32 namespace MarketData {
42 return ordinary<Binary4>(2);
49 return ordinary<Binary8>(6);
57 return ordinary<Binary4>(14);
64 return ordinary<BinaryPrice>(18);
73 if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_),
false))
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
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
BinaryPrice price() const ONIXS_BATS_PITCH_NOTHROW
The limit order price after this modify.
Binary4 quantity() const ONIXS_BATS_PITCH_NOTHROW
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.
Binary8 orderId() const ONIXS_BATS_PITCH_NOTHROW
Order Id of a previously sent Add Order message that has been modified.
Binary4 timeOffset() const ONIXS_BATS_PITCH_NOTHROW
Nanosecond offset from last unit timestamp.
#define ONIXS_BATS_PITCH_NOTHROW
ONIXS_CBOECFE_PITCH_API void toStr(std::string &, SideIndicator::Enum)
Appends string presentation of object.
ModifyOrderLongMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
The Modify Order message is sent whenever an open order is visibly modified.
static void validateSize(MessageSize size)
Check the given size.