OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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ModifyOrder.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
22#include <vector>
23
28
29
30namespace OnixS {
31namespace CboeCFE {
32namespace Trading {
33namespace BOE {
34
36 struct ONIXS_CBOE_CFE_BOE_API ModifyOrder : public OutgoingMessage
37 {
40 {
41 return clOrdId_;
42 }
43
45 void clOrdId(StrRef value)
46 {
47 clOrdId_ = value;
48 }
49
52 {
53 return origClOrdId_;
54 }
55
57 void origClOrdId(StrRef value)
58 {
59 origClOrdId_ = value;
60 }
61
64 {
65 return clearingFirm_;
66 }
67
69 void clearingFirm(StrRef value)
70 {
71 clearingFirm_ = value;
72 }
73
76 {
77 return orderQty_;
78 }
79
81 void orderQty(Binary4 value)
82 {
83 orderQty_ = value;
84 }
85
88 {
89 return price_;
90 }
91
93 void price(BinaryPrice value)
94 {
95 price_ = value;
96 }
97
100 {
101 return ordType_;
102 }
103
106 {
107 ordType_ = value;
108 }
109
112 {
113 return cancelOrigOnReject_;
114 }
115
118 {
119 cancelOrigOnReject_ = value;
120 }
121
124 {
125 return stopPx_;
126 }
127
129 void stopPx(BinaryPrice value)
130 {
131 stopPx_ = value;
132 }
133
136 {
137 return manualOrderIndicator_;
138 }
139
142 {
143 manualOrderIndicator_ = value;
144 }
145
147 StrRef oEOID() const
148 {
149 return oEOID_;
150 }
151
153 void oEOID(StrRef value)
154 {
155 oEOID_ = value;
156 }
157
160 {
161 return frequentTraderId_;
162 }
163
166 {
167 frequentTraderId_ = value;
168 }
169
172 {
173 return custOrderHandlingInst_;
174 }
175
178 {
179 custOrderHandlingInst_ = value;
180 }
181
183 MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::ModifyOrder; };
184
187 void validate() const ONIXS_BATS_BOE_OVERRIDE;
188
190 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
191
193 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
194
195 private:
196 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
197
198 Text<20> clOrdId_;
199 Text<20> origClOrdId_;
200 Alpha<4> clearingFirm_;
201 Binary4 orderQty_;
202 BinaryPrice price_;
203 OrdType::Enum ordType_;
204 CancelOrigOnReject::Enum cancelOrigOnReject_;
205 BinaryPrice stopPx_;
206 ManualOrderIndicator::Enum manualOrderIndicator_;
207 Text<18> oEOID_;
208 Alphanumeric<6> frequentTraderId_;
209 CustOrderHandlingInst::Enum custOrderHandlingInst_;
210 };
211
213 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ModifyOrder&);
214
216 inline std::string toStr(const ModifyOrder& msg)
217 {
218 std::string str;
219 toStr(str, msg);
220 return str;
221 }
222
223}
224}
225}
226}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
Provides efficient way of accessing text-based field values.
Definition String.h:46
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
Execution source code provided during order entry to describe broker service.
void orderQty(Binary4 value)
Order quantity.
Definition ModifyOrder.h:81
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
void clOrdId(StrRef value)
Unique Id chosen by the client.
Definition ModifyOrder.h:45
void price(BinaryPrice value)
Limit price.
Definition ModifyOrder.h:93
void clearingFirm(StrRef value)
EFID that will clear the trade.
Definition ModifyOrder.h:69
void ordType(OrdType::Enum value)
Order type.
void frequentTraderId(StrRef value)
Supplemental customer identifier used for billing related programs.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Execution source code provided during order entry to describe broker service.
StrRef clOrdId() const
Unique Id chosen by the client.
Definition ModifyOrder.h:39
void origClOrdId(StrRef value)
The ClOrdId of the original order.
Definition ModifyOrder.h:57
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
CancelOrigOnReject::Enum cancelOrigOnReject() const
CancelOrigOnReject.
void cancelOrigOnReject(CancelOrigOnReject::Enum value)
CancelOrigOnReject.
BinaryPrice stopPx() const
Stop price.
BinaryPrice price() const
Limit price.
Definition ModifyOrder.h:87
OrdType::Enum ordType() const
Order type.
Definition ModifyOrder.h:99
void custOrderHandlingInst(CustOrderHandlingInst::Enum value)
Execution source code provided during order entry to describe broker service.
StrRef origClOrdId() const
The ClOrdId of the original order.
Definition ModifyOrder.h:51
StrRef frequentTraderId() const
Supplemental customer identifier used for billing related programs.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
void stopPx(BinaryPrice value)
Stop price.
void oEOID(StrRef value)
Identifies the Order Entry Operator responsible for this message.
void validate() const ONIXS_BATS_BOE_OVERRIDE
Binary4 orderQty() const
Order quantity.
Definition ModifyOrder.h:75
StrRef clearingFirm() const
EFID that will clear the trade.
Definition ModifyOrder.h:63
void manualOrderIndicator(ManualOrderIndicator::Enum value)
Manual order indicator.
Base class for outgoing messages.