QuoteRequest.h File Reference

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Classes
class	QuoteSymbol
struct	QuoteRequestInitializationOperation
struct	QuoteEntryOperation

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_QUOTE_ENTRY(...)

Typedefs
using	QuoteRequest = MessageHolder<Messaging::QuoteRequest39>
template<typename Holder>
using	EnableQuoteRequest = EnableMutableMessageHolder<QuoteRequest, Holder>

Functions
template<typename Holder>
Messaging::QuoteRequest39::RelatedSymEntry	appendQuoteEntry (Holder &message, SecurityId securityId, Messaging::StrRef symbol, Messaging::Int8 quoteType, Messaging::Int32 orderQuantity, Messaging::Int8 side)
template<typename Holder, details::QuoteRequestInitializationTag...>
auto	initialize (Holder &message, Messaging::StrRef quoteRequestId, EventFlags::Bits eventIndicator=EventFlags::None, Messaging::Timestamp transactTime=UtcWatch::now()) -> details::EnableQuoteRequest< Holder >
template<typename Holder, details::QuoteRequestInitializationTag...>
auto	initialize (Messaging::StrRef quoteRequestId, EventFlags::Bits eventIndicator=EventFlags::None, Messaging::Timestamp transactTime=UtcWatch::now()) -> decltype(details::makeInitializationRecipe< Holder, QuoteRequest, details::QuoteRequestInitializationOperation >(quoteRequestId, eventIndicator, transactTime))
template<typename Holder>
auto	addQuoteEntry (Holder &message, SecurityId securityId, Messaging::StrRef symbol, Messaging::Int8 quoteType, Messaging::Int32 orderQuantity, Messaging::Int8 side) -> details::EnableQuoteRequest< Holder >
auto	quoteEntry (SecurityId securityId, Messaging::StrRef symbol, Messaging::Int8 quoteType, Messaging::Int32 orderQuantity, Messaging::Int8 side) -> decltype(details::makeMessageOperation< details::QuoteEntryOperation >(securityId, details::QuoteSymbol(symbol), quoteType, orderQuantity, side))

Macro Definition Documentation

ONIXS_CMEMDH_QUOTE_ENTRY

#define ONIXS_CMEMDH_QUOTE_ENTRY

(

...

)

Value:

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

Creates a deferred quote-request entry pipeline stage.

Parameters

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

Note

Stages are materialized in pipeline order. Argument evaluation within one quoteEntry() 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

The symbol is copied when the stage is materialized. Once appended, the MessageRecipe owns the symbol bytes and may be retained and reused independently of the original character storage.

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 233 of file QuoteRequest.h.