OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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QuoteUpdate.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28#include <OnixS/CboeCFE/Trading/BOE/Messages/Out/QuoteUpdate.Quote.h>
29
30
31namespace OnixS {
32namespace CboeCFE {
33namespace Trading {
34namespace BOE {
35
37 struct ONIXS_CBOE_CFE_BOE_API QuoteUpdate : public OutgoingMessage
38 {
41 {
42 return quoteUpdateId_;
43 }
44
47 {
48 quoteUpdateId_ = value;
49 }
50
53 {
54 return clearingFirm_;
55 }
56
58 void clearingFirm(StrRef value)
59 {
60 clearingFirm_ = value;
61 }
62
65 {
66 return clearingAccount_;
67 }
68
71 {
72 clearingAccount_ = value;
73 }
74
77 {
78 return cMTANumber_;
79 }
80
82 void cMTANumber(Binary4 value)
83 {
84 cMTANumber_ = value;
85 }
86
89 {
90 return account_;
91 }
92
94 void account(StrRef value)
95 {
96 account_ = value;
97 }
98
101 {
102 return customGroupId_;
103 }
104
107 {
108 customGroupId_ = value;
109 }
110
113 {
114 return capacity_;
115 }
116
119 {
120 capacity_ = value;
121 }
122
125 {
126 return ctiCode_;
127 }
128
131 {
132 ctiCode_ = value;
133 }
134
137 {
138 return manualOrderIndicator_;
139 }
140
143 {
144 manualOrderIndicator_ = value;
145 }
146
148 StrRef oEOID() const
149 {
150 return oEOID_;
151 }
152
154 void oEOID(StrRef value)
155 {
156 oEOID_ = value;
157 }
158
161 {
162 return sizeModifier_;
163 }
164
167 {
168 sizeModifier_ = value;
169 }
170
172 const std::vector<Quote>& quotes() const
173 {
174 return quotes_;
175 }
176
178 std::vector<Quote>& quotes()
179 {
180 return quotes_;
181 }
182
184 MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::QuoteUpdate; };
185
188 void validate() const ONIXS_BATS_BOE_OVERRIDE;
189
191 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
192
194 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
195
196 private:
197 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
198
199 Text<16> quoteUpdateId_;
200 Alpha<4> clearingFirm_;
201 Alpha<4> clearingAccount_;
202 Binary4 cMTANumber_;
203 Text<16> account_;
204 Binary2 customGroupId_;
205 Capacity::Enum capacity_;
206 CtiCode::Enum ctiCode_;
207 ManualOrderIndicator::Enum manualOrderIndicator_;
208 Text<18> oEOID_;
209 SizeModifier::Enum sizeModifier_;
210 std::vector<Quote> quotes_;
211 };
212
214 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const QuoteUpdate&);
215
217 inline std::string toStr(const QuoteUpdate& msg)
218 {
219 std::string str;
220 toStr(str, msg);
221 return str;
222 }
223
224}
225}
226}
227}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
Provides efficient way of accessing text-based field values.
Definition String.h:46
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
Base class for outgoing messages.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
void customGroupId(Binary2 value)
Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a l...
void capacity(Capacity::Enum value)
Capacity.
void clearingFirm(StrRef value)
EFID that will clear the trade.
Definition QuoteUpdate.h:58
StrRef clearingAccount() const
Supplemental identifier.
Definition QuoteUpdate.h:64
void clearingAccount(StrRef value)
Supplemental identifier.
Definition QuoteUpdate.h:70
Capacity::Enum capacity() const
Capacity.
StrRef account() const
Unique account identifier associated with an order.
Definition QuoteUpdate.h:88
void account(StrRef value)
Unique account identifier associated with an order.
Definition QuoteUpdate.h:94
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
std::vector< Quote > & quotes()
Quotes.
void cMTANumber(Binary4 value)
CMTA Number of the firm that will clear the trade.
Definition QuoteUpdate.h:82
SizeModifier::Enum sizeModifier() const
Controls the behavior of the quote OrderQty field.
const std::vector< Quote > & quotes() const
Quotes.
void sizeModifier(SizeModifier::Enum value)
Controls the behavior of the quote OrderQty field.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
CtiCode::Enum ctiCode() const
Cti code.
StrRef quoteUpdateId() const
Id chosen by the client.
Definition QuoteUpdate.h:40
void oEOID(StrRef value)
Identifies the Order Entry Operator responsible for this message.
void validate() const ONIXS_BATS_BOE_OVERRIDE
StrRef clearingFirm() const
EFID that will clear the trade.
Definition QuoteUpdate.h:52
void manualOrderIndicator(ManualOrderIndicator::Enum value)
Manual order indicator.
void ctiCode(CtiCode::Enum value)
Cti code.
Binary4 cMTANumber() const
CMTA Number of the firm that will clear the trade.
Definition QuoteUpdate.h:76
Binary2 customGroupId() const
Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a l...
void quoteUpdateId(StrRef value)
Id chosen by the client.
Definition QuoteUpdate.h:46