#include <messages.hpp>

Inheritance diagram for jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >:

Collaboration diagram for jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >:

Public Types
enum	: MsgType_t { type_const =static_cast<MsgType_t>(ClientMsgType::OrderCancelReplaceRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

using	Header_t = Header

using	specific1_t = Specific1

using	specific2_t = Specific2

using	specific3_t = Specific3

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	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)

Public Attributes
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

template<class Specific1, class Specific2, class Specific3>
struct jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >

Definition at line 433 of file messages.hpp.

Member Typedef Documentation

template<class Specific1, class Specific2, class Specific3>

using jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::Header_t = Header

Definition at line 434 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

using jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific1_t = Specific1

Definition at line 441 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

using jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific2_t = Specific2

Definition at line 442 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

using jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific3_t = Specific3

Definition at line 443 of file messages.hpp.

Member Enumeration Documentation

template<class Specific1, class Specific2, class Specific3>

anonymous enum : MsgType_t

Enumerator
type_const

Definition at line 435 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 438 of file messages.hpp.

Constructor & Destructor Documentation

template<class Specific1 , class Specific2 , class Specific3 >

constexpr jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::OrderCancelReplaceRequest	(	ClientOrderID_t const &	origclID,
		SecurityID_t	instID,
		typename specific2_t::order_qty_t	ordQty,
		Price_t const	p,
		TIF	t,
		Side	s
	)

inlinenoexcept

Definition at line 149 of file messages_impl.hpp.

Member Function Documentation

template<class Specific1, class Specific2, class Specific3>

ClientOrderID_t const& jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID ( ) const

inlinenoexcept

Definition at line 467 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID ( ClientOrderID_t const & clID )

inlinenoexcept

Definition at line 470 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

SecurityID_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::instrumentID ( ) const

inlinenoexcept

Definition at line 460 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::instrumentID ( SecurityID_t i )

inlinenoexcept

Definition at line 463 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

Price_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice ( ) const

inlinenoexcept

Definition at line 481 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice ( Price_t p )

inlinenoexcept

Definition at line 484 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

specific2_t::order_qty_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderQty ( ) const

inlinenoexcept

Definition at line 488 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderQty ( typename specific2_t::order_qty_t i )

inlinenoexcept

Definition at line 491 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

ClientOrderID_t const& jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID ( ) const

inlinenoexcept

Definition at line 474 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID ( ClientOrderID_t const & clID )

inlinenoexcept

Definition at line 477 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

Side jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side ( ) const

inlinenoexcept

Definition at line 495 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side ( Side i )

inlinenoexcept

Definition at line 498 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

TIF jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif ( ) const

inlinenoexcept

Definition at line 502 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

void jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif ( TIF t )

inlinenoexcept

Definition at line 505 of file messages.hpp.

Member Data Documentation

template<class Specific1, class Specific2, class Specific3>

Account_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::account

Definition at line 452 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

ClientOrderID_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID_

Definition at line 445 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

ExpireDateTime_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::expireDateTime

Definition at line 449 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

Price_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice_

Definition at line 451 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

OrderID_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderID

Definition at line 447 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

ClientOrderID_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID_

Definition at line 446 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

Side jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side_

Definition at line 454 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

specific1_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific1

Definition at line 448 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

specific2_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific2

Definition at line 450 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

specific3_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific3

Definition at line 456 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

Price_t jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::stoppedPrice

Definition at line 455 of file messages.hpp.

template<class Specific1, class Specific2, class Specific3>

TIF jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif_

Definition at line 453 of file messages.hpp.

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

core/exchanges/MIT/common/messages.hpp
core/exchanges/MIT/common/messages_impl.hpp

Public Types

Public Member Functions

Public Attributes

Detailed Description

template<class Specific1, class Specific2, class Specific3> struct jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class Specific1, class Specific2, class Specific3>
struct jmmcg::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >