libjmmcg
build_2176
A C++ library containing an eclectic mix of useful, advanced components.
|
#include <messages.hpp>
Public Types | |
enum | : std::size_t { header_t_size =sizeof(Header_t) } |
using | Header_t = Header< MsgType, MsgType::ModifyOrder > |
using | bitfields_to_type_map = optional::ModifyOrder::bitfields_to_type_map |
using | bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Public Types inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder > | |
enum | |
enum | |
using | MsgType_t = MsgType |
Public Member Functions | |
ModifyOrder (uint32_t seqNum, ClientOrderID_t const &clID, uint32_t ordQty, Price_t p, Side s) noexcept(true) FORCE_INLINE | |
template<class SrcMsg > | |
__stdcall | ModifyOrder (SrcMsg const &msg, uint32_t seqNum) noexcept(true)=deleteFORCE_INLINE |
Create a message from the source message. More... | |
ClientOrderID_t const & | originalClientOrderID () const noexcept(true) |
void | originalClientOrderID (ClientOrderID_t const &clID) noexcept(true) |
Price_t | limitPrice () const noexcept(true) |
void | limitPrice (Price_t p) noexcept(true) |
uint32_t | orderQty () const noexcept(true) |
void | orderQty (uint32_t i) noexcept(true) |
Side | side () const noexcept(true) |
void | side (Side i) noexcept(true) |
Public Member Functions inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder > | |
Header (std::size_t l) noexcept(true) FORCE_INLINE | |
Header (std::size_t l, uint32_t seqNumber) noexcept(true) FORCE_INLINE | |
const MsgType_t | type () const noexcept(true) |
uint16_t | length () const noexcept(true) |
The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field. More... | |
Additional Inherited Members | |
Public Attributes inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder > | |
enum jmmcg::exchanges::BATSBOE::common::Header:: { ... } | __attribute__ |
const uint16_t | start_of_message |
const MsgType_t | type_ |
const uint8_t | matchingUnit |
const uint32_t | sequenceNumber |
Protected Member Functions inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder > | |
~Header () noexcept(true)=default | |
Protected Attributes inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder > | |
uint16_t | length_ |
Section: "4.1.3 Modify Order"
Definition at line 357 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::ModifyOrder::bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Definition at line 360 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::ModifyOrder::bitfields_to_type_map = optional::ModifyOrder::bitfields_to_type_map |
Definition at line 359 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::ModifyOrder::Header_t = Header<MsgType, MsgType::ModifyOrder> |
Definition at line 358 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
---|---|
header_t_size |
Definition at line 361 of file messages.hpp.
|
inlinenoexcept |
Definition at line 176 of file messages_impl.hpp.
|
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.
msg | The source message from which the target message should be created. |
|
inlinenoexcept |
Definition at line 186 of file messages_impl.hpp.
|
inlinenoexcept |
Definition at line 191 of file messages_impl.hpp.
|
inlinenoexcept |
Definition at line 196 of file messages_impl.hpp.
|
inlinenoexcept |
Definition at line 201 of file messages_impl.hpp.
|
inlinenoexcept |
Definition at line 376 of file messages.hpp.
|
inlinenoexcept |
Definition at line 379 of file messages.hpp.
|
inlinenoexcept |
Definition at line 206 of file messages_impl.hpp.
|
inlinenoexcept |
Definition at line 211 of file messages_impl.hpp.