libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
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_t & | clientOrderID () 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 |
Definition at line 389 of file messages.hpp.
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::Header_t = Header |
Definition at line 390 of file messages.hpp.
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific1_t = Specific1 |
Definition at line 397 of file messages.hpp.
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific2_t = Specific2 |
Definition at line 398 of file messages.hpp.
using isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific3_t = Specific3 |
Definition at line 399 of file messages.hpp.
anonymous enum : MsgType_t |
Enumerator | |
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static_type |
Definition at line 391 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
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header_t_size |
Definition at line 394 of file messages.hpp.
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inlineconstexprnoexcept |
Definition at line 193 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 447 of file messages.hpp.
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inlinenoexcept |
Definition at line 450 of file messages.hpp.
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inlinenoexcept |
Definition at line 419 of file messages.hpp.
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inlinenoexcept |
Definition at line 422 of file messages.hpp.
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inlinenoexcept |
Definition at line 454 of file messages.hpp.
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inlinenoexcept |
Definition at line 457 of file messages.hpp.
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inlinenoexcept |
Definition at line 426 of file messages.hpp.
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inlinenoexcept |
Definition at line 429 of file messages.hpp.
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inlinenoexcept |
Definition at line 433 of file messages.hpp.
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inlinenoexcept |
Definition at line 436 of file messages.hpp.
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inlinenoexcept |
Definition at line 440 of file messages.hpp.
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inlinenoexcept |
Definition at line 443 of file messages.hpp.
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inlinenoexcept |
Definition at line 461 of file messages.hpp.
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inlinenoexcept |
Definition at line 464 of file messages.hpp.
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.
const AutoCancel isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::autoCancel =AutoCancel::Cancel |
Definition at line 413 of file messages.hpp.
Capacity isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::capacity =Capacity::Principal |
Definition at line 412 of file messages.hpp.
ClearingAccount isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clearingAccount =ClearingAccount::Client |
Definition at line 404 of file messages.hpp.
ClientOrderID_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::clientOrderID_ |
Definition at line 401 of file messages.hpp.
ExpireDateTime_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::expireDateTime =0 |
Definition at line 408 of file messages.hpp.
Price_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::limitPrice_ |
Definition at line 411 of file messages.hpp.
OrderSubType isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderSubType =OrderSubType::Order |
Definition at line 414 of file messages.hpp.
OrderType isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::orderType_ |
Definition at line 406 of file messages.hpp.
Side isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::side_ |
Definition at line 409 of file messages.hpp.
specific1_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific1 |
Definition at line 405 of file messages.hpp.
specific2_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific2 |
Definition at line 410 of file messages.hpp.
specific3_t isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::specific3 |
Definition at line 415 of file messages.hpp.
TIF isimud::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >::tif_ |
Definition at line 407 of file messages.hpp.
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.