OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
ConstantModifyOrder.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace CboeCFE {
32 namespace Trading {
33 namespace BOE {
34 namespace Testing {
35 
36  /// Modify Order
37  struct ONIXS_CBOE_CFE_BOE_API ConstantModifyOrder : public BinaryMessage
38  {
39  /// Unique Id chosen by the client.
40  StrRef clOrdId() const
41  {
42  return fixedStr<20>(0);
43  }
44 
45  /// The ClOrdId of the original order.
47  {
48  return fixedStr<20>(20);
49  }
50 
51  /// EFID that will clear the trade.
53  {
54  return fixedStr<4>(40);
55  }
56 
57  /// Order quantity.
58  Binary4 orderQty() const
59  {
60  return ordinary<Binary4>(44);
61  }
62 
63  /// Limit price.
65  {
66  return ordinary<BinaryPrice>(48);
67  }
68 
69  /// Order type.
71  {
72  return enumeration<OrdType>(56);
73  }
74 
75  /// CancelOrigOnReject.
77  {
78  return enumeration<CancelOrigOnReject>(57);
79  }
80 
81  /// Stop price.
83  {
84  return ordinary<BinaryPrice>(58);
85  }
86 
87  /// Manual order indicator.
89  {
90  return enumeration<ManualOrderIndicator>(66);
91  }
92 
93  /// Identifies the Order Entry Operator responsible for this message.
94  StrRef oEOID() const
95  {
96  return fixedStr<18>(67);
97  }
98 
99  /// Supplemental customer identifier used for billing related programs.
101  {
102  return fixedStr<6>(85);
103  }
104 
105  /// Execution source code provided during order entry to describe broker service.
107  {
108  return enumeration<CustOrderHandlingInst>(91);
109  }
110 
111  static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT { return MessageType::ModifyOrder; };
112 
113  ///
114  ConstantModifyOrder() ONIXS_BATS_BOE_NOEXCEPT
115  : BinaryMessage()
116  {
117  }
118 
119  /// Initializes instance over given memory block.
120  ConstantModifyOrder(const void* data, MessageSize size)
121  : BinaryMessage(data, size)
122  {
123  }
124  };
125 
126  /// Serializes object into string.
127  ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantModifyOrder&);
128 
129  /// Serializes object into string.
130  inline std::string toStr(const ConstantModifyOrder& msg)
131  {
132  std::string str;
133  toStr(str, msg);
134  return str;
135  }
136 
137 }
138 }
139 }
140 }
141 }
CancelOrigOnReject::Enum cancelOrigOnReject() const
CancelOrigOnReject.
StrRef frequentTraderId() const
Supplemental customer identifier used for billing related programs.
Provides efficient way of accessing text-based field values.
Definition: String.h:45
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Execution source code provided during order entry to describe broker service.
Encapsulates services for manipulating little endian encoded messages.
StrRef clearingFirm() const
EFID that will clear the trade.
StrRef clOrdId() const
Unique Id chosen by the client.
ConstantModifyOrder(const void *data, MessageSize size)
Initializes instance over given memory block.
Binary2 MessageSize
Aliases message length type.
StrRef origClOrdId() const
The ClOrdId of the original order.
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.
static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT