OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableVarianceQuoteRestatement.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 MutableVarianceQuoteRestatement : 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 {
114 return clearingSize_;
115 }
116
119 {
120 clearingSize_ = value;
121 }
122
125
128 void validate() const ONIXS_BATS_BOE_OVERRIDE;
129
131 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
132
134 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
135
136 private:
137 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
138
139 DateTime transactionTime_;
140 Text<16> quoteUpdateId_;
141 Binary8 execId_;
142 Alphanumeric<6> quoteSymbol_;
143 Alphanumeric<8> clearingSymbol_;
144 BinaryPrice clearingPrice_;
145 Binary4 clearingSize_;
146 };
147
149 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableVarianceQuoteRestatement&);
150
152 inline std::string toStr(const MutableVarianceQuoteRestatement& msg)
153 {
154 std::string str;
155 toStr(str, msg);
156 return str;
157 }
158
159}
160}
161}
162}
163}
#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 Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the as...
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.
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.
StrRef clearingSymbol() const
Symbol as sent to clearing; after applying post-close conversions to the original Symbol.