libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 > Struct Template Reference

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >:
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Collaboration diagram for isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >:
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Public Types

enum  : MsgType_t { static_type =static_cast<MsgType_t>(ClientMsgType::NewOrder) }
 
enum  : std::size_t { header_t_size =sizeof(Header_t) }
 
using Header_t = Header
 
using specific1_t = Specific1
 
using specific2_t = Specific2
 
using specific3_t = Specific3
 
- 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

constexpr __stdcall NewOrder (ClientOrderID_t const &clID, OrderType const oT, TIF const t, Side const s, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t p) noexcept(true) FORCE_INLINE
 
SecurityID_t instrumentID () const noexcept(true)
 
void instrumentID (SecurityID_t i) noexcept(true)
 
specific2_t::order_qty_t orderQty () const noexcept(true)
 
void orderQty (typename specific2_t::order_qty_t i) noexcept(true)
 
OrderType orderType () const noexcept(true)
 
void orderType (OrderType i) noexcept(true)
 
Side side () const noexcept(true)
 
void side (Side i) noexcept(true)
 
const ClientOrderID_tclientOrderID () const noexcept(true)
 
void clientOrderID (ClientOrderID_t const &clID) 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::MIT::common::Header
MsgType_t type () const noexcept(true)
 
std::uint16_t length () const noexcept(true)
 
bool is_valid () const noexcept(true)
 

Public Attributes

ClientOrderID_t clientOrderID_
 
TraderID_t traderID {"\0\0\0\0\0\0\0\0\0\0"}
 
Account_t account {"\0\0\0\0\0\0\0\0\0"}
 
ClearingAccount clearingAccount =ClearingAccount::Client
 
specific1_t specific1
 
OrderType orderType_
 
TIF tif_
 
ExpireDateTime_t expireDateTime =0
 
Side side_
 
specific2_t specific2
 
Price_t limitPrice_
 
Capacity capacity =Capacity::Principal
 
const AutoCancel autoCancel =AutoCancel::Cancel
 
OrderSubType orderSubType =OrderSubType::Order
 
specific3_t specific3
 
- 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

template<class Specific1, class Specific2, class Specific3>
struct isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >

Definition at line 389 of file messages.hpp.

Member Typedef Documentation

◆ Header_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::Header_t = Header

Definition at line 390 of file messages.hpp.

◆ specific1_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific1_t = Specific1

Definition at line 397 of file messages.hpp.

◆ specific2_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific2_t = Specific2

Definition at line 398 of file messages.hpp.

◆ specific3_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific3_t = Specific3

Definition at line 399 of file messages.hpp.

Member Enumeration Documentation

◆ anonymous enum

template<class Specific1, class Specific2, class Specific3>
anonymous enum : MsgType_t
Enumerator
static_type 

Definition at line 391 of file messages.hpp.

◆ anonymous enum

template<class Specific1, class Specific2, class Specific3>
anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 394 of file messages.hpp.

Constructor & Destructor Documentation

◆ NewOrder()

template<class Specific1 , class Specific2 , class Specific3 >
constexpr isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::NewOrder ( ClientOrderID_t const &  clID,
OrderType const  oT,
TIF const  t,
Side const  s,
SecurityID_t  instID,
typename specific2_t::order_qty_t  ordQty,
Price_t  p 
)
inlineconstexprnoexcept

Definition at line 193 of file messages_impl.hpp.

Member Function Documentation

◆ clientOrderID() [1/2]

template<class Specific1, class Specific2, class Specific3>
const ClientOrderID_t& isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clientOrderID ( ) const
inlinenoexcept

Definition at line 447 of file messages.hpp.

◆ clientOrderID() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clientOrderID ( ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 450 of file messages.hpp.

◆ instrumentID() [1/2]

template<class Specific1, class Specific2, class Specific3>
SecurityID_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::instrumentID ( ) const
inlinenoexcept

Definition at line 419 of file messages.hpp.

◆ instrumentID() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::instrumentID ( SecurityID_t  i)
inlinenoexcept

Definition at line 422 of file messages.hpp.

◆ limitPrice() [1/2]

template<class Specific1, class Specific2, class Specific3>
Price_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::limitPrice ( ) const
inlinenoexcept

Definition at line 454 of file messages.hpp.

◆ limitPrice() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::limitPrice ( Price_t  p)
inlinenoexcept

Definition at line 457 of file messages.hpp.

◆ orderQty() [1/2]

template<class Specific1, class Specific2, class Specific3>
specific2_t::order_qty_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderQty ( ) const
inlinenoexcept

Definition at line 426 of file messages.hpp.

◆ orderQty() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderQty ( typename specific2_t::order_qty_t  i)
inlinenoexcept

Definition at line 429 of file messages.hpp.

◆ orderType() [1/2]

template<class Specific1, class Specific2, class Specific3>
OrderType isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderType ( ) const
inlinenoexcept

Definition at line 433 of file messages.hpp.

◆ orderType() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderType ( OrderType  i)
inlinenoexcept

Definition at line 436 of file messages.hpp.

◆ side() [1/2]

template<class Specific1, class Specific2, class Specific3>
Side isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::side ( ) const
inlinenoexcept

Definition at line 440 of file messages.hpp.

◆ side() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::side ( Side  i)
inlinenoexcept

Definition at line 443 of file messages.hpp.

◆ tif() [1/2]

template<class Specific1, class Specific2, class Specific3>
TIF isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::tif ( ) const
inlinenoexcept

Definition at line 461 of file messages.hpp.

◆ tif() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::tif ( TIF  t)
inlinenoexcept

Definition at line 464 of file messages.hpp.

Member Data Documentation

◆ account

template<class Specific1, class Specific2, class Specific3>
Account_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::account {"\0\0\0\0\0\0\0\0\0"}

Definition at line 403 of file messages.hpp.

◆ autoCancel

template<class Specific1, class Specific2, class Specific3>
const AutoCancel isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::autoCancel =AutoCancel::Cancel

Definition at line 413 of file messages.hpp.

◆ capacity

template<class Specific1, class Specific2, class Specific3>
Capacity isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::capacity =Capacity::Principal

Definition at line 412 of file messages.hpp.

◆ clearingAccount

template<class Specific1, class Specific2, class Specific3>
ClearingAccount isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clearingAccount =ClearingAccount::Client

Definition at line 404 of file messages.hpp.

◆ clientOrderID_

template<class Specific1, class Specific2, class Specific3>
ClientOrderID_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clientOrderID_

Definition at line 401 of file messages.hpp.

◆ expireDateTime

template<class Specific1, class Specific2, class Specific3>
ExpireDateTime_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::expireDateTime =0

Definition at line 408 of file messages.hpp.

◆ limitPrice_

template<class Specific1, class Specific2, class Specific3>
Price_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::limitPrice_

Definition at line 411 of file messages.hpp.

◆ orderSubType

template<class Specific1, class Specific2, class Specific3>
OrderSubType isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderSubType =OrderSubType::Order

Definition at line 414 of file messages.hpp.

◆ orderType_

template<class Specific1, class Specific2, class Specific3>
OrderType isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderType_

Definition at line 406 of file messages.hpp.

◆ side_

template<class Specific1, class Specific2, class Specific3>
Side isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::side_

Definition at line 409 of file messages.hpp.

◆ specific1

template<class Specific1, class Specific2, class Specific3>
specific1_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific1

Definition at line 405 of file messages.hpp.

◆ specific2

template<class Specific1, class Specific2, class Specific3>
specific2_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific2

Definition at line 410 of file messages.hpp.

◆ specific3

template<class Specific1, class Specific2, class Specific3>
specific3_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific3

Definition at line 415 of file messages.hpp.

◆ tif_

template<class Specific1, class Specific2, class Specific3>
TIF isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::tif_

Definition at line 407 of file messages.hpp.

◆ traderID

template<class Specific1, class Specific2, class Specific3>
TraderID_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::traderID {"\0\0\0\0\0\0\0\0\0\0"}

Definition at line 402 of file messages.hpp.


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