OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
MassCancelAcknowledgement.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 
35  /// A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders message requesting a mass cancellation has completed cancelling all individual orders.
36  struct ONIXS_CBOE_CFE_BOE_API MassCancelAcknowledgement : public BinaryMessage
37  {
38  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
40  {
41  return ordinary<DateTime>(0);
42  }
43 
44  /// Echoed back from the TPH message
46  {
47  return fixedStr<20>(8);
48  }
49 
50  /// Number of orders cancelled.
52  {
53  return ordinary<Binary4>(28);
54  }
55 
56  /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
58  {
59  return ordinary<DateTime>(32);
60  }
61 
62  /// Initializes instance over given memory block.
63  MassCancelAcknowledgement(const void* data, MessageSize size)
64  : BinaryMessage(data, size)
65  {
66  }
67  };
68 
69  /// Serializes object into string.
70  ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MassCancelAcknowledgement&);
71 
72  /// Serializes object into string.
73  inline std::string toStr(const MassCancelAcknowledgement& msg)
74  {
75  std::string str;
76  toStr(str, msg);
77  return str;
78  }
79 
80 }
81 }
82 }
83 }
StrRef massCancelId() const
Echoed back from the TPH message.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
Provides efficient way of accessing text-based field values.
Definition: String.h:45
Encapsulates services for manipulating little endian encoded messages.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition: Decimal.h:156
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
Binary2 MessageSize
Aliases message length type.
MassCancelAcknowledgement(const void *data, MessageSize size)
Initializes instance over given memory block.
A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders messa...
Binary4 cancelledOrderCount() const
Number of orders cancelled.