OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableTASQuoteRestatement.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 MutableTASQuoteRestatement : 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 execId_;
67 }
68
70 void execId(Binary8 value)
71 {
72 execId_ = value;
73 }
74
77 {
78 return quoteSymbol_;
79 }
80
82 void quoteSymbol(StrRef value)
83 {
84 quoteSymbol_ = value;
85 }
86
89 {
90 return clearingSymbol_;
91 }
92
95 {
96 clearingSymbol_ = value;
97 }
98
101 {
102 return clearingPrice_;
103 }
104
107 {
108 clearingPrice_ = value;
109 }
110
113
116 void validate() const ONIXS_BATS_BOE_OVERRIDE;
117
119 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
120
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 execId_;
130 Alphanumeric<6> quoteSymbol_;
131 Alphanumeric<8> clearingSymbol_;
132 BinaryPrice clearingPrice_;
133 };
134
136 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableTASQuoteRestatement&);
137
139 inline std::string toStr(const MutableTASQuoteRestatement& msg)
140 {
141 std::string str;
142 toStr(str, msg);
143 return str;
144 }
145
146}
147}
148}
149}
150}
#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.
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
BinaryPrice clearingPrice() const
Price as sent to clearing after applying post-close conversions to the original LastPx value.
Binary8 execId() const
Sent to the OCC in the Trade Id field.
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).
void clearingSymbol(StrRef value)
Symbol as sent to clearing; after applying post-close conversions to the original Symbol.
void clearingPrice(BinaryPrice value)
Price as sent to clearing after applying post-close conversions to the original LastPx value.
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.
void execId(Binary8 value)
Sent to the OCC in the Trade Id field.
StrRef clearingSymbol() const
Symbol as sent to clearing; after applying post-close conversions to the original Symbol.