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jmmcg::exchanges::BATSBOE::common::OrderExecution Struct Reference

#include <messages.hpp>

Inheritance diagram for jmmcg::exchanges::BATSBOE::common::OrderExecution:
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Collaboration diagram for jmmcg::exchanges::BATSBOE::common::OrderExecution:
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Public Types

enum  : std::size_t { header_t_size =sizeof(Header_t) }
 
using Header_t = Header< MsgType, MsgType::OrderExecution >
 
using bitfields_to_type_map = optional::OrderExecution::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::OrderExecution >
enum  
 
enum  
 
using MsgType_t = MsgType
 

Public Member Functions

 OrderExecution () noexcept(true) FORCE_INLINE
 
 OrderExecution (int32_t seqNum, ClientOrderID_t const &clID, Price_t const price, SecurityID_t const &instID, Side s) noexcept(true) FORCE_INLINE
 
ClientOrderID_t const & clientOrderID () const noexcept(true)
 
void clientOrderID (ClientOrderID_t const &clID) noexcept(true)
 
SecurityID_t const & instrumentID () const noexcept(true)
 
void instrumentID (SecurityID_t const &i) noexcept(true)
 
Price_t executedPrice () const noexcept(true)
 
void executedPrice (Price_t p) noexcept(true)
 
int32_t executedQty () const noexcept(true)
 
void executedQty (int32_t eq) noexcept(true)
 
int32_t leavesQty () const noexcept(true)
 
void leavesQty (int32_t eq) noexcept(true)
 
Side side () const noexcept(true)
 
void side (Side s) noexcept(true)
 
- Public Member Functions inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution >
 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...
 

Public Attributes

const DateTime_t transactionTime
 
- Public Attributes inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution >
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
 

Additional Inherited Members

- Protected Member Functions inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution >
 ~Header () noexcept(true)=default
 
- Protected Attributes inherited from jmmcg::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution >
uint16_t length_
 

Detailed Description

Section: "4.2.8 Order Execution"

Definition at line 642 of file messages.hpp.

Member Typedef Documentation

Member Enumeration Documentation

anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 646 of file messages.hpp.

Constructor & Destructor Documentation

jmmcg::exchanges::BATSBOE::common::OrderExecution::OrderExecution ( )
inlinenoexcept

Definition at line 358 of file messages_impl.hpp.

jmmcg::exchanges::BATSBOE::common::OrderExecution::OrderExecution ( int32_t  seqNum,
ClientOrderID_t const &  clID,
Price_t const  price,
SecurityID_t const &  instID,
Side  s 
)
inlinenoexcept

Definition at line 364 of file messages_impl.hpp.

Member Function Documentation

ClientOrderID_t const& jmmcg::exchanges::BATSBOE::common::OrderExecution::clientOrderID ( ) const
inlinenoexcept

Definition at line 655 of file messages.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::clientOrderID ( ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 658 of file messages.hpp.

Price_t jmmcg::exchanges::BATSBOE::common::OrderExecution::executedPrice ( ) const
inlinenoexcept

Definition at line 665 of file messages.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::executedPrice ( Price_t  p)
inlinenoexcept

Definition at line 668 of file messages.hpp.

int32_t jmmcg::exchanges::BATSBOE::common::OrderExecution::executedQty ( ) const
inlinenoexcept

Definition at line 672 of file messages.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::executedQty ( int32_t  eq)
inlinenoexcept

Definition at line 675 of file messages.hpp.

SecurityID_t const & jmmcg::exchanges::BATSBOE::common::OrderExecution::instrumentID ( ) const
inlinenoexcept

Definition at line 373 of file messages_impl.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::instrumentID ( SecurityID_t const &  i)
inlinenoexcept

Definition at line 378 of file messages_impl.hpp.

int32_t jmmcg::exchanges::BATSBOE::common::OrderExecution::leavesQty ( ) const
inlinenoexcept

Definition at line 679 of file messages.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::leavesQty ( int32_t  eq)
inlinenoexcept

Definition at line 682 of file messages.hpp.

Side jmmcg::exchanges::BATSBOE::common::OrderExecution::side ( ) const
inlinenoexcept

Definition at line 383 of file messages_impl.hpp.

void jmmcg::exchanges::BATSBOE::common::OrderExecution::side ( Side  s)
inlinenoexcept

Definition at line 388 of file messages_impl.hpp.

Member Data Documentation

const DateTime_t jmmcg::exchanges::BATSBOE::common::OrderExecution::transactionTime

Definition at line 650 of file messages.hpp.


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