OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableQuoteRestated.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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5* and international copyright treaties.
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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.
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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 MutableQuoteRestated : public OutgoingMessage
38 {
41 {
42 return transactionTime_;
43 }
44
47 {
48 transactionTime_ = value;
49 }
50
53 {
54 return quoteUpdateId_;
55 }
56
59 {
60 quoteUpdateId_ = value;
61 }
62
65 {
66 return orderId_;
67 }
68
70 void orderId(Binary8 value)
71 {
72 orderId_ = value;
73 }
74
77 {
78 return leavesQty_;
79 }
80
82 void leavesQty(Binary4 value)
83 {
84 leavesQty_ = value;
85 }
86
89 {
90 return workingPrice_;
91 }
92
95 {
96 workingPrice_ = value;
97 }
98
101 {
102 return quoteSymbol_;
103 }
104
106 void quoteSymbol(StrRef value)
107 {
108 quoteSymbol_ = value;
109 }
110
113 {
114 return side_;
115 }
116
118 void side(Side::Enum value)
119 {
120 side_ = value;
121 }
122
125 {
126 return restatementReason_;
127 }
128
131 {
132 restatementReason_ = value;
133 }
134
137
140 void validate() const ONIXS_BATS_BOE_OVERRIDE;
141
143 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
144
146 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
147
148 private:
149 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
150
151 DateTime transactionTime_;
152 Text<16> quoteUpdateId_;
153 Binary8 orderId_;
154 Binary4 leavesQty_;
155 BinaryPrice workingPrice_;
156 Alphanumeric<6> quoteSymbol_;
157 Side::Enum side_;
158 RestatementReason::Enum restatementReason_;
159 };
160
162 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableQuoteRestated&);
163
165 inline std::string toStr(const MutableQuoteRestated& msg)
166 {
167 std::string str;
168 toStr(str, msg);
169 return str;
170 }
171
172}
173}
174}
175}
176}
#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
Base class for outgoing messages.
Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
Binary4 leavesQty() const
Quantity still open for further execution.
Binary8 orderId() const
Order identifier supplied by CFE.
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
void restatementReason(RestatementReason::Enum value)
The reason for this Quote Restated message.
void leavesQty(Binary4 value)
Quantity still open for further execution.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
BinaryPrice workingPrice() const
The price at which the quote is working on the order book.
void orderId(Binary8 value)
Order identifier supplied by CFE.
void quoteSymbol(StrRef value)
CFE native identifier of the instrument being quoted.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
RestatementReason::Enum restatementReason() const
The reason for this Quote Restated message.
void workingPrice(BinaryPrice value)
The price at which the quote is working on the order book.
void quoteUpdateId(StrRef value)
Id chosen by the client.