libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
Public Types | |
enum | : common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::ServerMsgType::ExecutionReport) } |
enum | : std::size_t { header_t_size =sizeof(Header_t) } |
using | Header_t = common::Header |
using | RejectCode_t = mit_jse::reject_codes_enum |
using | order_qty_t = std::int32_t |
Public Types inherited from isimud::exchanges::MIT::common::Header | |
enum | : bool { has_static_size =true } |
using | ClientOrderID_t = common::ClientOrderID_t |
using | OrderID_t = common::OrderID_t |
using | MsgTypes_t = common::MsgType_t |
Public Member Functions | |
ExecutionReport () noexcept(true) FORCE_INLINE | |
constexpr | ExecutionReport (std::int32_t seqNum, common::ClientOrderID_t const &clID, common::AppID aID, common::ExecType eT, common::Price_t const price, common::SecurityID_t instID, common::Side s) noexcept(true) FORCE_INLINE |
common::ExecType | execType () const noexcept(true) |
void | execType (common::ExecType e) noexcept(true) |
const common::ClientOrderID_t & | clientOrderID () const noexcept(true) |
void | clientOrderID (common::ClientOrderID_t const &clID) noexcept(true) |
common::SecurityID_t | instrumentID () const noexcept(true) |
void | instrumentID (common::SecurityID_t i) noexcept(true) |
common::Price_t | executedPrice () const noexcept(true) |
void | executedPrice (common::Price_t p) noexcept(true) |
common::OrderStatus | orderStatus () const noexcept(true) |
void | orderStatus (common::OrderStatus os) noexcept(true) |
int32_t | executedQty () const noexcept(true) |
void | executedQty (std::int32_t eq) noexcept(true) |
int32_t | leavesQty () const noexcept(true) |
void | leavesQty (std::int32_t eq) noexcept(true) |
common::Side | side () const noexcept(true) |
void | side (common::Side s) noexcept(true) |
RejectCode_t | orderRejectCode () const noexcept(true) |
void | orderRejectCode (RejectCode_t r) noexcept(true) |
Public Member Functions inherited from isimud::exchanges::MIT::common::Header | |
MsgType_t | type () const noexcept(true) |
std::uint16_t | length () const noexcept(true) |
bool | is_valid () const noexcept(true) |
Additional Inherited Members | |
Protected Member Functions inherited from isimud::exchanges::MIT::common::Header | |
template<class MsgT > | |
constexpr | Header (MsgT const *) noexcept(true) FORCE_INLINE |
Section: "6.6.1 Execution Report"
Definition at line 514 of file messages.hpp.
Definition at line 515 of file messages.hpp.
using isimud::exchanges::MIT::JSE::ExecutionReport::order_qty_t = std::int32_t |
Definition at line 523 of file messages.hpp.
using isimud::exchanges::MIT::JSE::ExecutionReport::RejectCode_t = mit_jse::reject_codes_enum |
Definition at line 522 of file messages.hpp.
anonymous enum : common::MsgType_t |
Enumerator | |
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static_type |
Definition at line 516 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
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header_t_size |
Definition at line 519 of file messages.hpp.
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inlinenoexcept |
Definition at line 160 of file messages_impl.hpp.
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inlineconstexprnoexcept |
Definition at line 165 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 558 of file messages.hpp.
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inlinenoexcept |
Definition at line 561 of file messages.hpp.
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Definition at line 551 of file messages.hpp.
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Definition at line 554 of file messages.hpp.
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Definition at line 572 of file messages.hpp.
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Definition at line 575 of file messages.hpp.
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Definition at line 586 of file messages.hpp.
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inlinenoexcept |
Definition at line 589 of file messages.hpp.
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inlinenoexcept |
Definition at line 565 of file messages.hpp.
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inlinenoexcept |
Definition at line 568 of file messages.hpp.
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inlinenoexcept |
Definition at line 593 of file messages.hpp.
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inlinenoexcept |
Definition at line 596 of file messages.hpp.
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inlinenoexcept |
Definition at line 607 of file messages.hpp.
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inlinenoexcept |
Definition at line 610 of file messages.hpp.
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inlinenoexcept |
Definition at line 579 of file messages.hpp.
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inlinenoexcept |
Definition at line 582 of file messages.hpp.
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inlinenoexcept |
Definition at line 600 of file messages.hpp.
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inlinenoexcept |
Definition at line 603 of file messages.hpp.
common::Account_t isimud::exchanges::MIT::JSE::ExecutionReport::account {"\0\0\0\0\0\0\0\0\0"} |
Definition at line 540 of file messages.hpp.
common::ClientOrderID_t isimud::exchanges::MIT::JSE::ExecutionReport::clientOrderID_ |
Definition at line 528 of file messages.hpp.
common::Container isimud::exchanges::MIT::JSE::ExecutionReport::container_ {} |
Definition at line 536 of file messages.hpp.
common::CrossID_t isimud::exchanges::MIT::JSE::ExecutionReport::crossID_ {} |
Definition at line 545 of file messages.hpp.
common::CrossType isimud::exchanges::MIT::JSE::ExecutionReport::crossType_ {} |
Definition at line 546 of file messages.hpp.
common::ExecInstruction isimud::exchanges::MIT::JSE::ExecutionReport::execInstuction_ {} |
Definition at line 544 of file messages.hpp.
common::ExecType isimud::exchanges::MIT::JSE::ExecutionReport::execType_ |
Definition at line 530 of file messages.hpp.
common::Price_t isimud::exchanges::MIT::JSE::ExecutionReport::executedPrice_ |
Definition at line 533 of file messages.hpp.
order_qty_t isimud::exchanges::MIT::JSE::ExecutionReport::executedQty_ {} |
Definition at line 534 of file messages.hpp.
ExecutionID_t isimud::exchanges::MIT::JSE::ExecutionReport::executionID {} |
Definition at line 527 of file messages.hpp.
common::SecurityID_t isimud::exchanges::MIT::JSE::ExecutionReport::instrumentID_ |
Definition at line 537 of file messages.hpp.
common::IsMarketOpsRequest isimud::exchanges::MIT::JSE::ExecutionReport::isMarketOpsRequest {} |
Definition at line 541 of file messages.hpp.
order_qty_t isimud::exchanges::MIT::JSE::ExecutionReport::leavesQty_ {} |
Definition at line 535 of file messages.hpp.
const common::OrderBook isimud::exchanges::MIT::JSE::ExecutionReport::orderBook =common::OrderBook::Regular |
Definition at line 543 of file messages.hpp.
common::OrderID_t isimud::exchanges::MIT::JSE::ExecutionReport::orderID {} |
Definition at line 529 of file messages.hpp.
RejectCode_t isimud::exchanges::MIT::JSE::ExecutionReport::orderRejectCode_ {} |
Definition at line 532 of file messages.hpp.
common::OrderStatus isimud::exchanges::MIT::JSE::ExecutionReport::orderStatus_ {} |
Definition at line 531 of file messages.hpp.
common::AppID isimud::exchanges::MIT::JSE::ExecutionReport::partitionID |
Definition at line 525 of file messages.hpp.
std::int32_t isimud::exchanges::MIT::JSE::ExecutionReport::sequenceNumber |
Definition at line 526 of file messages.hpp.
common::Side isimud::exchanges::MIT::JSE::ExecutionReport::side_ |
Definition at line 538 of file messages.hpp.
TraderMnemonic_t isimud::exchanges::MIT::JSE::ExecutionReport::traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"} |
Definition at line 539 of file messages.hpp.
common::TransactTime_t isimud::exchanges::MIT::JSE::ExecutionReport::transactTime {} |
Definition at line 542 of file messages.hpp.