libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
Public Types | |
enum | : std::size_t { header_t_size =sizeof(Header_t) } |
using | Header_t = Header< MsgType, MsgType::NewOrder > |
using | bitfields_to_type_map = optional::NewOrder::bitfields_to_type_map |
using | bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Public Types inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::NewOrder > | |
enum | |
enum | |
using | MsgType_t = MsgType |
using | MsgTypes_t = common::MsgType_t |
Public Member Functions | |
NewOrder (uint32_t seqNum, ClientOrderID_t const &clID, OrdType const oT, TIF const t, Side const s, SecurityID_t instID, int32_t ordQty, Price_t p) noexcept(true) FORCE_INLINE | |
template<class SrcMsg > | |
__stdcall | NewOrder (SrcMsg const &msg, uint32_t seqNum) noexcept(true)=deleteFORCE_INLINE |
Create a message from the source message. More... | |
const ClientOrderID_t & | clientOrderID () const noexcept(true) |
void | clientOrderID (ClientOrderID_t const &clID) noexcept(true) |
int32_t | orderQty () const noexcept(true) |
void | orderQty (int32_t i) noexcept(true) |
const OrdType & | orderType () const noexcept(true) |
void | orderType (OrdType const &i) noexcept(true) |
common::Side | side () const noexcept(true) |
void | side (common::Side i) noexcept(true) |
const SecurityID_t & | instrumentID () const noexcept(true) |
void | instrumentID (SecurityID_t const &i) noexcept(true) |
Price_t | limitPrice () const noexcept(true) |
void | limitPrice (Price_t p) noexcept(true) |
TIF | tif () const noexcept(true) |
void | tif (TIF t) noexcept(true) |
Public Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::NewOrder > | |
Header (std::size_t l) noexcept(true) FORCE_INLINE | |
Header (std::size_t l, std::uint32_t seqNumber) noexcept(true) FORCE_INLINE | |
const MsgType_t | type () const noexcept(true) |
std::uint16_t | length () const noexcept(true) |
The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field. More... | |
bool | is_valid () const noexcept(true) |
Additional Inherited Members | |
Public Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::NewOrder > | |
enum isimud::exchanges::BATSBOE::common::Header:: { ... } | __attribute__ |
const std::uint16_t | start_of_message |
const MsgType_t | type_ |
const std::uint8_t | matchingUnit |
const std::uint32_t | sequenceNumber |
Protected Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::NewOrder > | |
~Header () noexcept(true)=default | |
Protected Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::NewOrder > | |
std::uint16_t | length_ |
Section: "4.1.1 New Order"
Definition at line 337 of file messages.hpp.
using isimud::exchanges::BATSBOE::common::NewOrder::bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Definition at line 340 of file messages.hpp.
using isimud::exchanges::BATSBOE::common::NewOrder::bitfields_to_type_map = optional::NewOrder::bitfields_to_type_map |
Definition at line 339 of file messages.hpp.
Definition at line 338 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
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header_t_size |
Definition at line 341 of file messages.hpp.
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inlineexplicitnoexcept |
Definition at line 185 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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explicitdeletenoexcept |
Create a message from the source message.
If an error is generated, then this function will need to be specialised for the particular Msg-type.
msg | The source message from which the target message should be created. |
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inlinenoexcept |
Definition at line 355 of file messages.hpp.
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inlinenoexcept |
Definition at line 358 of file messages.hpp.
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inlinenoexcept |
Definition at line 206 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 211 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 216 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 221 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 362 of file messages.hpp.
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inlinenoexcept |
Definition at line 365 of file messages.hpp.
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inlinenoexcept |
Definition at line 196 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 201 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 372 of file messages.hpp.
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inlinenoexcept |
Definition at line 375 of file messages.hpp.
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inlinenoexcept |
Definition at line 226 of file messages_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 231 of file messages_impl.hpp.