OnixS C++ SGX Titan OUCH Trading Handler  1.2.0
API documentation
OrderReplaced Struct Reference

#include <OnixS/SgxTitan/Trading/OUCH/Messages/OrderReplaced.h>

Collaboration diagram for OrderReplaced:

Public Member Functions

DateTime timestamp () const
 
StrRef replacementOrderToken () const throw ()
 
StrRef previousOrderToken () const throw ()
 
Binary4 orderBookId () const throw ()
 
Side::Enum side () const throw ()
 
Binary8 orderId () const throw ()
 
Binary8 quantity () const throw ()
 
BinaryPrice price () const throw ()
 
TimeInForce::Enum timeInForce () const throw ()
 
ReplaceOrderOpenClose::Enum openClose () const throw ()
 
StrRef clientAccount () const throw ()
 
OrderState::Enum orderState () const throw ()
 
StrRef customerInfo () const throw ()
 
StrRef exchangeInfo () const throw ()
 
Binary8 preTradeQuantity () const throw ()
 
Binary8 displayQuantity () const throw ()
 
Binary2 stpKey () const throw ()
 
StrRef reserved () const throw ()
 
 OrderReplaced (const void *data, MessageSize size) throw ()
 
- Public Member Functions inherited from IncomingMessage
 IncomingMessage (const void *data, MessageSize size) throw ()
 
InboundMessageTypes::Enum type () const throw ()
 
- Public Member Functions inherited from BinaryMessage< BigEndianConverter >
 BinaryMessage (const void *data, MessageSize size) throw ()
 
ONIXS_SGX_OUCH_CONSTEXPR BinaryMessage (const BinaryMessage &other) throw ()
 
const void * binary () const throw ()
 
MessageSize binarySize () const throw ()
 
BinaryMessageoperator= (const BinaryMessage &other) throw ()
 

Static Public Member Functions

static void validateSize (MessageSize size)
 

Static Public Attributes

static const MessageSize messageSize_ = 148
 

Additional Inherited Members

- Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue ordinary (BlockSize offset) const throw ()
 
const FieldValue & ordinaryRef (BlockSize offset) const throw ()
 
Enumeration::Enum enumeration (BlockSize offset) const throw ()
 
StrRef fixedStr (BlockSize offset) const throw ()
 

Detailed Description

This message acknowledges the receipt and acceptance of a valid Replace Order Message.

Definition at line 29 of file OrderReplaced.h.

Constructor & Destructor Documentation

OrderReplaced ( const void *  data,
MessageSize  size 
)
throw (
)
inline

Initializes instance over given memory block.

Definition at line 172 of file OrderReplaced.h.

Member Function Documentation

StrRef clientAccount ( ) const
throw (
)
inline

Mandatory in SGX-DT and validated in Matching Engine

Definition at line 104 of file OrderReplaced.h.

StrRef customerInfo ( ) const
throw (
)
inline

Pass-thru field.

Definition at line 118 of file OrderReplaced.h.

Binary8 displayQuantity ( ) const
throw (
)
inline

The displayed quantity in case the order is a reserve order or zero if the order is not a reserve order

Definition at line 141 of file OrderReplaced.h.

StrRef exchangeInfo ( ) const
throw (
)
inline

Pass-thru field.

Definition at line 125 of file OrderReplaced.h.

ReplaceOrderOpenClose::Enum openClose ( ) const
throw (
)
inline

Defines the position update for the account.

Definition at line 96 of file OrderReplaced.h.

Binary4 orderBookId ( ) const
throw (
)
inline

Order book ID.

Definition at line 52 of file OrderReplaced.h.

Binary8 orderId ( ) const
throw (
)
inline

The identifier assigned to the new order. Note that the number is only unique per Order book and side

Definition at line 68 of file OrderReplaced.h.

OrderState::Enum orderState ( ) const
throw (
)
inline

Definition at line 111 of file OrderReplaced.h.

Binary8 preTradeQuantity ( ) const
throw (
)
inline

Pre Trade Quantity.

Definition at line 132 of file OrderReplaced.h.

StrRef previousOrderToken ( ) const
throw (
)
inline

OrderToken.

Definition at line 45 of file OrderReplaced.h.

BinaryPrice price ( ) const
throw (
)
inline

Signed integer price.

Definition at line 82 of file OrderReplaced.h.

Binary8 quantity ( ) const
throw (
)
inline

Quantity currently open in the book.

Definition at line 75 of file OrderReplaced.h.

StrRef replacementOrderToken ( ) const
throw (
)
inline

OrderToken.

Definition at line 38 of file OrderReplaced.h.

StrRef reserved ( ) const
throw (
)
inline

Reserved for future use.

Definition at line 155 of file OrderReplaced.h.

Side::Enum side ( ) const
throw (
)
inline

Side.

Definition at line 59 of file OrderReplaced.h.

Binary2 stpKey ( ) const
throw (
)
inline

The Self Trade Protection Key.

Definition at line 148 of file OrderReplaced.h.

TimeInForce::Enum timeInForce ( ) const
throw (
)
inline

Time In Force.

Definition at line 89 of file OrderReplaced.h.

DateTime timestamp ( ) const
inline

UNIX Time.

Definition at line 32 of file OrderReplaced.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 165 of file OrderReplaced.h.

Member Data Documentation

const MessageSize messageSize_ = 148
static

Total message size.

Definition at line 162 of file OrderReplaced.h.


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