OnixS C++ CME MDP Premium Market Data Handler 5.11.1
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IncrementalRefreshOrderBook.h File Reference

Go to the source code of this file.

Classes

struct  IsOrderBookMdEntryAction< Action >
struct  OrderBookMdEntryOperation< Action >
struct  EntryOperationSelector< IncrementalRefreshOrderBook::MessageType >

Namespaces

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

Typedefs

using IncrementalRefreshOrderBook = MessageHolder<Messaging::IncrementalRefreshOrderBook47>
template<typename Holder>
using EnableIncrementalRefreshOrderBook = EnableMutableMessageHolder<IncrementalRefreshOrderBook, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableOrderBookMdEntry

Functions

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshOrderBook47::Entry appendOrderBookMdEntry (Holder &message, SecurityId securityId, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType)
template<typename Holder, details::IncrementalRefreshOrderBookInitializationTag...>
auto initialize (Holder &message, EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) noexcept -> details::EnableIncrementalRefreshOrderBook< Holder >
template<typename Holder, details::IncrementalRefreshOrderBookInitializationTag...>
auto initialize (EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) -> decltype(details::makeInitializationRecipe< Holder, IncrementalRefreshOrderBook >(eventIndicator, transactTime))
template<Messaging::UpdateAction::Enum Action, typename Holder>
auto addEntry (Holder &message, SecurityId securityId, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType) -> details::EnableOrderBookMdEntry< Action, Holder >