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Functions:

void strategyInit ()

void strategy ()

void strategyFinish ()

idtype strategyId ()
uint16 numberOfPrimeBrokers () idtype primeBrokerId (uint16 pbIndex) uint16 primeBrokerIndex (idtype pbId) int32 primeBrokerNameFromId (idtype pbId, char *name) int32 primeBrokerNameFromIndex (uint16 pbIndex, char *name) uint16 numberOfTradingInterfaces () boolean tradingInterfaceOK (uint16 tiIndex) idtype tradingInterfaceId (uint16 tiIndex) uint16 tradingInterfaceIndex (idtype tiId) int32 tradingInterfaceNameFromId (idtype tiId, char *name) int32 tradingInterfaceNameFromIndex (uint16 tiIndex, char *name) idtype primeBrokerForTradingInterfaceIndex (uint16 tiIndex) idtype primeBrokerForTradingInterfaceId (idtype tiId) idtype venueForTradingInterfaceIndex (uint16 tiIndex) idtype venueForTradingInterfaceId (idtype tiId) idtype venueTypeForTradingInterfaceIndex (uint16 tiIndex) idtype venueTypeForTradingInterfaceId (idtype tiId) int32 topOfBookSortedAskPrices (idtype security, uint32 *priceList, uint32 *liquidityList, idtype *tiIdList, int32 *tiIndexList) int32 topOfBookSortedBidPrices (idtype security, uint32 *priceList, uint32 *liquidityList, idtype *tiIdList, int32 *tiIndexList) int32 fbdSortedBidPrices (idtype security, idtype tiId, uint32 *priceList, uint32 *liquidityList, idtype *quoteList) int32 fbdSortedAskPrices (idtype security, idtype tiId, uint32 *priceList, uint32 *liquidityList, idtype *quoteList) uint32 topOfBookAsk (uint16 security) uint32 topOfBookBid (uint16 security) uint32 topOfBookLiquidityAsk (uint16 security) uint32 topOfBookLiquidityBid (uint16 security) uint32 topOfBookTiIndexAsk (uint16 security) uint32 topOfBookTiIndexBid (uint16 security) number securityPrice (uint16 security) number assetPrice (uint16 asset) uint32 changeTopOfBookAsk (uint16 tiIndex, uint16 security) uint32 changeTopOfBookBid (uint16 tiIndex, uint16 security) uint32 changeSortingAsk (uint16 security) uint32 changeSortingBid (uint16 security) number changeSecurityPrice (uint16 security) number changeAssetPrice (uint16 asset) number changeAccounting (idtype pbIndex) number equity (idtype pbIndex) number usedMargin (idtype pbIndex) number reservedMargin (idtype pbIndex) number globalEquity ()