Structs§
- Lv2Order
Group Plan - Pushed
Quote Change Notify - QotRight
Backend Apply Outcome - QotRight
Backend Extras - QotRight
Backend Update - QotRight
Cache - QotRight
Data - QotRight
Full Apply Facts - QotRight
Reconnect Accumulator - QotRight
Reconnect Claim - QotRight
Reconnect Handoff - QotRight
Reconnect Registration - QotRight
Reconnect Token - QotRight
Refresh Report - QotRight
State Meta - Quote
Capability - Quote
Crypto Policy - Quote
Order Book Policy - Quote
Snapshot Policy
Enums§
Constants§
- JP_
LV2_ ORDER_ STOCK - JP_
LV2_ ORDER_ STOCK_ FULL - LV2_
ORDER_ US_ FUTURE - QOT_
MARKET_ CC_ SECURITY - QOT_
RIGHT_ BMP - QOT_
RIGHT_ LEVE L1 - QOT_
RIGHT_ LEVE L2 - QOT_
RIGHT_ LEVE L3 - QOT_
RIGHT_ NO - QOT_
RIGHT_ SF - QOT_
RIGHT_ UNKNOWN - SECURITY_
TYPE_ CRYPTO - SECURITY_
TYPE_ DRVT - SECURITY_
TYPE_ FUTURE - SECURITY_
TYPE_ INDEX - SG_
LV2_ ORDER_ STOCK - SG_
LV2_ ORDER_ STOCK_ ODD_ LOT - US_
LV2_ ORDER_ ARCA - US_
LV2_ ORDER_ NASDAQ_ TV - US_
LV2_ ORDER_ OVERNIGHT
Functions§
- basic_
qot_ uses_ us_ pre_ after_ detail - C++
SubBitUtil::GetPushTypeSvrSubBit(NN_PushQot_Type_Most)对 US / US options / US futures 保留SBIT_US_PREMARKET_AFTERHOURS_DETAIL, 让 BasicQot 可以随订阅收到 preMarket / afterMarket / overnight。 - has_
lv2_ order_ groups_ for_ security - has_
set_ qot_ right_ like_ cpp - is_
crypto_ market - v1.4.110 codex Phase 4 Slice 7: 把 crypto detection helper 暴露给 push_parser / handler (crypto LV2 sub-system 入口).
- lv2_
order_ groups_ for_ security - lv2_
order_ groups_ for_ security_ with_ dynamic - lv2_
order_ uses_ jp_ main_ cache - lv2_
order_ uses_ sg_ odd_ lot_ cache - order_
book_ max_ depth_ for_ security - order_
book_ read_ uses_ requested_ count - C++
GetOrderBookread path skipsGetOrderBookMaxNumclipping for HK SF and US TotalView Lv2. - order_
book_ requires_ accepted_ lv2_ push - C++
GetOrderBook对 US TotalView Lv2 / Crypto orderbook 还有一层IsHadAcceptUSLv2TotalViewDatagate: 普通 orderbook cache 存在不等于 LV2 真盘口已经到达。 - order_
book_ requires_ backend_ full_ depth - C++
IsHKSF: HK 股票 + HK SF 权限要求 backend 全档摆盘。 - order_
book_ uses_ backend_ side_ count - resolve_
orderbook_ entitlement - resolve_
quote_ capability - snapshot_
masks_ hk_ bmp_ bid_ ask - us_
lv2_ order_ uses_ exchange_ cache - C++
QotRealTimeData::ParseUSLv2ToMainCachetreats normal US securities (for example AAPL whose backendinstrument_typeis 3) as exchange-level LV2 sources: NASDAQ TotalView / ARCA first write(stock_id, lv2_type), then all sources are merged into the public orderbook cache. Indexes do not use this stock LV2 merge path.