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

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::BATSBOE::common::NewOrder:
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Collaboration diagram for isimud::exchanges::BATSBOE::common::NewOrder:
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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_tclientOrderID () 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 OrdTypeorderType () 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_tinstrumentID () 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_
 

Detailed Description

Section: "4.1.1 New Order"

Definition at line 337 of file messages.hpp.

Member Typedef Documentation

◆ bitfields_tags_type

◆ bitfields_to_type_map

◆ Header_t

Member Enumeration Documentation

◆ anonymous enum

anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 341 of file messages.hpp.

Constructor & Destructor Documentation

◆ NewOrder() [1/2]

isimud::exchanges::BATSBOE::common::NewOrder::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 
)
inlineexplicitnoexcept

◆ NewOrder() [2/2]

template<class SrcMsg >
__stdcall isimud::exchanges::BATSBOE::common::NewOrder::NewOrder ( SrcMsg const &  msg,
uint32_t  seqNum 
)
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.

Parameters
msgThe source message from which the target message should be created.

Member Function Documentation

◆ clientOrderID() [1/2]

const ClientOrderID_t& isimud::exchanges::BATSBOE::common::NewOrder::clientOrderID ( ) const
inlinenoexcept

Definition at line 355 of file messages.hpp.

◆ clientOrderID() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::clientOrderID ( ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 358 of file messages.hpp.

◆ instrumentID() [1/2]

const SecurityID_t & isimud::exchanges::BATSBOE::common::NewOrder::instrumentID ( ) const
inlinenoexcept

◆ instrumentID() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::instrumentID ( SecurityID_t const &  i)
inlinenoexcept

◆ limitPrice() [1/2]

Price_t isimud::exchanges::BATSBOE::common::NewOrder::limitPrice ( ) const
inlinenoexcept

◆ limitPrice() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::limitPrice ( Price_t  p)
inlinenoexcept

◆ orderQty() [1/2]

int32_t isimud::exchanges::BATSBOE::common::NewOrder::orderQty ( ) const
inlinenoexcept

Definition at line 362 of file messages.hpp.

◆ orderQty() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::orderQty ( int32_t  i)
inlinenoexcept

Definition at line 365 of file messages.hpp.

◆ orderType() [1/2]

const OrdType & isimud::exchanges::BATSBOE::common::NewOrder::orderType ( ) const
inlinenoexcept

◆ orderType() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::orderType ( OrdType const &  i)
inlinenoexcept

◆ side() [1/2]

common::Side isimud::exchanges::BATSBOE::common::NewOrder::side ( ) const
inlinenoexcept

Definition at line 372 of file messages.hpp.

◆ side() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::side ( common::Side  i)
inlinenoexcept

Definition at line 375 of file messages.hpp.

◆ tif() [1/2]

TIF isimud::exchanges::BATSBOE::common::NewOrder::tif ( ) const
inlinenoexcept

◆ tif() [2/2]

void isimud::exchanges::BATSBOE::common::NewOrder::tif ( TIF  t)
inlinenoexcept

Definition at line 231 of file messages_impl.hpp.


The documentation for this struct was generated from the following files: