libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::MIT::JSE::ExecutionReport Struct Reference

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::MIT::JSE::ExecutionReport:
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Collaboration diagram for isimud::exchanges::MIT::JSE::ExecutionReport:
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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_tclientOrderID () 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)
 

Public Attributes

common::AppID partitionID
 
std::int32_t sequenceNumber
 
ExecutionID_t executionID {}
 
common::ClientOrderID_t clientOrderID_
 
common::OrderID_t orderID {}
 
common::ExecType execType_
 
common::OrderStatus orderStatus_ {}
 
RejectCode_t orderRejectCode_ {}
 
common::Price_t executedPrice_
 
order_qty_t executedQty_ {}
 
order_qty_t leavesQty_ {}
 
common::Container container_ {}
 
common::SecurityID_t instrumentID_
 
common::Side side_
 
TraderMnemonic_t traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}
 
common::Account_t account {"\0\0\0\0\0\0\0\0\0"}
 
common::IsMarketOpsRequest isMarketOpsRequest {}
 
common::TransactTime_t transactTime {}
 
const common::OrderBook orderBook =common::OrderBook::Regular
 
common::ExecInstruction execInstuction_ {}
 
common::CrossID_t crossID_ {}
 
common::CrossType crossType_ {}
 
- Public Attributes inherited from isimud::exchanges::MIT::common::Header
enum isimud::exchanges::MIT::common::Header:: { ... }  __attribute__
 
const std::int8_t start_of_message =2
 
const std::int16_t length_
 
const MsgType_t type_
 

Additional Inherited Members

- Protected Member Functions inherited from isimud::exchanges::MIT::common::Header
template<class MsgT >
constexpr Header (MsgT const *) noexcept(true) FORCE_INLINE
 

Detailed Description

Section: "6.6.1 Execution Report"

Definition at line 514 of file messages.hpp.

Member Typedef Documentation

◆ Header_t

◆ order_qty_t

Definition at line 523 of file messages.hpp.

◆ RejectCode_t

Definition at line 522 of file messages.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum : common::MsgType_t
Enumerator
static_type 

Definition at line 516 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 519 of file messages.hpp.

Constructor & Destructor Documentation

◆ ExecutionReport() [1/2]

isimud::exchanges::MIT::JSE::ExecutionReport::ExecutionReport ( )
inlinenoexcept

Definition at line 160 of file messages_impl.hpp.

◆ ExecutionReport() [2/2]

constexpr isimud::exchanges::MIT::JSE::ExecutionReport::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 
)
inlineconstexprnoexcept

Definition at line 165 of file messages_impl.hpp.

Member Function Documentation

◆ clientOrderID() [1/2]

const common::ClientOrderID_t& isimud::exchanges::MIT::JSE::ExecutionReport::clientOrderID ( ) const
inlinenoexcept

Definition at line 558 of file messages.hpp.

◆ clientOrderID() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::clientOrderID ( common::ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 561 of file messages.hpp.

◆ execType() [1/2]

common::ExecType isimud::exchanges::MIT::JSE::ExecutionReport::execType ( ) const
inlinenoexcept

Definition at line 551 of file messages.hpp.

◆ execType() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::execType ( common::ExecType  e)
inlinenoexcept

Definition at line 554 of file messages.hpp.

◆ executedPrice() [1/2]

common::Price_t isimud::exchanges::MIT::JSE::ExecutionReport::executedPrice ( ) const
inlinenoexcept

Definition at line 572 of file messages.hpp.

◆ executedPrice() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::executedPrice ( common::Price_t  p)
inlinenoexcept

Definition at line 575 of file messages.hpp.

◆ executedQty() [1/2]

int32_t isimud::exchanges::MIT::JSE::ExecutionReport::executedQty ( ) const
inlinenoexcept

Definition at line 586 of file messages.hpp.

◆ executedQty() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::executedQty ( std::int32_t  eq)
inlinenoexcept

Definition at line 589 of file messages.hpp.

◆ instrumentID() [1/2]

common::SecurityID_t isimud::exchanges::MIT::JSE::ExecutionReport::instrumentID ( ) const
inlinenoexcept

Definition at line 565 of file messages.hpp.

◆ instrumentID() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::instrumentID ( common::SecurityID_t  i)
inlinenoexcept

Definition at line 568 of file messages.hpp.

◆ leavesQty() [1/2]

int32_t isimud::exchanges::MIT::JSE::ExecutionReport::leavesQty ( ) const
inlinenoexcept

Definition at line 593 of file messages.hpp.

◆ leavesQty() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::leavesQty ( std::int32_t  eq)
inlinenoexcept

Definition at line 596 of file messages.hpp.

◆ orderRejectCode() [1/2]

RejectCode_t isimud::exchanges::MIT::JSE::ExecutionReport::orderRejectCode ( ) const
inlinenoexcept

Definition at line 607 of file messages.hpp.

◆ orderRejectCode() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::orderRejectCode ( RejectCode_t  r)
inlinenoexcept

Definition at line 610 of file messages.hpp.

◆ orderStatus() [1/2]

common::OrderStatus isimud::exchanges::MIT::JSE::ExecutionReport::orderStatus ( ) const
inlinenoexcept

Definition at line 579 of file messages.hpp.

◆ orderStatus() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::orderStatus ( common::OrderStatus  os)
inlinenoexcept

Definition at line 582 of file messages.hpp.

◆ side() [1/2]

common::Side isimud::exchanges::MIT::JSE::ExecutionReport::side ( ) const
inlinenoexcept

Definition at line 600 of file messages.hpp.

◆ side() [2/2]

void isimud::exchanges::MIT::JSE::ExecutionReport::side ( common::Side  s)
inlinenoexcept

Definition at line 603 of file messages.hpp.

Member Data Documentation

◆ account

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.

◆ clientOrderID_

common::ClientOrderID_t isimud::exchanges::MIT::JSE::ExecutionReport::clientOrderID_

Definition at line 528 of file messages.hpp.

◆ container_

common::Container isimud::exchanges::MIT::JSE::ExecutionReport::container_ {}

Definition at line 536 of file messages.hpp.

◆ crossID_

common::CrossID_t isimud::exchanges::MIT::JSE::ExecutionReport::crossID_ {}

Definition at line 545 of file messages.hpp.

◆ crossType_

common::CrossType isimud::exchanges::MIT::JSE::ExecutionReport::crossType_ {}

Definition at line 546 of file messages.hpp.

◆ execInstuction_

common::ExecInstruction isimud::exchanges::MIT::JSE::ExecutionReport::execInstuction_ {}

Definition at line 544 of file messages.hpp.

◆ execType_

common::ExecType isimud::exchanges::MIT::JSE::ExecutionReport::execType_

Definition at line 530 of file messages.hpp.

◆ executedPrice_

common::Price_t isimud::exchanges::MIT::JSE::ExecutionReport::executedPrice_

Definition at line 533 of file messages.hpp.

◆ executedQty_

order_qty_t isimud::exchanges::MIT::JSE::ExecutionReport::executedQty_ {}

Definition at line 534 of file messages.hpp.

◆ executionID

ExecutionID_t isimud::exchanges::MIT::JSE::ExecutionReport::executionID {}

Definition at line 527 of file messages.hpp.

◆ instrumentID_

common::SecurityID_t isimud::exchanges::MIT::JSE::ExecutionReport::instrumentID_

Definition at line 537 of file messages.hpp.

◆ isMarketOpsRequest

common::IsMarketOpsRequest isimud::exchanges::MIT::JSE::ExecutionReport::isMarketOpsRequest {}

Definition at line 541 of file messages.hpp.

◆ leavesQty_

order_qty_t isimud::exchanges::MIT::JSE::ExecutionReport::leavesQty_ {}

Definition at line 535 of file messages.hpp.

◆ orderBook

const common::OrderBook isimud::exchanges::MIT::JSE::ExecutionReport::orderBook =common::OrderBook::Regular

Definition at line 543 of file messages.hpp.

◆ orderID

common::OrderID_t isimud::exchanges::MIT::JSE::ExecutionReport::orderID {}

Definition at line 529 of file messages.hpp.

◆ orderRejectCode_

RejectCode_t isimud::exchanges::MIT::JSE::ExecutionReport::orderRejectCode_ {}

Definition at line 532 of file messages.hpp.

◆ orderStatus_

common::OrderStatus isimud::exchanges::MIT::JSE::ExecutionReport::orderStatus_ {}

Definition at line 531 of file messages.hpp.

◆ partitionID

common::AppID isimud::exchanges::MIT::JSE::ExecutionReport::partitionID

Definition at line 525 of file messages.hpp.

◆ sequenceNumber

std::int32_t isimud::exchanges::MIT::JSE::ExecutionReport::sequenceNumber

Definition at line 526 of file messages.hpp.

◆ side_

common::Side isimud::exchanges::MIT::JSE::ExecutionReport::side_

Definition at line 538 of file messages.hpp.

◆ traderMnemonic

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.

◆ transactTime

common::TransactTime_t isimud::exchanges::MIT::JSE::ExecutionReport::transactTime {}

Definition at line 542 of file messages.hpp.


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