OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableTradeCancelOrCorrect.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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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 MutableTradeCancelOrCorrect : 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 execRefId_;
67 }
68
70 void execRefId(Binary8 value)
71 {
72 execRefId_ = value;
73 }
74
77 {
78 return side_;
79 }
80
82 void side(Side::Enum value)
83 {
84 side_ = value;
85 }
86
89 {
90 return baseLiquidityIndicator_;
91 }
92
95 {
96 baseLiquidityIndicator_ = value;
97 }
98
101 {
102 return clearingFirm_;
103 }
104
107 {
108 clearingFirm_ = value;
109 }
110
113 {
114 return clearingAccount_;
115 }
116
119 {
120 clearingAccount_ = value;
121 }
122
125 {
126 return lastShares_;
127 }
128
130 void lastShares(Binary4 value)
131 {
132 lastShares_ = value;
133 }
134
137 {
138 return lastPx_;
139 }
140
142 void lastPx(BinaryPrice value)
143 {
144 lastPx_ = value;
145 }
146
149 {
150 return correctedPrice_;
151 }
152
155 {
156 correctedPrice_ = value;
157 }
158
161 {
162 return origTime_;
163 }
164
166 void origTime(DateTime value)
167 {
168 origTime_ = value;
169 }
170
173 {
174 return symbol_;
175 }
176
178 void symbol(StrRef value)
179 {
180 symbol_ = value;
181 }
182
185 {
186 return capacity_;
187 }
188
191 {
192 capacity_ = value;
193 }
194
197 {
198 return maturityDate_;
199 }
200
202 void maturityDate(Date value)
203 {
204 maturityDate_ = value;
205 }
206
209 {
210 return openClose_;
211 }
212
215 {
216 openClose_ = value;
217 }
218
221 {
222 return cMTANumber_;
223 }
224
226 void cMTANumber(Binary4 value)
227 {
228 cMTANumber_ = value;
229 }
230
233
236 void validate() const ONIXS_BATS_BOE_OVERRIDE;
237
239 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
240
242 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
243
244 private:
245 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
246
247 DateTime transactionTime_;
248 Text<20> clOrdId_;
249 Binary8 execRefId_;
250 Side::Enum side_;
251 BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
252 Alpha<4> clearingFirm_;
253 Alpha<4> clearingAccount_;
254 Binary4 lastShares_;
255 BinaryPrice lastPx_;
256 BinaryPrice correctedPrice_;
257 DateTime origTime_;
258 Alphanumeric<8> symbol_;
259 Capacity::Enum capacity_;
260 Date maturityDate_;
261 OpenClose::Enum openClose_;
262 Binary4 cMTANumber_;
263 };
264
266 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableTradeCancelOrCorrect&);
267
269 inline std::string toStr(const MutableTradeCancelOrCorrect& msg)
270 {
271 std::string str;
272 toStr(str, msg);
273 return str;
274 }
275
276}
277}
278}
279}
280}
#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
Indicates status of client position in a trade resulting from the order.
Base class for outgoing messages.
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
BinaryPrice correctedPrice() const
For trade corrections, this is the new trade price.
void execRefId(Binary8 value)
Refers to the ExecId of the fill being cancelled or corrected.
void openClose(OpenClose::Enum value)
Indic ates status of client position in a trade resulting from the 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
Indic ates status of client position in a trade resulting from the order.
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
void correctedPrice(BinaryPrice value)
For trade corrections, this is the new trade price.
void cMTANumber(Binary4 value)
CMTA Number of the firm that will clear the trade.
Binary8 execRefId() const
Refers to the ExecId of the fill being cancelled or corrected.
void symbol(StrRef value)
CFE native identifier of the instrument.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
void origTime(DateTime value)
The date and time of the original trade, in GMT.
DateTime origTime() const
The date and time of the original trade, in GMT.
Binary4 cMTANumber() const
CMTA Number of the firm that will clear the trade.
StrRef symbol() const
CFE native identifier of the instrument.