OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
OrderCancelled.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace CboeCFE {
32 namespace Trading {
33 namespace BOE {
34 
35  /// Order cancelled
36  struct ONIXS_CBOE_CFE_BOE_API OrderCancelled : public BinaryMessage
37  {
38  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
40  {
41  return ordinary<DateTime>(0);
42  }
43 
44  /// The order which was cancelled.
45  StrRef clOrdId() const
46  {
47  return fixedStr<20>(8);
48  }
49 
50  /// EFID that would clear the trade.
52  {
53  return fixedStr<4>(28);
54  }
55 
56  /// Cancel reason
58  {
59  return enumeration<OrderReasonCode>(32);
60  }
61 
62  /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
64  {
65  return ordinary<DateTime>(33);
66  }
67 
68  /// Initializes instance over given memory block.
69  OrderCancelled(const void* data, MessageSize size)
70  : BinaryMessage(data, size)
71  {
72  }
73  };
74 
75  /// Serializes object into string.
76  ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderCancelled&);
77 
78  /// Serializes object into string.
79  inline std::string toStr(const OrderCancelled& msg)
80  {
81  std::string str;
82  toStr(str, msg);
83  return str;
84  }
85 
86 }
87 }
88 }
89 }
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
Provides efficient way of accessing text-based field values.
Definition: String.h:45
Encapsulates services for manipulating little endian encoded messages.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition: Decimal.h:156
StrRef clOrdId() const
The order which was cancelled.
Binary2 MessageSize
Aliases message length type.
StrRef clearingFirm() const
EFID that would clear the trade.
OrderCancelled(const void *data, MessageSize size)
Initializes instance over given memory block.
OrderReasonCode::Enum cancelReason() const
Cancel reason.