OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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IncrementalRefreshBookLongQty64::Entry Struct Reference

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
typedef Entry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
bool entryPx (PRICE9 &value) const noexcept
ThisTypesetEntryPx (PRICE9 value) noexcept
ThisTypeentryPxNull () noexcept
bool entrySize (UInt64 &value) const noexcept
ThisTypesetEntrySize (UInt64 value) noexcept
ThisTypeentrySizeNull () noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 rptSeq () const noexcept
ThisTypesetRptSeq (UInt32 value) noexcept
bool numberOfOrders (Int32 &value) const noexcept
ThisTypesetNumberOfOrders (Int32 value) noexcept
ThisTypenumberOfOrdersNull () noexcept
UInt8 priceLevel () const noexcept
ThisTypesetPriceLevel (UInt8 value) noexcept
UpdateAction::Enum updateAction () const noexcept
ThisTypesetUpdateAction (UpdateAction::Enum value) noexcept
EntryTypeBook::Enum entryType () const noexcept
ThisTypesetEntryType (EntryTypeBook::Enum value) noexcept
Public Member Functions inherited from SbeGroupEntry< GroupSize::BlockLength >
 SbeGroupEntry ()
 SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)
bool valid () const noexcept
const void * encoded () const noexcept
void * encoded () noexcept
const void * block () const noexcept
void * block () noexcept
BlockLength blockLength () const noexcept
SchemaVersion version () const noexcept
Public Member Functions inherited from SbeFields< Container, BlockLength >
Container & container () noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr const CharclassName ()

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<class Value>
Value ordinary (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Value decimal (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept

Detailed Description

Entry of Entry repeating group.

Definition at line 10670 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 10682 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 10685 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry()

Entry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 10689 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 10915 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 10943 of file Messages.h.

◆ entryPx()

bool entryPx ( PRICE9 & value) const
inlinenoexcept

Market Data entry price.

Definition at line 10720 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 10738 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inlinenoexcept

Aggregate booked qty at price level, notional.

Definition at line 10749 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 10767 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 10889 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 10930 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value) const
inlinenoexcept

In Book entry - aggregate number of orders at given price level.

Definition at line 10819 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )
inlinenoexcept

Definition at line 10838 of file Messages.h.

◆ priceLevel()

UInt8 priceLevel ( ) const
inlinenoexcept

Aggregate book level.

Definition at line 10849 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 10707 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 10700 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

Market Data entry sequence number per instrument update.

Definition at line 10798 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

SecurityID.

Definition at line 10778 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Market Data entry price.

Definition at line 10729 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value)
inlinenoexcept

Aggregate booked qty at price level, notional.

Definition at line 10758 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryTypeBook::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 10899 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value)
inlinenoexcept

In Book entry - aggregate number of orders at given price level.

Definition at line 10829 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( UInt8 value)
inlinenoexcept

Aggregate book level.

Definition at line 10858 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value)
inlinenoexcept

Market Data entry sequence number per instrument update.

Definition at line 10807 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

SecurityID.

Definition at line 10787 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value)
inlinenoexcept

Market Data update action.

Definition at line 10878 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inlinenoexcept

Market Data update action.

Definition at line 10869 of file Messages.h.