#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef SimpleNewOrder100 | ThisType |
| Public Types inherited from SbeMessage | |
| 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 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 | |
| Protected Types inherited from SbeMessage | |
| typedef SbeGroupList< MessageSize > | GroupList |
| typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
| Protected Member Functions inherited from SbeMessage | |
| 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) |
| Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize > | |
| SbeFields ()=default | |
| ~SbeFields ()=default | |
| Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize > | |
| BinaryBlock ()=default | |
| ~BinaryBlock ()=default | |
| Value | ordinary (MessageSize offset) const noexcept |
| const Value & | accessOrdinary (MessageSize offset) const noexcept |
| Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
| Value | decimal (MessageSize offset) const noexcept |
| StrRef | fixedStr (MessageSize offset) const noexcept |
| Static Protected Member Functions inherited from SbeMessage | |
| static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 4376 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 4381 of file Messages.h.
| typedef SimpleNewOrder100 ThisType |
This type alias.
Definition at line 4384 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 100 | |
Definition at line 4387 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 4393 of file Messages.h.
|
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 4408 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 4422 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 4433 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 4444 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 4568 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 4920 of file Messages.h.
|
inlinenoexcept |
Message type = SimpleNewOrder.
Common header to all inbound business messages.
Definition at line 4471 of file Messages.h.
|
inlinenoexcept |
Common header to all inbound business messages.
Definition at line 4480 of file Messages.h.
|
inlinenoexcept |
Definition at line 5017 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 4980 of file Messages.h.
|
inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 4547 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 4619 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 4989 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 4946 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 4934 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 4856 of file Messages.h.
|
inlinenoexcept |
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 4886 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = SimpleNewOrder.
Definition at line 4460 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 4908 of file Messages.h.
|
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 4522 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 4804 of file Messages.h.
|
inlinenoexcept |
Identifies the order tag identification.
Definition at line 4489 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 4727 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 4825 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 4962 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 4954 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 4772 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 4699 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 4666 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 4687 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 4643 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 4597 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 4577 of file Messages.h.
|
inlinenoexcept |
Definition at line 4586 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 4557 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 4629 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 4866 of file Messages.h.
|
inlinenoexcept |
Definition at line 4875 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 4893 of file Messages.h.
|
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 4535 of file Messages.h.
Quantity ordered.
Definition at line 4813 of file Messages.h.
Identifies the order tag identification.
Definition at line 4498 of file Messages.h.
|
inlinenoexcept |
Definition at line 4507 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 4737 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 4835 of file Messages.h.
|
inlinenoexcept |
Definition at line 4844 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 4783 of file Messages.h.
|
inlinenoexcept |
Definition at line 4793 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 4675 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 4654 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 4607 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 4716 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 4759 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 4707 of file Messages.h.
|
inlinenoexcept |
Definition at line 5007 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 4749 of file Messages.h.
|
inline |
Definition at line 825 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 818 of file MessageSerialization.h.