OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.1
API documentation
ReduceSizeShort.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  /// Reduce Size messages are sent when a visible order on the CFE book is partially reduced.
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 reduced.
46  Binary8 orderId() const
48  {
49  return ordinary<Binary8>(6);
50  }
51 
52  /// Number of contracts canceled.
55  {
56  return ordinary<Binary2>(14);
57  }
58 
59  /// Total message size.
61 
62  /// Check the given size.
63  static void validateSize(MessageSize size)
64  {
65  if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_), false))
66  throwIncorrectSize("ReduceSizeShort", size, messageSize_);
67  }
68 
69  /// Initializes instance over given memory block.
70  ReduceSizeShortMsg(const void* data, MessageSize size)
72  : BinaryMessage(data, size)
73  {
74  }
75  };
76 
77  /// Serializes object into string.
78  ONIXS_CBOECFE_PITCH_API void toStr(std::string&, const ReduceSizeShortMsg&);
79 
80  /// Serializes object into string.
81  inline std::string toStr(const ReduceSizeShortMsg& msg)
82  {
83  std::string str;
84  toStr(str, msg);
85  return str;
86  }
87 
88 }
89 }
90 }
91 }
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
Definition: Compiler.h:110
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
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
Definition: Compiler.h:107
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.