OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
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MutableOrderAcknowledgement.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
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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.
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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 {
34namespace Testing {
35
37 struct ONIXS_CBOE_CFE_BOE_API MutableOrderAcknowledgement : public OutgoingMessage
38 {
41 {
42 return transactionTime_;
43 }
44
47 {
48 transactionTime_ = value;
49 }
50
53 {
54 return clOrdId_;
55 }
56
58 void clOrdId(StrRef value)
59 {
60 clOrdId_ = value;
61 }
62
65 {
66 return orderId_;
67 }
68
70 void orderId(Binary8 value)
71 {
72 orderId_ = value;
73 }
74
76 StrRef side() const
77 {
78 return side_;
79 }
80
82 void side(StrRef value)
83 {
84 side_ = value;
85 }
86
89 {
90 return price_;
91 }
92
94 void price(BinaryPrice value)
95 {
96 price_ = value;
97 }
98
101 {
102 return ordType_;
103 }
104
107 {
108 ordType_ = value;
109 }
110
113 {
114 return timeInForce_;
115 }
116
119 {
120 timeInForce_ = value;
121 }
122
125 {
126 return minQty_;
127 }
128
130 void minQty(Binary4 value)
131 {
132 minQty_ = value;
133 }
134
137 {
138 return symbol_;
139 }
140
142 void symbol(StrRef value)
143 {
144 symbol_ = value;
145 }
146
149 {
150 return capacity_;
151 }
152
155 {
156 capacity_ = value;
157 }
158
161 {
162 return account_;
163 }
164
166 void account(StrRef value)
167 {
168 account_ = value;
169 }
170
173 {
174 return clearingFirm_;
175 }
176
179 {
180 clearingFirm_ = value;
181 }
182
185 {
186 return clearingAccount_;
187 }
188
191 {
192 clearingAccount_ = value;
193 }
194
197 {
198 return orderQty_;
199 }
200
202 void orderQty(Binary4 value)
203 {
204 orderQty_ = value;
205 }
206
209 {
210 return preventMatch_;
211 }
212
215 {
216 preventMatch_ = value;
217 }
218
221 {
222 return maturityDate_;
223 }
224
226 void maturityDate(Date value)
227 {
228 maturityDate_ = value;
229 }
230
233 {
234 return openClose_;
235 }
236
239 {
240 openClose_ = value;
241 }
242
245 {
246 return leavesQty_;
247 }
248
250 void leavesQty(Binary4 value)
251 {
252 leavesQty_ = value;
253 }
254
257 {
258 return baseLiquidityIndicator_;
259 }
260
263 {
264 baseLiquidityIndicator_ = value;
265 }
266
269 {
270 return expireTime_;
271 }
272
275 {
276 expireTime_ = value;
277 }
278
281 {
282 return subLiquidityIndicator_;
283 }
284
287 {
288 subLiquidityIndicator_ = value;
289 }
290
293 {
294 return stopPx_;
295 }
296
298 void stopPx(BinaryPrice value)
299 {
300 stopPx_ = value;
301 }
302
305 {
306 return cMTANumber_;
307 }
308
310 void cMTANumber(Binary4 value)
311 {
312 cMTANumber_ = value;
313 }
314
317 {
318 return ctiCode_;
319 }
320
323 {
324 ctiCode_ = value;
325 }
326
329 {
330 return manualOrderIndicator_;
331 }
332
335 {
336 manualOrderIndicator_ = value;
337 }
338
340 StrRef oEOID() const
341 {
342 return oEOID_;
343 }
344
346 void oEOID(StrRef value)
347 {
348 oEOID_ = value;
349 }
350
353 {
354 return cumQty_;
355 }
356
358 void cumQty(Binary4 value)
359 {
360 cumQty_ = value;
361 }
362
365 {
366 return frequentTraderId_;
367 }
368
371 {
372 frequentTraderId_ = value;
373 }
374
377 {
378 return custOrderHandlingInst_;
379 }
380
383 {
384 custOrderHandlingInst_ = value;
385 }
386
389 {
390 return requestReceivedTime_;
391 }
392
395 {
396 requestReceivedTime_ = value;
397 }
398
401
404 void validate() const ONIXS_BATS_BOE_OVERRIDE;
405
407 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
408
410 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
411
412 private:
413 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
414
415 DateTime transactionTime_;
416 Text<20> clOrdId_;
417 Binary8 orderId_;
418 Text<1> side_;
419 BinaryPrice price_;
420 OrdType::Enum ordType_;
421 TimeInForce::Enum timeInForce_;
422 Binary4 minQty_;
423 Alphanumeric<8> symbol_;
424 Capacity::Enum capacity_;
425 Text<16> account_;
426 Alpha<4> clearingFirm_;
427 Alpha<4> clearingAccount_;
428 Binary4 orderQty_;
429 Alpha<3> preventMatch_;
430 Date maturityDate_;
431 OpenClose::Enum openClose_;
432 Binary4 leavesQty_;
433 BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
434 DateTime expireTime_;
435 SubLiquidityIndicator::Enum subLiquidityIndicator_;
436 BinaryPrice stopPx_;
437 Binary4 cMTANumber_;
438 CtiCode::Enum ctiCode_;
439 ManualOrderIndicator::Enum manualOrderIndicator_;
440 Text<18> oEOID_;
441 Binary4 cumQty_;
442 Alphanumeric<6> frequentTraderId_;
443 CustOrderHandlingInst::Enum custOrderHandlingInst_;
444 DateTime requestReceivedTime_;
445 };
446
448 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableOrderAcknowledgement&);
449
451 inline std::string toStr(const MutableOrderAcknowledgement& msg)
452 {
453 std::string str;
454 toStr(str, msg);
455 return str;
456 }
457
458}
459}
460}
461}
462}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
Provides efficient way of accessing text-based field values.
Definition String.h:46
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
Execution source code provided during order entry to describe broker service.
Indicates status of client position in a trade resulting from the order.
Base class for outgoing messages.
Order Acknowledgement messages are sent in response to a New Order message.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
TimeInForce::Enum timeInForce() const
Echoed back from the TPH message.
Binary4 leavesQty() const
Quantity still open for further execution. If zero, the order is complete.
void capacity(Capacity::Enum value)
Echoed back from the TPH message.
void price(BinaryPrice value)
Echoed back from the TPH message.
void leavesQty(Binary4 value)
Quantity still open for further execution. If zero, the order is complete.
void ordType(OrdType::Enum value)
Echoed back from the TPH message.
void frequentTraderId(StrRef value)
Echoed back from the TPH message.
void clearingAccount(StrRef value)
Echoed back from the TPH message.
void openClose(OpenClose::Enum value)
Echoed back from the TPH message.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Echoed back from the TPH message.
Capacity::Enum capacity() const
Echoed back from the TPH message.
void subLiquidityIndicator(SubLiquidityIndicator::Enum value)
Additional information about the liquidity of an order.
void baseLiquidityIndicator(BaseLiquidityIndicator::Enum value)
Indicates whether the trade added or removed liquidity.
BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
Indicates whether the trade added or removed liquidity.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
OpenClose::Enum openClose() const
Echoed back from the TPH message.
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
void timeInForce(TimeInForce::Enum value)
Echoed back from the TPH message.
void cMTANumber(Binary4 value)
Echoed back from the TPH message.
OrdType::Enum ordType() const
Echoed back from the TPH message.
void custOrderHandlingInst(CustOrderHandlingInst::Enum value)
Echoed back from the TPH message.
ManualOrderIndicator::Enum manualOrderIndicator() const
Echoed back from the TPH message.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
CtiCode::Enum ctiCode() const
Echoed back from the TPH message.
void expireTime(DateTime value)
Echoed back from the TPH message.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
void stopPx(BinaryPrice value)
Echoed back from the TPH message.
void requestReceivedTime(DateTime value)
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
void manualOrderIndicator(ManualOrderIndicator::Enum value)
Echoed back from the TPH message.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
void ctiCode(CtiCode::Enum value)
Echoed back from the TPH message.