OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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SnapshotFullRefreshOrderBook53 Struct Reference

Classes

struct  Entry

Public Types

enum  
typedef SchemaTraits Schema
typedef SnapshotFullRefreshOrderBook53 ThisType
typedef SbeGroup< Entry, GroupSize, MessageSizeEntries
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 SnapshotFullRefreshOrderBook53 ()=default
 SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, NoInit)
 SnapshotFullRefreshOrderBook53 (const SbeMessage &message)
UInt32 lastMsgSeqNumProcessed () const noexcept
ThisTypesetLastMsgSeqNumProcessed (UInt32 value) noexcept
UInt32 totNumReports () const noexcept
ThisTypesetTotNumReports (UInt32 value) noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 chunks () const noexcept
ThisTypesetNoChunks (UInt32 value) noexcept
UInt32 currentChunk () const noexcept
ThisTypesetCurrentChunk (UInt32 value) noexcept
Timestamp transactTime () const noexcept
ThisTypesetTransactTime (Timestamp value) noexcept
Entries entries () const noexcept
Entries entries () noexcept
Entries entries (Entries::Size length)
Entries entries (Entries::Size length, NoFieldsInit)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
const void * tail () const noexcept
EncodedLength calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 SbeMessage (void *data, MessageSize size)
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void clear () noexcept
bool valid () const noexcept
MessageTemplateId templateId () const noexcept
SchemaVersion version () const noexcept
SchemaId schemaId () const noexcept
const void * binary () const noexcept
void * binary () noexcept
const void * blockEnd () noexcept
const void * blockEnd () const noexcept
MessageSize bufferSize () const noexcept
void * body () noexcept
BlockLength blockLength () const noexcept
const void * block () const noexcept
void * block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessagecontainer () noexcept
void setOrdinary (MessageSize offset, FieldValue value) noexcept
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr const CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (SchemaVersion version) noexcept
GroupList groups () noexcept
GroupList groups () const noexcept
template<typename Group>
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList variableLengthFields () noexcept
VariableLengthFieldList variableLengthFields () const noexcept
void initHeader (MessageHeader::TemplateId value, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
void zeroPaddingBytes (BlockLength offset)
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)
MessageSize calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Value decimal (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 32347 of file Messages.h.

Member Typedef Documentation

◆ Entries

Repeating group containing Entry entries.

Definition at line 32559 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 32352 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 32355 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 53 

Definition at line 32358 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefreshOrderBook53() [1/5]

Initializes a blank instance.

◆ SnapshotFullRefreshOrderBook53() [2/5]

SnapshotFullRefreshOrderBook53 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 32565 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [3/5]

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 32580 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [4/5]

SnapshotFullRefreshOrderBook53 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 32594 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [5/5]

SnapshotFullRefreshOrderBook53 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 32605 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 32799 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 32867 of file Messages.h.

◆ chunks()

UInt32 chunks ( ) const
inlinenoexcept

Total number of packets that constitutes a single instrument order book.

Definition at line 32681 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 32841 of file Messages.h.

◆ currentChunk()

UInt32 currentChunk ( ) const
inlinenoexcept

Chunk sequence.

Definition at line 32702 of file Messages.h.

◆ entries() [1/4]

Entries entries ( ) const
inlinenoexcept
Returns
instance of Entries repeating group.

Definition at line 32744 of file Messages.h.

◆ entries() [2/4]

Entries entries ( )
inlinenoexcept
Returns
instance of Entries repeating group.

Definition at line 32752 of file Messages.h.

◆ entries() [3/4]

Entries entries ( Entries::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoMDEntries(268) repeating group.

Definition at line 32761 of file Messages.h.

◆ entries() [4/4]

Entries entries ( Entries::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoMDEntries(268) repeating group.

Definition at line 32772 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 32850 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 32813 of file Messages.h.

◆ lastMsgSeqNumProcessed()

UInt32 lastMsgSeqNumProcessed ( ) const
inlinenoexcept

Sequence number of the last Incremental feed packet processed.

This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 32618 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 32787 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 32830 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 32822 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 32660 of file Messages.h.

◆ setCurrentChunk()

ThisType & setCurrentChunk ( UInt32 value)
inlinenoexcept

Chunk sequence.

Definition at line 32711 of file Messages.h.

◆ setLastMsgSeqNumProcessed()

ThisType & setLastMsgSeqNumProcessed ( UInt32 value)
inlinenoexcept

Sequence number of the last Incremental feed packet processed.

This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 32629 of file Messages.h.

◆ setNoChunks()

ThisType & setNoChunks ( UInt32 value)
inlinenoexcept

Total number of packets that constitutes a single instrument order book.

Definition at line 32691 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID.

Definition at line 32669 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value)
inlinenoexcept

Total number of instruments in the replayed loop.

Definition at line 32649 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( Timestamp value)
inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 32733 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 32858 of file Messages.h.

◆ totNumReports()

UInt32 totNumReports ( ) const
inlinenoexcept

Total number of instruments in the replayed loop.

Definition at line 32640 of file Messages.h.

◆ transactTime()

Timestamp transactTime ( ) const
inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 32723 of file Messages.h.