OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
Loading...
Searching...
No Matches
MutableOrderModified.h
Go to the documentation of this file.
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 {
34namespace Testing {
35
37 struct ONIXS_CBOE_CFE_BOE_API MutableOrderModified : 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 origClOrdId_;
67 }
68
70 void origClOrdId(StrRef value)
71 {
72 origClOrdId_ = value;
73 }
74
77 {
78 return orderId_;
79 }
80
82 void orderId(Binary8 value)
83 {
84 orderId_ = value;
85 }
86
89 {
90 return clearingFirm_;
91 }
92
94 void clearingFirm(StrRef value)
95 {
96 clearingFirm_ = value;
97 }
98
101 {
102 return price_;
103 }
104
106 void price(BinaryPrice value)
107 {
108 price_ = value;
109 }
110
113 {
114 return ordType_;
115 }
116
119 {
120 ordType_ = value;
121 }
122
125 {
126 return orderQty_;
127 }
128
130 void orderQty(Binary4 value)
131 {
132 orderQty_ = value;
133 }
134
137 {
138 return leavesQty_;
139 }
140
142 void leavesQty(Binary4 value)
143 {
144 leavesQty_ = value;
145 }
146
149 {
150 return baseLiquidityIndicator_;
151 }
152
155 {
156 baseLiquidityIndicator_ = value;
157 }
158
161 {
162 return stopPx_;
163 }
164
166 void stopPx(BinaryPrice value)
167 {
168 stopPx_ = value;
169 }
170
173 {
174 return frequentTraderId_;
175 }
176
179 {
180 frequentTraderId_ = value;
181 }
182
185 {
186 return custOrderHandlingInst_;
187 }
188
191 {
192 custOrderHandlingInst_ = value;
193 }
194
197 {
198 return requestReceivedTime_;
199 }
200
203 {
204 requestReceivedTime_ = value;
205 }
206
209
212 void validate() const ONIXS_BATS_BOE_OVERRIDE;
213
215 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
216
218 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
219
220 private:
221 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
222
223 DateTime transactionTime_;
224 Text<20> clOrdId_;
225 Text<20> origClOrdId_;
226 Binary8 orderId_;
227 Alpha<4> clearingFirm_;
228 BinaryPrice price_;
229 OrdType::Enum ordType_;
230 Binary4 orderQty_;
231 Binary4 leavesQty_;
232 BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
233 BinaryPrice stopPx_;
234 Alphanumeric<6> frequentTraderId_;
235 CustOrderHandlingInst::Enum custOrderHandlingInst_;
236 DateTime requestReceivedTime_;
237 };
238
240 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableOrderModified&);
241
243 inline std::string toStr(const MutableOrderModified& msg)
244 {
245 std::string str;
246 toStr(str, msg);
247 return str;
248 }
249
250}
251}
252}
253}
254}
#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.
Base class for outgoing messages.
Modified messages are sent in response to a Modify Order to indicate that the order has been successf...
void orderQty(Binary4 value)
Echoed back from the TPH message.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
Binary4 leavesQty() const
Quantity still open for further execution. If zero, the order is complete.
Binary8 orderId() const
Order identifier supplied by CFE.
void clOrdId(StrRef value)
Echoed back from the TPH message.
void price(BinaryPrice value)
Echoed back from the TPH message.
void clearingFirm(StrRef 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.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Echoed back from the TPH message.
StrRef clOrdId() const
Echoed back from the TPH message.
void origClOrdId(StrRef value)
The ClOrdId of the original 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).
BinaryPrice stopPx() 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).
BinaryPrice price() const
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.
StrRef origClOrdId() const
The ClOrdId of the original order.
StrRef frequentTraderId() const
Echoed back from the TPH message.
void orderId(Binary8 value)
Order identifier supplied by CFE.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
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...
Binary4 orderQty() const
Echoed back from the TPH message.
StrRef clearingFirm() const
Echoed back from the TPH message.