the method that will handle the
NewOrderSending or
NewOrderReceived
event of a FIXSessionOrderManager.
| |
| OrderManagerUnhandledMessageEventHandler |
Represents the method that will handle the DKAdded
event of a FIXSessionOrderManager.
| |
| OrderMessageAddedEventHandler |
Represents the method that will handle the following events of a FIXSessionOrderManager:
NewOrderAutoRejected,
ExecutionAdded,
OrderStatusRequestAdded,
StatusExecutionAdded,
OrderCancelRequestAdded,
or OrderReplaceRequestAdded.
| |
| OrderMessageProcessingEventHandler |
Represents the method that will handle the following events of a FIXSessionOrderManager:
OrderCancelRequestSending,
OrderCancelRequestReceived,
OrderReplaceRequestSending,
or OrderReplaceRequestReceived.
| |
| OrderSessionRejectEventHandler |
Represents the method that will handle the following events of a FIXSessionOrderManager:
SessionRejectedOrder,
SessionRejectedCancel,
SessionRejectedReplace,
SessionRejectedExecution,
SessionRejectedCxlReject,
or SessionRejectedStatusRequest.
| |
| OrderUpdatedEventHandler |
Represents the method that will handle the OrderUpdated
event of a FIXSessionOrderManager.
| |
| QueryRestatedGTOrderHandler |
Represents the method that will check whether an execution message with unknown "ClOrdID" represents a restated GT order.
This method will handle event of a QueryRestatedGTOrder.
| |
| VisualLambdaOrderManagerCrossOrderFilter |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
| |
| VisualLambdaOrderManagerExecutionBustHandler |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
| |
| VisualLambdaOrderManagerListOrderFilter |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
| |
| VisualLambdaOrderManagerMessageHandler |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
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| VisualLambdaOrderManagerOrderModificationResponseHandler |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
| |
| VisualLambdaOrderManagerRegularOrderFilter |
Represents the method that will be used as a signature by Visual Lambda modules of a FIXSessionOrderManager.
|