IncrementalRefreshTradeSummary.h File Reference

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Classes
struct	IsTradeSummaryAction< Action >
struct	TradeSummaryEntryOperation< Action >
struct	TradeEntryOperation
struct	EntryOperationSelector< IncrementalRefreshTradeSummary::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_TRADE_ENTRY(...)

Typedefs
using	IncrementalRefreshTradeSummary = MessageHolder<Messaging::IncrementalRefreshTradeSummary48>
template<typename Holder>
using	EnableIncrementalRefreshTradeSummary = EnableMutableMessageHolder<IncrementalRefreshTradeSummary, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using	EnableTradeSummaryEntry

Functions
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshTradeSummary48::Entry	appendTradeSummaryEntry (Holder &message, SecurityId securityId, Messaging::UInt32 rptSeq, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<typename Holder>
Messaging::IncrementalRefreshTradeSummary48::OrderIDEntry	appendOrderIdEntry (Holder &message, OrderId orderId, Messaging::Int32 lastQuantity)
template<typename Holder, details::IncrementalRefreshTradeSummaryInitializationTag...>
auto	initialize (Holder &message, EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) noexcept -> details::EnableIncrementalRefreshTradeSummary< Holder >
template<typename Holder, details::IncrementalRefreshTradeSummaryInitializationTag...>
auto	initialize (EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime=UtcWatch::now()) -> decltype(details::makeInitializationRecipe< Holder, IncrementalRefreshTradeSummary >(eventIndicator, transactTime))
template<Messaging::UpdateAction::Enum Action, typename Holder>
auto	addEntry (Holder &message, SecurityId securityId, Messaging::UInt32 rptSeq, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders) -> details::EnableTradeSummaryEntry< Action, Holder >
template<typename Holder>
auto	addOrderIdEntry (Holder &message, OrderId orderId, Messaging::Int32 lastQuantity) -> details::EnableIncrementalRefreshTradeSummary< Holder >
auto	tradeEntry (OrderId orderId, Messaging::Int32 lastQuantity) -> decltype(details::makeMessageOperation< details::TradeEntryOperation >(orderId, lastQuantity))

Macro Definition Documentation

ONIXS_CMEMDH_TRADE_ENTRY

#define ONIXS_CMEMDH_TRADE_ENTRY

(

...

)

Value:

ONIXS_CME_MDH_TESTING_NAMESPACE::details::deferMessageOperation([&]() {                               \
    return ONIXS_CME_MDH_TESTING_NAMESPACE::tradeEntry(__VA_ARGS__);                                  \
})

Creates a deferred order-level fill entry pipeline stage.

Parameters

...	Arguments forwarded to tradeEntry() when the stage is materialized.

Note

Stages are materialized in pipeline order. Argument evaluation within one tradeEntry() 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 230 of file IncrementalRefreshTradeSummary.h.