OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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QuoteRestated.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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5* and international copyright treaties.
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14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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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 {
34
36 struct ONIXS_CBOE_CFE_BOE_API QuoteRestated : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<16>(8);
48 }
49
52 {
53 return ordinary<Binary8>(24);
54 }
55
58 {
59 return ordinary<Binary4>(32);
60 }
61
64 {
65 return ordinary<BinaryPrice>(36);
66 }
67
70 {
71 return fixedStr<6>(44);
72 }
73
76 {
77 return enumeration<Side>(50);
78 }
79
85
87 QuoteRestated(const void* data, MessageSize size)
88 : BinaryMessage(data, size)
89 {
90 }
91 };
92
94 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const QuoteRestated&);
95
97 inline std::string toStr(const QuoteRestated& msg)
98 {
99 std::string str;
100 toStr(str, msg);
101 return str;
102 }
103
104}
105}
106}
107}
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
Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for...
Binary4 leavesQty() const
Quantity still open for further execution.
Binary8 orderId() const
Order identifier supplied by CFE.
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
BinaryPrice workingPrice() const
The price at which the quote is working on the order book.
QuoteRestated(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef quoteUpdateId() const
Id chosen by the client.
RestatementReason::Enum restatementReason() const
The reason for this Quote Restated message.