|
| struct | Cfbenchmarks5HzIndexList |
| | The index IDs recently observed on the 5Hz stream, sent in response to an indexlist action. More...
|
| |
| struct | CfbenchmarksAvgData |
| | Trailing 60-second average metadata. More...
|
| |
| struct | CfbenchmarksIndexList |
| | The set of available CF Benchmarks index IDs, sent in response to an indexlist action. More...
|
| |
| struct | CfbenchmarksValue |
| | Real-time CF Benchmarks index value with trailing 60-second and quarter-hour averages. More...
|
| |
| struct | CfbenchmarksValue5Hz |
| | Real-time CF Benchmarks index value at up to 5 updates per second. More...
|
| |
| struct | EventFeeUpdate |
| | Emitted when an event-level fee override is set or cleared. More...
|
| |
| struct | EventLifecycle |
| | Event creation notification. More...
|
| |
| struct | Fill |
| | Private fill information for authenticated user. More...
|
| |
| struct | LifecycleAdditionalMetadata |
| | Optional - This key will be emitted when the market is created. More...
|
| |
| struct | ListedSubscription |
| | One entry of a list_subscriptions reply. More...
|
| |
| struct | MarketLifecycleV2 |
| | Market lifecycle events (created, activated, deactivated, close_date_updated, determined, settled, price_level_structure_updated) More...
|
| |
| struct | MarketLifecycleV2PriceRangesItem |
| |
| struct | MarketMetadataUpdated |
| | Updated strike information or yes subtitle. More...
|
| |
| struct | MarketPosition |
| | Real-time position updates for authenticated user. More...
|
| |
| struct | MultivariateMarketLifecycle |
| | Multivariate market lifecycle events (created, activated, deactivated, close_date_updated, determined, settled) More...
|
| |
| struct | OrderbookDelta |
| | Update to be applied to the current order book view. More...
|
| |
| struct | OrderbookSnapshot |
| | Complete view of the order book's aggregated price levels. More...
|
| |
| struct | OrderGroupUpdates |
| | Order group lifecycle and limit updates for authenticated user. More...
|
| |
| struct | PythUnderlyingList |
| | Recently streamed Pyth underlying tickers. More...
|
| |
| struct | PythValue |
| | Deduplicated real-time Pyth price for an underlying ticker. More...
|
| |
| struct | QuoteAccepted |
| | Notification when a quote is accepted. More...
|
| |
| struct | QuoteCreated |
| | Notification when a quote is created on an RFQ. More...
|
| |
| struct | QuoteExecuted |
| | Notification when a quote is executed and orders are placed. More...
|
| |
| struct | RfqCreated |
| | Notification when an RFQ is created. More...
|
| |
| struct | RfqCreatedMveSelectedLegsItem |
| |
| struct | RfqDeleted |
| | Notification when an RFQ is deleted. More...
|
| |
| struct | Subscribed |
| | The server confirmed a subscription. More...
|
| |
| struct | SubscribeParams |
| | Options for subscribe; the client sets the channel. More...
|
| |
| struct | Subscription |
| | A handle for one channel subscription. More...
|
| |
| struct | SubscriptionList |
| | The reply to list_subscriptions; id is the command's ID. More...
|
| |
| struct | Ticker |
| | Market price ticker information. More...
|
| |
| struct | Trade |
| | Public trade information. More...
|
| |
| struct | Unsubscribed |
| | The server ended a subscription after unsubscribe. More...
|
| |
| struct | Update |
| | One data frame. msg holds the channel's payload. More...
|
| |
| struct | Updated |
| | An update_subscription succeeded. More...
|
| |
| struct | UpdateSubscriptionParams |
| | Options for update_subscription; the client sets the subscription. More...
|
| |
| struct | UserOrder |
| | Real-time order updates for authenticated user. More...
|
| |
|
| enum class | Channel : std::uint8_t {
Unknown
, OrderbookDelta
, Ticker
, Trade
,
Fill
, MarketPositions
, MarketLifecycleV2
, MultivariateMarketLifecycle
,
Communications
, OrderGroupUpdates
, UserOrders
, CfbenchmarksValue
,
CfbenchmarksValue5hz
, PythValue
} |
| | A WebSocket channel. More...
|
| |
| enum class | CollateralReturnType : std::uint8_t { Unknown
, MECNET
, DIRECNET
, Unset
} |
| | Collateral return type, MECNET or DIRECNET of the event. More...
|
| |
| enum class | FeeTypeOverride : std::uint8_t {
Unknown
, Quadratic
, QuadraticWithMakerFees
, QuadraticWithComboMakerFees
,
Flat
, MarginMarketMakerProgramFees
} |
| | Event fee type override. More...
|
| |
| enum class | LifecyclePriceLevelStructure : std::uint8_t {
Unknown
, BandedCentiCent
, Unset
, LinearCent
,
DeciCent
, TaperedDeciCent
, CenterWholeEdgeHalfCent
, CenterWholeEdgeQuintCent
,
CenterHalfEdgeHalfCent
, CenterHalfEdgeQuintCent
, CenterHalfEdgeDeciCent
, CenterQuintEdgeQuintCent
,
CenterQuintEdgeDeciCent
, CenterCentiEdgeCentiCent
, CenterDeciEdgeCentiCent
} |
| | Optional - The market price level structure on creation or price_level_structure_updated events. More...
|
| |
| enum class | MarketLifecycleV2EventType : std::uint8_t {
Unknown
, Created
, Deactivated
, Activated
,
CloseDateUpdated
, Determined
, Settled
, PriceLevelStructureUpdated
} |
| | Field to annotate which of the event type this event is for. More...
|
| |
| enum class | MultivariateMarketLifecycleEventType : std::uint8_t {
Unknown
, Created
, Deactivated
, Activated
,
CloseDateUpdated
, Determined
, Settled
} |
| | Field to annotate which of the event type this event is for. More...
|
| |
| enum class | OrderAction : std::uint8_t {
Unknown
, Buy
, Sell
, SellPartial
,
SellToClose
, Unset
} |
| | Deprecated. More...
|
| |
| enum class | OrderGroupUpdatesEventType : std::uint8_t {
Unknown
, Created
, Triggered
, Reset
,
Deleted
, LimitUpdated
} |
| | Order group event type. More...
|
| |
| enum class | UpdateAction : std::uint8_t {
Unknown
, AddMarkets
, DeleteMarkets
, GetSnapshot
,
SubscribeIndices
, UnsubscribeIndices
, Indexlist
, SubscribeUnderlyings
,
UnsubscribeUnderlyings
, UnderlyingList
} |
| |
| enum class | UserFilter : std::uint8_t { Unknown
, Unset
, Self
} |
| | Communications channel only. More...
|
| |