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jmmcg::exchanges::MIT::OSLO::OrderCancelReplaceRequest Struct Reference

#include <messages.hpp>

Inheritance diagram for jmmcg::exchanges::MIT::OSLO::OrderCancelReplaceRequest:
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Collaboration diagram for jmmcg::exchanges::MIT::OSLO::OrderCancelReplaceRequest:
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Public Types

using base_t = common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
 
using order_qty_t = NewOrderSpecific2::order_qty_t
 
- Public Types inherited from jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
enum  
 
enum  
 
using Header_t = Header
 
using specific1_t = NewOrderSpecific1
 
using specific2_t = NewOrderSpecific2
 
using specific3_t = OrderCancelReplaceRequestSpecific
 
- 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 >
 OrderCancelReplaceRequest (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::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
constexpr OrderCancelReplaceRequest (ClientOrderID_t const &origclID, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t const p, TIF t, Side s) noexcept(true) FORCE_INLINE
 
SecurityID_t instrumentID () const noexcept(true)
 
void instrumentID (SecurityID_t i) noexcept(true)
 
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)
 
Price_t limitPrice () const noexcept(true)
 
void limitPrice (Price_t p) noexcept(true)
 
specific2_t::order_qty_t orderQty () const noexcept(true)
 
void orderQty (typename specific2_t::order_qty_t i) noexcept(true)
 
Side side () const noexcept(true)
 
void side (Side i) noexcept(true)
 
TIF tif () const noexcept(true)
 
void tif (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)
 

Additional Inherited Members

- Public Attributes inherited from jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
ClientOrderID_t clientOrderID_
 
ClientOrderID_t originalClientOrderID_
 
OrderID_t orderID
 
specific1_t specific1
 
ExpireDateTime_t expireDateTime
 
specific2_t specific2
 
Price_t limitPrice_
 
Account_t account
 
TIF tif_
 
Side side_
 
Price_t stoppedPrice
 
specific3_t specific3
 
- 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

Definition at line 195 of file messages.hpp.

Member Typedef Documentation

Constructor & Destructor Documentation

template<class SrcMsg >
jmmcg::exchanges::MIT::OSLO::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( SrcMsg const &  msg,
ref_data_t  rd 
)
explicitnoexcept

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.

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