OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
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Enumerations.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
23
24#include <string>
25
26namespace OnixS {
27namespace CboeCFE {
28namespace Trading {
29namespace BOE {
30
115
117 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, OrderReasonCode::Enum);
118
120 inline std::string toStr(OrderReasonCode::Enum value)
121 {
122 std::string str;
123
124 toStr(str, value);
125
126 return str;
127 }
128
129
226
228 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, QuoteReasonCode::Enum);
229
231 inline std::string toStr(QuoteReasonCode::Enum value)
232 {
233 std::string str;
234
235 toStr(str, value);
236
237 return str;
238 }
239
300
302 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, MessageType::Enum);
303
305 inline std::string toStr(MessageType::Enum value)
306 {
307 std::string str;
308
309 toStr(str, value);
310
311 return str;
312 }
313
316 {
318 typedef UInt8 Base;
319
320 enum Enum
321 {
324
327
330 };
331 };
332
334 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, BaseLiquidityIndicator::Enum);
335
337 inline std::string toStr(BaseLiquidityIndicator::Enum value)
338 {
339 std::string str;
340
341 toStr(str, value);
342
343 return str;
344 }
345
348 {
350 typedef UInt8 Base;
351
360 };
361
363 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, CancelOrigOnReject::Enum);
364
366 inline std::string toStr(CancelOrigOnReject::Enum value)
367 {
368 std::string str;
369
370 toStr(str, value);
371
372 return str;
373 }
374
376 struct Capacity
377 {
379 typedef UInt8 Base;
380
381 enum Enum
382 {
384 Customer = 'C',
385
387 Firm = 'F',
388 };
389 };
390
392 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, Capacity::Enum);
393
395 inline std::string toStr(Capacity::Enum value)
396 {
397 std::string str;
398
399 toStr(str, value);
400
401 return str;
402 }
403
405 struct CtiCode
406 {
408 typedef UInt8 Base;
409
410 enum Enum
411 {
414 Cti1 = '1',
415
417 Cti2 = '2',
418
421 Cti3 = '3',
422
424 Cti4 = '4',
425 };
426 };
427
429 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, CtiCode::Enum);
430
432 inline std::string toStr(CtiCode::Enum value)
433 {
434 std::string str;
435
436 toStr(str, value);
437
438 return str;
439 }
440
443 {
445 typedef UInt8 Base;
446
470 };
471
473 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, CustOrderHandlingInst::Enum);
474
476 inline std::string toStr(CustOrderHandlingInst::Enum value)
477 {
478 std::string str;
479
480 toStr(str, value);
481
482 return str;
483 }
484
487 {
489 typedef UInt8 Base;
490
491 enum Enum
492 {
494 Manual = 'Y',
495
498 };
499 };
500
502 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, ManualOrderIndicator::Enum);
503
505 inline std::string toStr(ManualOrderIndicator::Enum value)
506 {
507 std::string str;
508
509 toStr(str, value);
510
511 return str;
512 }
513
532
534 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, MultilegReportingType::Enum);
535
537 inline std::string toStr(MultilegReportingType::Enum value)
538 {
539 std::string str;
540
541 toStr(str, value);
542
543 return str;
544 }
545
548 {
550 typedef UInt8 Base;
551
552 enum Enum
553 {
555 Open = 'O',
556
558 Close = 'C',
559
561 None = 'N',
562 };
563 };
564
566 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, OpenClose::Enum);
567
569 inline std::string toStr(OpenClose::Enum value)
570 {
571 std::string str;
572
573 toStr(str, value);
574
575 return str;
576 }
577
579 struct OrdType
580 {
582 typedef UInt8 Base;
583
584 enum Enum
585 {
587 Market = '1',
588
590 Limit = '2',
591
594 };
595 };
596
598 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, OrdType::Enum);
599
601 inline std::string toStr(OrdType::Enum value)
602 {
603 std::string str;
604
605 toStr(str, value);
606
607 return str;
608 }
609
612 {
614 typedef UInt8 Base;
615
616 enum Enum
617 {
620
622 Pending = 'P',
623 };
624 };
625
627 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, PendingStatus::Enum);
628
630 inline std::string toStr(PendingStatus::Enum value)
631 {
632 std::string str;
633
634 toStr(str, value);
635
636 return str;
637 }
638
693
695 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, QuoteResult::Enum);
696
698 inline std::string toStr(QuoteResult::Enum value)
699 {
700 std::string str;
701
702 toStr(str, value);
703
704 return str;
705 }
706
709 {
711 typedef UInt8 Base;
712
713 enum Enum
714 {
717
719 Wash = 'W',
720 };
721 };
722
724 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, RestatementReason::Enum);
725
727 inline std::string toStr(RestatementReason::Enum value)
728 {
729 std::string str;
730
731 toStr(str, value);
732
733 return str;
734 }
735
775
777 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, RiskResetResult::Enum);
778
780 inline std::string toStr(RiskResetResult::Enum value)
781 {
782 std::string str;
783
784 toStr(str, value);
785
786 return str;
787 }
788
790 struct Side
791 {
793 typedef UInt8 Base;
794
795 enum Enum
796 {
798 Buy = '1',
799
801 Sell = '2',
802 };
803 };
804
806 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, Side::Enum);
807
809 inline std::string toStr(Side::Enum value)
810 {
811 std::string str;
812
813 toStr(str, value);
814
815 return str;
816 }
817
820 {
822 typedef UInt8 Base;
823
824 enum Enum
825 {
827 Null = 0,
828
830 Reduce = 'R',
831 };
832 };
833
835 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, SizeModifier::Enum);
836
838 inline std::string toStr(SizeModifier::Enum value)
839 {
840 std::string str;
841
842 toStr(str, value);
843
844 return str;
845 }
846
849 {
851 typedef UInt8 Base;
852
864 };
865
867 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, SubLiquidityIndicator::Enum);
868
870 inline std::string toStr(SubLiquidityIndicator::Enum value)
871 {
872 std::string str;
873
874 toStr(str, value);
875
876 return str;
877 }
878
881 {
883 typedef UInt8 Base;
884
885 enum Enum
886 {
888 Day = '0',
889
891 GTC = '1',
892
894 IOC = '3',
895
897 FOK = '4',
898
900 GTD = '6',
901 };
902 };
903
905 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, TimeInForce::Enum);
906
908 inline std::string toStr(TimeInForce::Enum value)
909 {
910 std::string str;
911
912 toStr(str, value);
913
914 return str;
915 }
916
919 {
921 typedef UInt8 Base;
922
934 };
935
937
938
940 {
942 typedef UInt8 Base;
943
944 enum Enum
945 {
949 };
950 };
951
953
954}
955}
956}
957}
958
#define ONIXS_CBOE_CFE_BOE_DECLARE_T0_STR_FUNCTIONS(Type)
Definition ABI.h:38
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
@ MarketOpening
Market opening / re-opening trade.
UInt8 Base
Integral type used as basement for constants.
@ CancelOriginalOrderIfModificationFails
Cancel original order if modification fails.
@ LeaveOriginalOrderAlone
Leave original order alone.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ Cti4
Any transaction not meeting the definition of CTI 1, 2 or 3. (These should be non - TPH customer tran...
@ Cti2
Transactions executed for the proprietary account of a clearing TPH or non - clearing TPH.
UInt8 Base
Integral type used as basement for constants.
Execution source code provided during order entry to describe broker service.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ SimpleInstrumentExecutionThatIsPartOfSpreadExecution
Simple instrument execution that is part of a Spread execution.
@ SimpleInstrumentExecution
Simple instrument execution.
@ SpreadInstrumentExecution
Spread instrument execution.
UInt8 Base
Integral type used as basement for constants.
Indicates status of client position in a trade resulting from the order.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ Reduce
Reduce outstanding size of quote by the OrderQty provided.
@ Null
New quote size will be set to value of OrderQty.
UInt8 Base
Integral type used as basement for constants.
@ QualifyingMarketTurnerOrder
Qualifying Market Turner order.
UInt8 Base
Integral type used as basement for constants.
@ GTC
GTC (Good �till Cancel.Order remains until cancelled or contract expires)
@ IOC
IOC (Portion not filled immediately is cancelled. Market orders are implicitly IOC)
@ FOK
FOK (An IOC where the entire size must be filled, else the order will be cancelled back)
@ Day
Day (Expires at the end of the business day)
@ GTD
GTD (Good ‘till Date-Time Expires at the date-time specified in the ExpireTime field).
UInt8 Base
Integral type used as basement for constants.