Entry Struct Reference

Public Member Functions
UInt64	aggregateQuantity () const noexcept
Int32	price () const noexcept
UInt32	numberOfOrders () const noexcept
Side::Enum	side () const noexcept
UInt8	priceLevel () const noexcept
UInt8	updateAction () const noexcept
	Entry (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_ = 24

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 35 of file AggregateOrderBookUpdate.Entry.h.

Constructor & Destructor Documentation

Entry()

Entry ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 91 of file AggregateOrderBookUpdate.Entry.h.

Member Function Documentation

aggregateQuantity()

UInt64 aggregateQuantity ( ) const

inlinenoexcept

Aggregated number of shares.

Definition at line 39 of file AggregateOrderBookUpdate.Entry.h.

numberOfOrders()

UInt32 numberOfOrders ( ) const

inlinenoexcept

Number of orders.

Definition at line 53 of file AggregateOrderBookUpdate.Entry.h.

price()

Int32 price ( ) const

inlinenoexcept

Price.

Definition at line 46 of file AggregateOrderBookUpdate.Entry.h.

priceLevel()

UInt8 priceLevel ( ) const

inlinenoexcept

Price level.

Definition at line 67 of file AggregateOrderBookUpdate.Entry.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of the order.

Definition at line 60 of file AggregateOrderBookUpdate.Entry.h.

updateAction()

UInt8 updateAction ( ) const

inlinenoexcept

Type of market data update action.

Definition at line 74 of file AggregateOrderBookUpdate.Entry.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 84 of file AggregateOrderBookUpdate.Entry.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 24

staticconstexpr

Total message size.

Definition at line 81 of file AggregateOrderBookUpdate.Entry.h.