OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.0
API documentation
ModifyOrderShort.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 Modify Order message is sent whenever an open order is visibly modified.
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 modified.
46  Binary8 orderId() const
48  {
49  return ordinary<Binary8>(6);
50  }
51 
52  /// Number of contracts associated with this order after this modify (may be less than the number
53  /// entered).
54  Binary2 quantity() const
56  {
57  return ordinary<Binary2>(14);
58  }
59 
60  /// The limit order price after this modify.
63  {
64  return ordinary<BinaryShortPrice>(16);
65  }
66 
67  /// Total message size.
69 
70  /// Check the given size.
71  static void validateSize(MessageSize size)
72  {
73  if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_), false))
74  throwIncorrectSize("ModifyOrderShort", size, messageSize_);
75  }
76 
77  /// Initializes instance over given memory block.
78  ModifyOrderShortMsg(const void* data, MessageSize size)
80  : BinaryMessage(data, size)
81  {
82  }
83  };
84 
85  /// Serializes object into string.
86  ONIXS_CBOECFE_PITCH_API void toStr(std::string&, const ModifyOrderShortMsg&);
87 
88  /// Serializes object into string.
89  inline std::string toStr(const ModifyOrderShortMsg& msg)
90  {
91  std::string str;
92  toStr(str, msg);
93  return str;
94  }
95 
96 }
97 }
98 }
99 }
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLD_PATH ONIXS_BATS_PITCH_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
static void validateSize(MessageSize size)
Check the given size.
#define ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
ModifyOrderShortMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
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
#define ONIXS_BATS_PITCH_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
BinaryShortPrice price() const ONIXS_BATS_PITCH_NOTHROW
The limit order price after this modify.
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.
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
#define ONIXS_BATS_PITCH_NOTHROW
Definition: Compiler.h:27
The Modify Order message is sent whenever an open order is visibly modified.
ONIXS_CBOECFE_PITCH_API void toStr(std::string &, SideIndicator::Enum)
Appends string presentation of object.
Binary2 quantity() const ONIXS_BATS_PITCH_NOTHROW