libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::BATSBOE::common::optional::OrderAcknowledgement Namespace Reference

Typedefs

using bitfields_to_type_map = jmmcg::bitfield_map< boost::mpl::map< boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Side >::type, common::Side >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::PegDifference >::type, common::SPrice_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Price >::type, common::Price_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::ExecInst >::type, common::ExecInst >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::OrdType >::type, common::OrdType >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::TimeInForce >::type, common::TIF >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::MinQty >::type, uint32_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::MaxRemovePct >::type, uint8_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Symbol >::type, common::Symbol_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::SymbolSfx >::type, common::SymbolSfx_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Currency >::type, common::Currency_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::IDSource >::type, common::IDSource >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::SecurityID >::type, common::SecurityID_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::SecurityExchange >::type, common::SecurityExchange_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Capacity >::type, common::Capacity >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::CrossFlag >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Account >::type, common::Account_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::ClearingFirm >::type, common::ClearingFirm_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::ClearingAccount >::type, common::ClearingAccount_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::DisplayIndicator >::type, common::DisplayIndicator >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::MaxFloor >::type, uint32_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::DiscretionAmount >::type, uint16_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::OrderQuantity >::type, uint32_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::PreventParticipantMatch >::type, common::PreventParticipantMatch_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved3 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved4 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved5 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved6 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved7 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved8 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved9 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved10 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::OrigClOrdID >::type, common::ClientOrderID_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::LeavesQty >::type, uint32_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::LastShares >::type, uint32_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::LastPx >::type, common::Price_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::DisplayPrice >::type, common::Price_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::WorkingPrice >::type, common::Price_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::BaseLiquidityIndicator >::type, common::BaseLiquidityIndicator >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::ExpireTime >::type, common::DateTime_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::SecondaryOrderId >::type, uint64_t >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::CCP >::type, common::CCP >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved11 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::AttributedQuote >::type, common::AttributedQuote >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved12 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved13 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved14 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::Reserved15 >::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant< bitfields_t, bitfields_t::SubLiquidityIndicator >::type, common::SubLiquidityIndicator > > >
 

Enumerations

enum  bitfields_t : uint64_t {
  bitfields_t::Side =(0x1UL<<0), bitfields_t::PegDifference =(0x1UL<<1), bitfields_t::Price =(0x1UL<<2), bitfields_t::ExecInst =(0x1UL<<3),
  bitfields_t::OrdType =(0x1UL<<4), bitfields_t::TimeInForce =(0x1UL<<5), bitfields_t::MinQty =(0x1UL<<6), bitfields_t::MaxRemovePct =(0x1UL<<7),
  bitfields_t::Symbol =(0x1UL<<8), bitfields_t::SymbolSfx =(0x1UL<<9), bitfields_t::Currency =(0x1UL<<10), bitfields_t::IDSource =(0x1UL<<11),
  bitfields_t::SecurityID =(0x1UL<<12), bitfields_t::SecurityExchange =(0x1UL<<13), bitfields_t::Capacity =(0x1UL<<14), bitfields_t::CrossFlag =(0x1UL<<15),
  bitfields_t::Account =(0x1UL<<16), bitfields_t::ClearingFirm =(0x1UL<<17), bitfields_t::ClearingAccount =(0x1UL<<18), bitfields_t::DisplayIndicator =(0x1UL<<19),
  bitfields_t::MaxFloor =(0x1UL<<20), bitfields_t::DiscretionAmount =(0x1UL<<21), bitfields_t::OrderQuantity =(0x1UL<<22), bitfields_t::PreventParticipantMatch =(0x1UL<<23),
  bitfields_t::Reserved3 =(0x1UL<<24), bitfields_t::Reserved4 =(0x1UL<<25), bitfields_t::Reserved5 =(0x1UL<<26), bitfields_t::Reserved6 =(0x1UL<<27),
  bitfields_t::Reserved7 =(0x1UL<<28), bitfields_t::Reserved8 =(0x1UL<<29), bitfields_t::Reserved9 =(0x1UL<<30), bitfields_t::Reserved10 =(0x1UL<<31),
  bitfields_t::OrigClOrdID =(0x1UL<<32), bitfields_t::LeavesQty =(0x1UL<<33), bitfields_t::LastShares =(0x1UL<<34), bitfields_t::LastPx =(0x1UL<<35),
  bitfields_t::DisplayPrice =(0x1UL<<36), bitfields_t::WorkingPrice =(0x1UL<<37), bitfields_t::BaseLiquidityIndicator =(0x1UL<<38), bitfields_t::ExpireTime =(0x1UL<<39),
  bitfields_t::SecondaryOrderId =(0x1UL<<40), bitfields_t::CCP =(0x1UL<<41), bitfields_t::Reserved11 =(0x1UL<<42), bitfields_t::AttributedQuote =(0x1UL<<43),
  bitfields_t::Reserved12 =(0x1UL<<44), bitfields_t::Reserved13 =(0x1UL<<45), bitfields_t::Reserved14 =(0x1UL<<46), bitfields_t::Reserved15 =(0x1UL<<47),
  bitfields_t::SubLiquidityIndicator =(0x1UL<<48), bitfields_t::last_field =(0x1UL<<48)
}
 

Functions

 BOOST_MPL_ASSERT_RELATION (static_cast< std::size_t >(jmmcg::mpl::bit_position< static_cast< std::underlying_type< bitfields_t >::type >(bitfields_t::last_field)>::value),==, static_cast< std::size_t >(bitfields_to_type_map::mapped_types_size))
 

Typedef Documentation

◆ bitfields_to_type_map

using isimud::exchanges::BATSBOE::common::optional::OrderAcknowledgement::bitfields_to_type_map = typedef jmmcg::bitfield_map< boost::mpl::map< boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Side>::type, common::Side >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::PegDifference>::type, common::SPrice_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Price>::type, common::Price_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::ExecInst>::type, common::ExecInst >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::OrdType>::type, common::OrdType >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::TimeInForce>::type, common::TIF >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::MinQty>::type, uint32_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::MaxRemovePct>::type, uint8_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Symbol>::type, common::Symbol_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::SymbolSfx>::type, common::SymbolSfx_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Currency>::type, common::Currency_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::IDSource>::type, common::IDSource >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::SecurityID>::type, common::SecurityID_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::SecurityExchange>::type, common::SecurityExchange_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Capacity>::type, common::Capacity >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::CrossFlag>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Account>::type, common::Account_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::ClearingFirm>::type, common::ClearingFirm_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::ClearingAccount>::type, common::ClearingAccount_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::DisplayIndicator>::type, common::DisplayIndicator >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::MaxFloor>::type, uint32_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::DiscretionAmount>::type, uint16_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::OrderQuantity>::type, uint32_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::PreventParticipantMatch>::type, common::PreventParticipantMatch_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved3>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved4>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved5>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved6>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved7>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved8>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved9>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved10>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::OrigClOrdID>::type, common::ClientOrderID_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::LeavesQty>::type, uint32_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::LastShares>::type, uint32_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::LastPx>::type, common::Price_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::DisplayPrice>::type, common::Price_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::WorkingPrice>::type, common::Price_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::BaseLiquidityIndicator>::type, common::BaseLiquidityIndicator >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::ExpireTime>::type, common::DateTime_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::SecondaryOrderId>::type, uint64_t >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::CCP>::type, common::CCP >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved11>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::AttributedQuote>::type, common::AttributedQuote >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved12>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved13>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved14>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::Reserved15>::type, jmmcg::a_zero_sized_class >, boost::mpl::pair< std::integral_constant<bitfields_t, bitfields_t::SubLiquidityIndicator>::type, common::SubLiquidityIndicator > > >

Definition at line 941 of file optional_field_types.hpp.

Enumeration Type Documentation

◆ bitfields_t

Enumerator
Side 
PegDifference 
Price 
ExecInst 
OrdType 
TimeInForce 
MinQty 
MaxRemovePct 
Symbol 
SymbolSfx 
Currency 
IDSource 
SecurityID 
SecurityExchange 
Capacity 
CrossFlag 
Account 
ClearingFirm 
ClearingAccount 
DisplayIndicator 
MaxFloor 
DiscretionAmount 
OrderQuantity 
PreventParticipantMatch 
Reserved3 
Reserved4 
Reserved5 
Reserved6 
Reserved7 
Reserved8 
Reserved9 
Reserved10 
OrigClOrdID 
LeavesQty 
LastShares 
LastPx 
DisplayPrice 
WorkingPrice 
BaseLiquidityIndicator 
ExpireTime 
SecondaryOrderId 
CCP 
Reserved11 
AttributedQuote 
Reserved12 
Reserved13 
Reserved14 
Reserved15 
SubLiquidityIndicator 
last_field 

Definition at line 689 of file optional_field_types.hpp.

Function Documentation

◆ BOOST_MPL_ASSERT_RELATION()

isimud::exchanges::BATSBOE::common::optional::OrderAcknowledgement::BOOST_MPL_ASSERT_RELATION ( static_cast< std::size_t >  jmmcg::mpl::bit_position< static_cast< std::underlying_type< bitfields_t >::type >(bitfields_t::last_field)>::value,
static_cast< std::size_t >  bitfields_to_type_map::mapped_types_size 
)