libjmmcg
build_2176
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
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_ |
Section: "4.2.8 Order Execution"
Definition at line 642 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::OrderExecution::bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Definition at line 645 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::OrderExecution::bitfields_to_type_map = optional::OrderExecution::bitfields_to_type_map |
Definition at line 644 of file messages.hpp.
using jmmcg::exchanges::BATSBOE::common::OrderExecution::Header_t = Header<MsgType, MsgType::OrderExecution> |
Definition at line 643 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
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header_t_size |
Definition at line 646 of file messages.hpp.
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inlinenoexcept |
Definition at line 358 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 364 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 655 of file messages.hpp.
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inlinenoexcept |
Definition at line 658 of file messages.hpp.
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inlinenoexcept |
Definition at line 665 of file messages.hpp.
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inlinenoexcept |
Definition at line 668 of file messages.hpp.
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inlinenoexcept |
Definition at line 672 of file messages.hpp.
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inlinenoexcept |
Definition at line 675 of file messages.hpp.
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inlinenoexcept |
Definition at line 373 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 378 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 679 of file messages.hpp.
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inlinenoexcept |
Definition at line 682 of file messages.hpp.
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inlinenoexcept |
Definition at line 383 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 388 of file messages_impl.hpp.
const DateTime_t jmmcg::exchanges::BATSBOE::common::OrderExecution::transactionTime |
Definition at line 650 of file messages.hpp.