OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.1
API documentation
AddOrderLong.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace CboeCFE {
32 namespace MarketData {
33 namespace Pitch {
34 
35  /// Add Order message represents a newly accepted visible order on the CFE book.
37  {
38  /// Nanosecond offset from last unit timestamp.
41  {
42  return ordinary<Binary4>(2);
43  }
44 
45  /// Day-specific identifier assigned to this order
46  Binary8 orderId() const
48  {
49  return ordinary<Binary8>(6);
50  }
51 
52  ///
55  {
56  return enumeration<SideIndicator>(14);
57  }
58 
59  /// Number of contracts being added to the book (may be less than the number entered).
60  Binary4 quantity() const
62  {
63  return ordinary<Binary4>(15);
64  }
65 
66  /// Symbol right padded with spaces.
67  StrRef symbol() const
69  {
70  return fixedStr<6>(19);
71  }
72 
73  /// The limit order price.
76  {
77  return ordinary<BinaryPrice>(25);
78  }
79 
80  /// Total message size.
82 
83  /// Check the given size.
84  static void validateSize(MessageSize size)
85  {
86  if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_), false))
87  throwIncorrectSize("AddOrderLong", size, messageSize_);
88  }
89 
90  /// Initializes instance over given memory block.
91  AddOrderLongMsg(const void* data, MessageSize size)
93  : BinaryMessage(data, size)
94  {
95  }
96  };
97 
98  /// Serializes object into string.
99  ONIXS_CBOECFE_PITCH_API void toStr(std::string&, const AddOrderLongMsg&);
100 
101  /// Serializes object into string.
102  inline std::string toStr(const AddOrderLongMsg& msg)
103  {
104  std::string str;
105  toStr(str, msg);
106  return str;
107  }
108 
109 }
110 }
111 }
112 }
BinaryPrice price() const ONIXS_BATS_PITCH_NOTHROW
The limit order price.
Definition: AddOrderLong.h:74
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLDPATH ONIXS_BATS_PITCH_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:110
Provides efficient way of accessing text-based FIX field values.
Definition: String.h:45
AddOrderLongMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
Definition: AddOrderLong.h:91
Add Order message represents a newly accepted visible order on the CFE book.
Definition: AddOrderLong.h:36
static void validateSize(MessageSize size)
Check the given size.
Definition: AddOrderLong.h:84
Encapsulates services for manipulating little endian encoded messages.
BinaryMessage() ONIXS_BATS_PITCH_NOTHROW
Initializes blank instance referencing to nothing.
Binary4 quantity() const ONIXS_BATS_PITCH_NOTHROW
Number of contracts being added to the book (may be less than the number entered).
Definition: AddOrderLong.h:60
Binary2 MessageSize
Aliases message length type.
Definition: Defines.h:90
StrRef symbol() const ONIXS_BATS_PITCH_NOTHROW
Symbol right padded with spaces.
Definition: AddOrderLong.h:67
Binary4 timeOffset() const ONIXS_BATS_PITCH_NOTHROW
Nanosecond offset from last unit timestamp.
Definition: AddOrderLong.h:39
Binary8 orderId() const ONIXS_BATS_PITCH_NOTHROW
Day-specific identifier assigned to this order.
Definition: AddOrderLong.h:46
#define ONIXS_BATS_PITCH_NOTHROW
Definition: Compiler.h:107
ONIXS_CBOECFE_PITCH_API void toStr(std::string &, SideIndicator::Enum)
Appends string presentation of object.
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition: AddOrderLong.h:81
SideIndicator::Enum sideIndicator() const ONIXS_BATS_PITCH_NOTHROW
Definition: AddOrderLong.h:53