OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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OrderModified.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace CboeCFE {
32namespace Trading {
33namespace BOE {
34
36 struct ONIXS_CBOE_CFE_BOE_API OrderModified : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<20>(8);
48 }
49
52 {
53 return fixedStr<20>(28);
54 }
55
58 {
59 return ordinary<Binary8>(48);
60 }
61
64 {
65 return fixedStr<4>(56);
66 }
67
70 {
71 return ordinary<BinaryPrice>(60);
72 }
73
76 {
77 return enumeration<OrdType>(68);
78 }
79
82 {
83 return ordinary<Binary4>(69);
84 }
85
88 {
89 return ordinary<Binary4>(73);
90 }
91
97
100 {
101 return ordinary<BinaryPrice>(78);
102 }
103
106 {
107 return fixedStr<6>(86);
108 }
109
115
118 {
119 return ordinary<DateTime>(93);
120 }
121
123 OrderModified(const void* data, MessageSize size)
124 : BinaryMessage(data, size)
125 {
126 }
127 };
128
130 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderModified&);
131
133 inline std::string toStr(const OrderModified& msg)
134 {
135 std::string str;
136 toStr(str, msg);
137 return str;
138 }
139
140}
141}
142}
143}
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
Definition String.h:46
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
Binary2 MessageSize
Aliases message length type.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
Modified messages are sent in response to a Modify Order to indicate that the order has been successf...
Binary4 leavesQty() const
Quantity still open for further execution. If zero, the order is complete.
Binary8 orderId() const
Order identifier supplied by CFE.
OrderModified(const void *data, MessageSize size)
Initializes instance over given memory block.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Echoed back from the TPH message.
StrRef clOrdId() const
Echoed back from the TPH message.
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).
BinaryPrice stopPx() const
Echoed back from the TPH message.
BinaryPrice price() const
Echoed back from the TPH message.
OrdType::Enum ordType() const
Echoed back from the TPH message.
StrRef origClOrdId() const
The ClOrdId of the original order.
StrRef frequentTraderId() const
Echoed back from the TPH message.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
Binary4 orderQty() const
Echoed back from the TPH message.
StrRef clearingFirm() const
Echoed back from the TPH message.