OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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AddOrder.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace HKEX {
32namespace MarketData {
33namespace Omdc {
34
36 struct AddOrderMsg : public BinaryMessage
37 {
39 UInt16 msgSize() const
41 {
42 return ordinary<UInt16>(0);
43 }
44
46 UInt16 msgType() const
48 {
49 return ordinary<UInt16>(2);
50 }
51
53 UInt32 securityCode() const
55 {
56 return ordinary<UInt32>(4);
57 }
58
60 UInt64 orderId() const
62 {
63 return ordinary<UInt64>(8);
64 }
65
67 Int32 price() const
69 {
70 return ordinary<Int32>(16);
71 }
72
74 UInt32 quantity() const
76 {
77 return ordinary<UInt32>(20);
78 }
79
83 {
84 return enumeration<Side>(24);
85 }
86
90 {
91 return fixedStr<1>(26);
92 }
93
95 Int32 orderBookPosition() const
97 {
98 return ordinary<Int32>(28);
99 }
100
103
105 static void validateSize(MessageSize size)
106 {
107 if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
108 throwIncorrectSize("AddOrder", size, messageSize_);
109 }
110
112 AddOrderMsg(const void* data, MessageSize size)
114 : BinaryMessage(data, size)
115 {
116 }
117 };
118
120 ONIXS_HKEX_OMDC_API void toStr(std::string&, const AddOrderMsg&);
121
123 inline std::string toStr(const AddOrderMsg& msg)
124 {
125 std::string str;
126 toStr(str, msg);
127 return str;
128 }
129
130}
131}
132}
133}
#define ONIXS_HKEX_OMDC_CONST_OR_CONSTEXPR
Definition Compiler.h:171
#define ONIXS_HKEX_OMDC_NOTHROW
Definition Compiler.h:169
Enumeration::Enum enumeration(MessageSize offset) const noexcept
BinaryMessage() noexcept
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based FIX field values.
Definition String.h:46
ONIXS_HKEX_OMDC_API void toStr(std::string &, Side::Enum)
Appends string presentation of object.
UInt16 MessageSize
Aliases message length type.
Definition Defines.h:93
ONIXS_HKEX_OMDC_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UInt32 quantity() const noexcept
Number of shares.
Definition AddOrder.h:74
UInt32 securityCode() const noexcept
Uniquely identifies a security available for trading.
Definition AddOrder.h:53
Int32 orderBookPosition() const noexcept
Order rank information for the order position within the order book for each security.
Definition AddOrder.h:95
UInt16 msgSize() const noexcept
Size of the message.
Definition AddOrder.h:39
UInt16 msgType() const noexcept
Type of message.
Definition AddOrder.h:46
Side::Enum side() const noexcept
Side of the order.
Definition AddOrder.h:81
static constexpr MessageSize messageSize_
Total message size.
Definition AddOrder.h:102
UInt64 orderId() const noexcept
Unique identifier for each order performed within the trading day.
Definition AddOrder.h:60
static void validateSize(MessageSize size)
Check the given size.
Definition AddOrder.h:105
Int32 price() const noexcept
Price.
Definition AddOrder.h:67
StrRef orderType() const noexcept
Order type.
Definition AddOrder.h:88
AddOrderMsg(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
Definition AddOrder.h:112