OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableVarianceRestatement.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 MutableVarianceRestatement : 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 clearingFirm_;
67 }
68
70 void clearingFirm(StrRef value)
71 {
72 clearingFirm_ = value;
73 }
74
77 {
78 return execId_;
79 }
80
82 void execId(Binary8 value)
83 {
84 execId_ = value;
85 }
86
89 {
90 return side_;
91 }
92
94 void side(Side::Enum value)
95 {
96 side_ = value;
97 }
98
101 {
102 return price_;
103 }
104
106 void price(BinaryPrice value)
107 {
108 price_ = value;
109 }
110
113 {
114 return symbol_;
115 }
116
118 void symbol(StrRef value)
119 {
120 symbol_ = value;
121 }
122
125 {
126 return maturityDate_;
127 }
128
130 void maturityDate(Date value)
131 {
132 maturityDate_ = value;
133 }
134
137 {
138 return lastShares_;
139 }
140
142 void lastShares(Binary4 value)
143 {
144 lastShares_ = value;
145 }
146
149 {
150 return lastPx_;
151 }
152
154 void lastPx(BinaryPrice value)
155 {
156 lastPx_ = value;
157 }
158
161 {
162 return feeCode_;
163 }
164
166 void feeCode(StrRef value)
167 {
168 feeCode_ = value;
169 }
170
173 {
174 return tradeDate_;
175 }
176
178 void tradeDate(Date value)
179 {
180 tradeDate_ = value;
181 }
182
185 {
186 return clearingPrice_;
187 }
188
191 {
192 clearingPrice_ = value;
193 }
194
197 {
198 return clearingSize_;
199 }
200
203 {
204 clearingSize_ = value;
205 }
206
209 {
210 return clearingSymbol_;
211 }
212
215 {
216 clearingSymbol_ = value;
217 }
218
221 {
222 return multilegReportingType_;
223 }
224
227 {
228 multilegReportingType_ = value;
229 }
230
233 {
234 return secondaryExecId_;
235 }
236
239 {
240 secondaryExecId_ = value;
241 }
242
245
248 void validate() const ONIXS_BATS_BOE_OVERRIDE;
249
251 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
252
254 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
255
256 private:
257 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
258
259 DateTime transactionTime_;
260 Text<20> clOrdId_;
261 Alpha<4> clearingFirm_;
262 Binary8 execId_;
263 Side::Enum side_;
264 BinaryPrice price_;
265 Alphanumeric<8> symbol_;
266 Date maturityDate_;
267 Binary4 lastShares_;
268 BinaryPrice lastPx_;
269 Alphanumeric<2> feeCode_;
270 Date tradeDate_;
271 BinaryPrice clearingPrice_;
272 Binary4 clearingSize_;
273 Alphanumeric<8> clearingSymbol_;
274 MultilegReportingType::Enum multilegReportingType_;
275 Binary8 secondaryExecId_;
276 };
277
279 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableVarianceRestatement&);
280
282 inline std::string toStr(const MutableVarianceRestatement& msg)
283 {
284 std::string str;
285 toStr(str, msg);
286 return str;
287 }
288
289}
290}
291}
292}
293}
#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 Restatement is sent post-settlement time for each VA and VAO execution during the associat...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
StrRef feeCode() const
Indicates fee associated with an execution.
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 feeCode(StrRef value)
Indicates fee associated with an execution.
void clearingPrice(BinaryPrice value)
Price as sent to clearing after applying post-close conversions to the original LastPx value.
Binary8 secondaryExecId() const
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
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 execId(Binary8 value)
Sent to the OCC in the Trade Id field.
void secondaryExecId(Binary8 value)
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
StrRef symbol() const
CFE native identifier of the instrument.