OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.3
API Documentation
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QuoteUpdate.Quote.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.
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7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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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.
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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
29
30namespace OnixS {
31namespace CboeCFE {
32namespace Trading {
33namespace BOE {
34
36 struct ONIXS_CBOE_CFE_BOE_API Quote
37 {
39 StrRef symbol() const
40 {
41 return symbol_;
42 }
43
45 void symbol(StrRef value)
46 {
47 symbol_ = value;
48 }
49
52 {
53 return side_;
54 }
55
57 void side(Side::Enum value)
58 {
59 side_ = value;
60 }
61
64 {
65 return openClose_;
66 }
67
70 {
71 openClose_ = value;
72 }
73
76 {
77 return price_;
78 }
79
81 void price(BinaryPrice value)
82 {
83 price_ = value;
84 }
85
88 {
89 return orderQty_;
90 }
91
93 void orderQty(Binary4 value)
94 {
95 orderQty_ = value;
96 }
97
98
100 std::string toString() const;
101
102 private:
103 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT;
104
105 Alphanumeric<6> symbol_;
106 Side::Enum side_;
107 OpenClose::Enum openClose_;
108 BinaryPrice price_;
109 Binary4 orderQty_;
110
111 friend class Serializer;
112 };
113
115 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const Quote&);
116
118 inline std::string toStr(const Quote& value)
119 {
120 std::string str;
121 toStr(str, value);
122 return str;
123 }
124
125}
126}
127}
128}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
Provides efficient way of accessing text-based field values.
Definition String.h:46
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
void orderQty(Binary4 value)
Order quantity.
void price(BinaryPrice value)
Limit price.
std::string toString() const
Returns the text representation.
void openClose(OpenClose::Enum value)
Indicates status of client position in a trade resulting from the order.
OpenClose::Enum openClose() const
Indicates status of client position in a trade resulting from the order.
BinaryPrice price() const
Limit price.
void side(Side::Enum value)
Side.
void symbol(StrRef value)
CFE native identifier of the instrument being quoted.
Binary4 orderQty() const
Order quantity.
StrRef symbol() const
CFE native identifier of the instrument being quoted.