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jmmcg::exchanges::MIT::JSE::NewOrder Struct Reference

#include <messages.hpp>

Inheritance diagram for jmmcg::exchanges::MIT::JSE::NewOrder:
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Collaboration diagram for jmmcg::exchanges::MIT::JSE::NewOrder:
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Public Types

enum  : common::MsgType_t { type_const =static_cast<common::MsgType_t>(common::ClientMsgType::NewOrder) }
 
enum  : std::size_t { header_t_size =sizeof(Header_t) }
 
using Header_t = common::Header
 
using order_qty_t = std::int32_t
 
- 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

constexpr __stdcall NewOrder (common::ClientOrderID_t const &clID, common::OrderType const oT, common::TIF const t, common::Side const s, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t p) noexcept(true) FORCE_INLINE
 
template<class SrcMsg >
__stdcall NewOrder (SrcMsg const &msg, ref_data_t rd) noexcept(true) FORCE_INLINE
 Create a message from the source message. More...
 
common::SecurityID_t instrumentID () const noexcept(true)
 
void instrumentID (common::SecurityID_t i) noexcept(true)
 
order_qty_t orderQty () const noexcept(true)
 
void orderQty (order_qty_t i) noexcept(true)
 
common::OrderType orderType () const noexcept(true)
 
void orderType (common::OrderType i) noexcept(true)
 
common::Side side () const noexcept(true)
 
void side (common::Side i) noexcept(true)
 
common::ClientOrderID_t const & clientOrderID () const noexcept(true)
 
void clientOrderID (common::ClientOrderID_t const &clID) noexcept(true)
 
common::Price_t limitPrice () const noexcept(true)
 
void limitPrice (common::Price_t p) noexcept(true)
 
common::TIF tif () const noexcept(true)
 
void tif (common::TIF t) 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)
 

Public Attributes

common::ClientOrderID_t clientOrderID_
 
common::SecurityID_t instrumentID_
 
TraderMnemonic_t traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}
 
common::Account_t account {"\0\0\0\0\0\0\0\0\0"}
 
common::OrderType orderType_
 
common::TIF tif_
 
ExpireDateTime_t expireDateTime {}
 
common::Side side_
 
order_qty_t orderQty_
 
order_qty_t displayQty {}
 
order_qty_t minimumQty {}
 
common::Price_t limitPrice_
 
common::Price_t stoppedPrice =0
 
common::Capacity capacity =common::Capacity::Principal
 
const common::AutoCancel cancelOnDisconnect =common::AutoCancel::Cancel
 
const common::OrderBook orderBook =common::OrderBook::Regular
 
common::ExecutionInstruction executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders
 
common::OrderSubType orderSubType =common::OrderSubType::Order
 
- 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_
 

Detailed Description

Section: "6.5.1 New Order"

Definition at line 161 of file messages.hpp.

Member Typedef Documentation

Definition at line 169 of file messages.hpp.

Member Enumeration Documentation

anonymous enum : common::MsgType_t
Enumerator
type_const 

Definition at line 163 of file messages.hpp.

anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 166 of file messages.hpp.

Constructor & Destructor Documentation

constexpr jmmcg::exchanges::MIT::JSE::NewOrder::NewOrder ( common::ClientOrderID_t const &  clID,
common::OrderType const  oT,
common::TIF const  t,
common::Side const  s,
common::SecurityID_t  instID,
order_qty_t  ordQty,
common::Price_t  p 
)
inlinenoexcept

Definition at line 65 of file messages_impl.hpp.

template<class SrcMsg >
__stdcall jmmcg::exchanges::MIT::JSE::NewOrder::NewOrder ( SrcMsg const &  msg,
ref_data_t  rd 
)
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.

Parameters
msgThe source message from which the target message should be created.

Member Function Documentation

common::ClientOrderID_t const& jmmcg::exchanges::MIT::JSE::NewOrder::clientOrderID ( ) const
inlinenoexcept

Definition at line 229 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::clientOrderID ( common::ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 232 of file messages.hpp.

common::SecurityID_t jmmcg::exchanges::MIT::JSE::NewOrder::instrumentID ( ) const
inlinenoexcept

Definition at line 201 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::instrumentID ( common::SecurityID_t  i)
inlinenoexcept

Definition at line 204 of file messages.hpp.

common::Price_t jmmcg::exchanges::MIT::JSE::NewOrder::limitPrice ( ) const
inlinenoexcept

Definition at line 236 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::limitPrice ( common::Price_t  p)
inlinenoexcept

Definition at line 239 of file messages.hpp.

order_qty_t jmmcg::exchanges::MIT::JSE::NewOrder::orderQty ( ) const
inlinenoexcept

Definition at line 208 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::orderQty ( order_qty_t  i)
inlinenoexcept

Definition at line 211 of file messages.hpp.

common::OrderType jmmcg::exchanges::MIT::JSE::NewOrder::orderType ( ) const
inlinenoexcept

Definition at line 215 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::orderType ( common::OrderType  i)
inlinenoexcept

Definition at line 218 of file messages.hpp.

common::Side jmmcg::exchanges::MIT::JSE::NewOrder::side ( ) const
inlinenoexcept

Definition at line 222 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::side ( common::Side  i)
inlinenoexcept

Definition at line 225 of file messages.hpp.

common::TIF jmmcg::exchanges::MIT::JSE::NewOrder::tif ( ) const
inlinenoexcept

Definition at line 243 of file messages.hpp.

void jmmcg::exchanges::MIT::JSE::NewOrder::tif ( common::TIF  t)
inlinenoexcept

Definition at line 246 of file messages.hpp.

Member Data Documentation

common::Account_t jmmcg::exchanges::MIT::JSE::NewOrder::account {"\0\0\0\0\0\0\0\0\0"}

Definition at line 174 of file messages.hpp.

const common::AutoCancel jmmcg::exchanges::MIT::JSE::NewOrder::cancelOnDisconnect =common::AutoCancel::Cancel

Definition at line 185 of file messages.hpp.

common::Capacity jmmcg::exchanges::MIT::JSE::NewOrder::capacity =common::Capacity::Principal

Definition at line 184 of file messages.hpp.

common::ClientOrderID_t jmmcg::exchanges::MIT::JSE::NewOrder::clientOrderID_

Definition at line 171 of file messages.hpp.

order_qty_t jmmcg::exchanges::MIT::JSE::NewOrder::displayQty {}

Definition at line 180 of file messages.hpp.

common::ExecutionInstruction jmmcg::exchanges::MIT::JSE::NewOrder::executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders

Definition at line 187 of file messages.hpp.

ExpireDateTime_t jmmcg::exchanges::MIT::JSE::NewOrder::expireDateTime {}

Definition at line 177 of file messages.hpp.

common::SecurityID_t jmmcg::exchanges::MIT::JSE::NewOrder::instrumentID_

Definition at line 172 of file messages.hpp.

common::Price_t jmmcg::exchanges::MIT::JSE::NewOrder::limitPrice_

Definition at line 182 of file messages.hpp.

order_qty_t jmmcg::exchanges::MIT::JSE::NewOrder::minimumQty {}

Definition at line 181 of file messages.hpp.

const common::OrderBook jmmcg::exchanges::MIT::JSE::NewOrder::orderBook =common::OrderBook::Regular

Definition at line 186 of file messages.hpp.

order_qty_t jmmcg::exchanges::MIT::JSE::NewOrder::orderQty_

Definition at line 179 of file messages.hpp.

common::OrderSubType jmmcg::exchanges::MIT::JSE::NewOrder::orderSubType =common::OrderSubType::Order

Definition at line 188 of file messages.hpp.

common::OrderType jmmcg::exchanges::MIT::JSE::NewOrder::orderType_

Definition at line 175 of file messages.hpp.

common::Side jmmcg::exchanges::MIT::JSE::NewOrder::side_

Definition at line 178 of file messages.hpp.

common::Price_t jmmcg::exchanges::MIT::JSE::NewOrder::stoppedPrice =0

Definition at line 183 of file messages.hpp.

common::TIF jmmcg::exchanges::MIT::JSE::NewOrder::tif_

Definition at line 176 of file messages.hpp.

TraderMnemonic_t jmmcg::exchanges::MIT::JSE::NewOrder::traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 173 of file messages.hpp.


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