OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.1
API documentation
DeleteOrder.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  /// The Delete Order message is sent whenever an open order is completely canceled.
36  struct DeleteOrderMsg : public BinaryMessage
37  {
38  /// Nanosecond offset from last unit timestamp.
41  {
42  return ordinary<Binary4>(2);
43  }
44 
45  /// Order Id of a previously sent Add Order message that has been cancelled.
46  Binary8 orderId() const
48  {
49  return ordinary<Binary8>(6);
50  }
51 
52  /// Total message size.
54 
55  /// Check the given size.
56  static void validateSize(MessageSize size)
57  {
58  if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_), false))
59  throwIncorrectSize("DeleteOrder", size, messageSize_);
60  }
61 
62  /// Initializes instance over given memory block.
63  DeleteOrderMsg(const void* data, MessageSize size)
65  : BinaryMessage(data, size)
66  {
67  }
68  };
69 
70  /// Serializes object into string.
71  ONIXS_CBOECFE_PITCH_API void toStr(std::string&, const DeleteOrderMsg&);
72 
73  /// Serializes object into string.
74  inline std::string toStr(const DeleteOrderMsg& msg)
75  {
76  std::string str;
77  toStr(str, msg);
78  return str;
79  }
80 
81 }
82 }
83 }
84 }
DeleteOrderMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
Definition: DeleteOrder.h:63
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
Binary4 timeOffset() const ONIXS_BATS_PITCH_NOTHROW
Nanosecond offset from last unit timestamp.
Definition: DeleteOrder.h:39
Encapsulates services for manipulating little endian encoded messages.
BinaryMessage() ONIXS_BATS_PITCH_NOTHROW
Initializes blank instance referencing to nothing.
Binary2 MessageSize
Aliases message length type.
Definition: Defines.h:90
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition: DeleteOrder.h:53
static void validateSize(MessageSize size)
Check the given size.
Definition: DeleteOrder.h:56
Binary8 orderId() const ONIXS_BATS_PITCH_NOTHROW
Order Id of a previously sent Add Order message that has been cancelled.
Definition: DeleteOrder.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.
The Delete Order message is sent whenever an open order is completely canceled.
Definition: DeleteOrder.h:36