#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 101 } |
typedef SchemaTraits | Schema |
typedef SimpleModifyOrder101 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Static Public Member Functions | |
static constexpr MessageType::Enum | messageType () noexcept |
static constexpr SecurityIDSource::Enum | securityIdSource () noexcept |
static constexpr StrRef | securityExchange () noexcept |
static constexpr AccountType::Enum | accountType () noexcept |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
static constexpr UInt64 | getMaxMessageSize (UInt8) noexcept |
static constexpr const Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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SbeMessage & | version (SchemaVersion version) noexcept |
GroupList | groups () noexcept |
GroupList | groups () const noexcept |
template<typename Group > | |
void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
template<typename Group > | |
void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename Group > | |
void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename DATA > | |
void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
VariableLengthFieldList | variableLengthFields () noexcept |
VariableLengthFieldList | variableLengthFields () const noexcept |
void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
MessageSize | calculateBinarySize (const void *tail) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, Owner &owner) noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
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SbeFields ()=default | |
~SbeFields ()=default | |
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BinaryBlock ()=default | |
~BinaryBlock ()=default | |
Value | ordinary (MessageSizeoffset) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
const Value & | accessOrdinary (MessageSizeoffset) const noexcept |
Value & | accessOrdinary (MessageSizeoffset) noexcept |
Enumeration::Enum | enumeration (MessageSizeoffset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSizeoffset) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 4964 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 4969 of file Messages.h.
typedef SimpleModifyOrder101 ThisType |
This type alias.
Definition at line 4972 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 4975 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 4981 of file Messages.h.
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inline |
Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.
Definition at line 4996 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 5010 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5021 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 5032 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5156 of file Messages.h.
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inlinestaticnoexcept |
Type of account associated with an order.
Definition at line 5533 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 5577 of file Messages.h.
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inlinenoexcept |
Message type = SimpleModifyOrder.
Common header to all inbound business messages.
Definition at line 5059 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 5068 of file Messages.h.
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inlinenoexcept |
Definition at line 5669 of file Messages.h.
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inlinestatic |
Definition at line 5638 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 5135 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 5207 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 5647 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 5603 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 5591 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5502 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Definition at line 5543 of file Messages.h.
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inlinestaticnoexcept |
Message type = SimpleModifyOrder.
Definition at line 5048 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 5565 of file Messages.h.
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inlinenoexcept |
Resets Market Protections.
When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.
Definition at line 5110 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5443 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 5392 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 5077 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 5315 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5472 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 5413 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 5619 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 5611 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 5360 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 5287 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5254 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 5275 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 5231 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 5185 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5165 of file Messages.h.
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inlinenoexcept |
Definition at line 5174 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 5145 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 5217 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5512 of file Messages.h.
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inlinenoexcept |
Definition at line 5521 of file Messages.h.
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Definition at line 5550 of file Messages.h.
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inlinenoexcept |
Resets Market Protections.
When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.
Definition at line 5123 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5452 of file Messages.h.
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inlinenoexcept |
Definition at line 5461 of file Messages.h.
Quantity ordered.
Definition at line 5401 of file Messages.h.
Identifies the order tag identification.
Definition at line 5086 of file Messages.h.
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inlinenoexcept |
Definition at line 5095 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 5325 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5481 of file Messages.h.
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inlinenoexcept |
Definition at line 5490 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 5423 of file Messages.h.
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inlinenoexcept |
Definition at line 5432 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 5371 of file Messages.h.
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inlinenoexcept |
Definition at line 5381 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5263 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 5242 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 5195 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 5304 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5347 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 5295 of file Messages.h.
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inlinenoexcept |
Definition at line 5659 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5337 of file Messages.h.
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inline |
Definition at line 660 of file MessageSerialization.h.