AddOrderMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
UInt64	orderId () const noexcept
Int32	price () const noexcept
UInt32	quantity () const noexcept
Side::Enum	side () const noexcept
StrRef	orderType () const noexcept
Int32	orderBookPosition () const noexcept
	AddOrderMsg (const void *data, MessageSize size) noexcept
Public Member Functions inherited from BinaryMessage
	BinaryMessage () noexcept
	BinaryMessage (const void *data, MessageSize size) noexcept
	BinaryMessage (const BinaryMessage &other) noexcept
	operator bool () const noexcept
const void *	binary () const noexcept
MessageSize	binarySize () const noexcept
BinaryMessage &	operator= (const BinaryMessage &other) noexcept

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static constexpr MessageSize	messageSize_ = 32

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const noexcept
FieldValue	ordinary (MessageSize offset) const noexcept
const FieldValue &	ordinaryRef (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept

Detailed Description

Definition at line 36 of file AddOrder.h.

Constructor & Destructor Documentation

AddOrderMsg()

AddOrderMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 112 of file AddOrder.h.

Member Function Documentation

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 39 of file AddOrder.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 46 of file AddOrder.h.

orderBookPosition()

Int32 orderBookPosition ( ) const

inlinenoexcept

Order rank information for the order position within the order book for each security.

Definition at line 95 of file AddOrder.h.

orderId()

UInt64 orderId ( ) const

inlinenoexcept

Unique identifier for each order performed within the trading day.

Definition at line 60 of file AddOrder.h.

orderType()

StrRef orderType ( ) const

inlinenoexcept

Order type.

Definition at line 88 of file AddOrder.h.

price()

Int32 price ( ) const

inlinenoexcept

Price.

Definition at line 67 of file AddOrder.h.

quantity()

UInt32 quantity ( ) const

inlinenoexcept

Number of shares.

Definition at line 74 of file AddOrder.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 53 of file AddOrder.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of the order.

Definition at line 81 of file AddOrder.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 105 of file AddOrder.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 32

staticconstexpr

Total message size.

Definition at line 102 of file AddOrder.h.