32 namespace MarketData {
42 return ordinary<Binary4>(2);
49 return ordinary<Binary8>(6);
56 return ordinary<Binary2>(14);
65 if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_),
false))
Reduce Size messages are sent when a visible order on the CFE book is partially reduced.
Binary2 canceledQuantity() const ONIXS_BATS_PITCH_NOTHROW
Number of contracts canceled.
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
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 reduced.
static void validateSize(MessageSize size)
Check the given size.
Binary4 timeOffset() const ONIXS_BATS_PITCH_NOTHROW
Nanosecond offset from last unit timestamp.
ReduceSizeShortMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
#define ONIXS_BATS_PITCH_NOTHROW
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.