libjmmcg
build_2176
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
Public Types | |
using | base_t = common::OrderCancelRequest< NewOrderSpecific1 > |
Public Types inherited from jmmcg::exchanges::MIT::common::OrderCancelRequest< NewOrderSpecific1 > | |
enum | |
enum | |
using | Header_t = Header |
using | specific1_t = NewOrderSpecific1 |
using | specific2_t = OrderCancelRequestSpecific2 |
Public Types inherited from jmmcg::exchanges::MIT::common::Header | |
enum | : bool { has_static_size =true } |
using | ClientOrderID_t = common::ClientOrderID_t |
using | OrderID_t = common::OrderID_t |
Public Member Functions | |
template<class SrcMsg > | |
OrderCancelRequest (SrcMsg const &msg, ref_data_t rd) noexcept(true) | |
Create a message from the source message. More... | |
Public Member Functions inherited from jmmcg::exchanges::MIT::common::OrderCancelRequest< NewOrderSpecific1 > | |
constexpr | OrderCancelRequest (ClientOrderID_t const &clID, ClientOrderID_t const &origclID, SecurityID_t instID, Side side) noexcept(true) FORCE_INLINE |
ClientOrderID_t const & | clientOrderID () const noexcept(true) |
void | clientOrderID (ClientOrderID_t const &clID) noexcept(true) |
ClientOrderID_t const & | originalClientOrderID () const noexcept(true) |
void | originalClientOrderID (ClientOrderID_t const &clID) noexcept(true) |
SecurityID_t | instrumentID () const noexcept(true) |
void | instrumentID (SecurityID_t i) noexcept(true) |
Side | side () const noexcept(true) |
void | side (Side s) noexcept(true) |
Public Member Functions inherited from jmmcg::exchanges::MIT::common::Header | |
template<class MsgT > | |
constexpr | Header (std::size_t l, MsgT t) noexcept(true) FORCE_INLINE |
MsgType_t | type () const noexcept(true) |
uint16_t | length () const noexcept(true) |
Additional Inherited Members | |
Public Attributes inherited from jmmcg::exchanges::MIT::common::OrderCancelRequest< NewOrderSpecific1 > | |
ClientOrderID_t | clientOrderID_ |
ClientOrderID_t | originalClientOrderID_ |
OrderID_t | orderID |
specific1_t | specific1 |
Side | side_ |
specific2_t | specific2 |
Public Attributes inherited from jmmcg::exchanges::MIT::common::Header | |
enum jmmcg::exchanges::MIT::common::Header:: { ... } | __attribute__ |
const std::int8_t | start_of_message =2 |
const int16_t | length_ |
const MsgType_t | type_ |
Definition at line 213 of file messages.hpp.
using jmmcg::exchanges::MIT::BIT::OrderCancelRequest::base_t = common::OrderCancelRequest<NewOrderSpecific1> |
Definition at line 214 of file messages.hpp.
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noexcept |
Create a message from the source message.
If a linker 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. |