OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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MessageSupplements.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <OnixS/CME/MDH/Order.h>
26
28
32template <class Order, class Price>
34{
35public:
37 IncrementalRefreshBookCombinedEntry(const Order& order, const Price& price)
38 : order_(order)
39 , price_(price)
40 {
41 }
42
45 : order_(other.order_)
46 , price_(other.price_)
47 {
48 }
49
52 {
53 return price_.securityId();
54 }
55
58 {
59 return price_.entryType();
60 }
61
64 {
65 return order_.orderUpdateAction();
66 }
67
69 bool orderId(OrderId& id) const
70 {
71 id = order_.orderId();
72
73 return true;
74 }
75
77 bool orderPriority(OrderPriority& priority) const
78 {
79 return order_.orderPriority(priority);
80 }
81
83 bool entryPx(Decimal& price) const
84 {
85 return price_.entryPx(price);
86 }
87
89 bool displayQty(DisplayQuantity& quantity) const
90 {
91 return order_.displayQty(quantity);
92 }
93
96 {
97 order_ = other.order_;
98 price_ = other.price_;
99
100 return *this;
101 }
102
103private:
104 Order order_;
105 Price price_;
106};
107
108//
109
113typedef IncrementalRefreshBookCombinedEntry<IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry>
115
121
122
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:67
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:68
A real number with floating exponent.
Definition Decimal.h:137
Data for MBO book atomic update gathered from IncrementalRefreshBook message containing atomic update...
IncrementalRefreshBookCombinedEntry & operator=(const IncrementalRefreshBookCombinedEntry &other)
Re-initializes as copy of the other instance.
IncrementalRefreshBookCombinedEntry(const IncrementalRefreshBookCombinedEntry &other)
Initializes as copy of the other one.
bool entryPx(Decimal &price) const
Price value.
IncrementalRefreshBookCombinedEntry(const Order &order, const Price &price)
Initializes instance from order and price components.
bool orderPriority(OrderPriority &priority) const
Order priority.
bool displayQty(DisplayQuantity &quantity) const
Display quantity.
EntryTypeBook::Enum entryType() const
Type of market data entry.
OrderUpdateAction::Enum updateAction() const
Indicates action of atomic book update.
SecurityId securityId() const
Security id whose MBO book is to be updated.
bool orderId(OrderId &id) const
Order identifier.
Order as the member of the Market By Order (MBO) book.
Definition Order.h:73
UInt64 OrderId
Type for order identification.
Definition Order.h:29
Int32 DisplayQuantity
Presents display quantity.
Definition Order.h:35
IncrementalRefreshBookCombinedEntry< IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry > IncrementalRefreshBook46CombinedEntry
Data for MBO book atomic update gathered from IncrementalRefreshBook46 message containing atomic upda...
Int32 SecurityId
Unique security identifier.
Definition Domain.h:31
UInt64 OrderPriority
Type for order priority.
Definition Order.h:32
IncrementalRefreshBookCombinedEntry< IncrementalRefreshBookLongQty64::OrderIDEntry, IncrementalRefreshBookLongQty64::Entry > IncrementalRefreshBook64CombinedEntry
Data for MBO book atomic update gathered from IncrementalRefreshBook46 message containing atomic upda...