OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
MutableQuoteCancelled.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 
30 namespace OnixS {
31 namespace CboeCFE {
32 namespace Trading {
33 namespace BOE {
34 namespace Testing {
35 
36  /// A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered with a Quote Update message.
37  struct ONIXS_CBOE_CFE_BOE_API MutableQuoteCancelled : public OutgoingMessage
38  {
39  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
41  {
42  return transactionTime_;
43  }
44 
45  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
47  {
48  transactionTime_ = value;
49  }
50 
51  /// Echoed back from the most recent Quote Update request for this quote.
53  {
54  return quoteUpdateId_;
55  }
56 
57  /// Echoed back from the most recent Quote Update request for this quote.
58  void quoteUpdateId(StrRef value)
59  {
60  quoteUpdateId_ = value;
61  }
62 
63  /// Order identifier supplied by CFE.
64  Binary8 orderId() const
65  {
66  return orderId_;
67  }
68 
69  /// Order identifier supplied by CFE.
70  void orderId(Binary8 value)
71  {
72  orderId_ = value;
73  }
74 
75  /// CFE native identifier of the instrument being quoted.
77  {
78  return quoteSymbol_;
79  }
80 
81  /// CFE native identifier of the instrument being quoted.
82  void quoteSymbol(StrRef value)
83  {
84  quoteSymbol_ = value;
85  }
86 
87  /// Side
88  Side::Enum side() const
89  {
90  return side_;
91  }
92 
93  /// Side
94  void side(Side::Enum value)
95  {
96  side_ = value;
97  }
98 
99  /// Cancel reason
101  {
102  return cancelReason_;
103  }
104 
105  /// Cancel reason
107  {
108  cancelReason_ = value;
109  }
110 
111  /// Returns message type
112  MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::QuoteCancelled; };
113 
114  /// Validates message data
115  /// Throws std::invalid_argument exception if message content is invalid.
116  void validate() const ONIXS_BATS_BOE_OVERRIDE;
117 
118  /// Returns the text representation
119  std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
120 
121  /// The text representation
122  void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
123 
124  private:
125  size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
126 
127  DateTime transactionTime_;
128  Text<16> quoteUpdateId_;
129  Binary8 orderId_;
130  Alphanumeric<6> quoteSymbol_;
131  Side::Enum side_;
132  OrderReasonCode::Enum cancelReason_;
133  };
134 
135  /// Serializes object into string.
136  ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableQuoteCancelled&);
137 
138  /// Serializes object into string.
139  inline std::string toStr(const MutableQuoteCancelled& msg)
140  {
141  std::string str;
142  toStr(str, msg);
143  return str;
144  }
145 
146 }
147 }
148 }
149 }
150 }
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
void quoteSymbol(StrRef value)
CFE native identifier of the instrument being quoted.
Provides efficient way of accessing text-based field values.
Definition: String.h:45
void cancelReason(OrderReasonCode::Enum value)
Cancel reason.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered wit...
StrRef quoteUpdateId() const
Echoed back from the most recent Quote Update request for this quote.
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
void quoteUpdateId(StrRef value)
Echoed back from the most recent Quote Update request for this quote.
void orderId(Binary8 value)
Order identifier supplied by CFE.
OrderReasonCode::Enum cancelReason() const
Cancel reason.
Binary8 orderId() const
Order identifier supplied by CFE.
Base class for outgoing messages.
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.