IncrementalRefreshBook.h File Reference

Go to the source code of this file.

Classes
struct	IsDeleteMdEntryAction< Action >
struct	IsValueMdEntryAction< Action >
struct	IsOrderIdEntryAction< Action >
struct	MdEntryOperation< Action >
struct	OrderIdEntryOperation< Action >
struct	EntryOperationSelector< IncrementalRefreshBook::MessageType >

Namespaces
namespace	OnixS
namespace	OnixS::CME
namespace	OnixS::CME::MDH
namespace	OnixS::CME::MDH::Test
namespace	OnixS::CME::MDH::Test::details

Macros
#define	ONIXS_CMEMDH_ORDER_ID_ENTRY(Action, ...)

Typedefs
using	IncrementalRefreshBook = MessageHolder<Messaging::IncrementalRefreshBook46>
template<typename Holder>
using	EnableIncrementalRefreshBook = EnableMutableMessageHolder<IncrementalRefreshBook, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using	EnableDeleteMdEntry
template<Messaging::UpdateAction::Enum Action, typename Holder>
using	EnableValueMdEntry
template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
using	EnableOrderIdEntry

Functions
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry	appendMdEntryBase (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry	appendMdEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry	appendMdEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::OrderIDEntry	appendOrderIdEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, DisplayQuantity quantity, Messaging::UInt8 referenceId)
template<typename Holder, details::IncrementalRefreshBookInitializationTag...>
auto	initialize (Holder &message, EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) noexcept -> details::EnableIncrementalRefreshBook< Holder >
template<typename Holder, details::IncrementalRefreshBookInitializationTag...>
auto	initialize (EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) -> decltype(details::makeInitializationRecipe< Holder, IncrementalRefreshBook >(eventIndicator, transactTime))
template<Messaging::UpdateAction::Enum Action, typename Holder>
auto	addEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel) -> details::EnableDeleteMdEntry< Action, Holder >
template<Messaging::UpdateAction::Enum Action, typename Holder>
auto	addEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders) -> details::EnableValueMdEntry< Action, Holder >
template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
auto	addOrderIdEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, DisplayQuantity quantity, Messaging::UInt8 referenceId) -> details::EnableOrderIdEntry< Action, Holder >
template<Messaging::OrderUpdateAction::Enum Action>
auto	orderIdEntry (OrderId orderId, OrderPriority orderPriority, DisplayQuantity quantity, Messaging::UInt8 referenceId) -> typename std::enable_if< details::IsOrderIdEntryAction< Action >::value, decltype(details::makeMessageOperation< details::OrderIdEntryOperation< Action > >(orderId, orderPriority, quantity, referenceId))>::type

Macro Definition Documentation

ONIXS_CMEMDH_ORDER_ID_ENTRY

#define ONIXS_CMEMDH_ORDER_ID_ENTRY	(		Action,
			... )

Value:

ONIXS_CME_MDH_TESTING_NAMESPACE::details::deferMessageOperation([&]() {                              \
    return ONIXS_CME_MDH_TESTING_NAMESPACE::orderIdEntry<                                            \
        ONIXS_CMEMDH_MESSAGING_NAMESPACE::OrderUpdateAction::Action>(__VA_ARGS__);                   \
})

Creates a deferred order-ID entry pipeline stage.

Parameters

Action	Unqualified Messaging::OrderUpdateAction enumerator name.
...	Arguments forwarded to orderIdEntry() when the stage is materialized.

Note

Stages are materialized in pipeline order. Argument evaluation within one orderIdEntry() call follows the normal C++ function-argument rules.

Apply % callable to customize the entry created by this stage.

Warning

An entry view passed to a customization callable is valid only for that invocation. Do not retain it; growing any earlier repeating group can relocate and invalidate the view.

Note

This macro must be expanded within function scope because its stage factory captures referenced arguments by reference.

Warning

The returned stage may retain references or pointers to objects used by the argument expressions. Materialize it by piping it into a holder or appending it to a MessageRecipe before any such object's lifetime ends. Do not return or retain an unmaterialized stage beyond those lifetimes.

Note

Once appended, the MessageRecipe owns decay-copied argument values and may be retained and reused. Objects referenced indirectly by pointer-like or view-like argument values must still remain valid while the recipe is applied.

The returned deferred stage is single-use. Append it to a MessageRecipe once, then reuse the recipe when repeated materialization is required.

Definition at line 316 of file IncrementalRefreshBook.h.