SnapshotFullRefreshOrderBook.h File Reference

Go to the source code of this file.

Classes
struct	IsSnapshotFullRefreshOrderBookAction< Action >
struct	SnapshotFullRefreshOrderBookInitializationOperation
struct	SnapshotFullRefreshOrderBookEntryOperation
struct	EntryOperationSelector< SnapshotFullRefreshOrderBook::MessageType >

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

Typedefs
using	SnapshotFullRefreshOrderBook = MessageHolder<Messaging::SnapshotFullRefreshOrderBook53>
template<typename Holder>
using	EnableSnapshotFullRefreshOrderBook = EnableMutableMessageHolder<SnapshotFullRefreshOrderBook, Holder>

Functions
template<typename Holder>
Messaging::SnapshotFullRefreshOrderBook53::Entry	appendSnapshotFullRefreshOrderBookEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType)
template<typename Holder, details::SnapshotFullRefreshOrderBookInitializationTag...>
auto	initialize (Holder &message, Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 numberOfChunks, Messaging::UInt32 currentChunk, Messaging::Timestamp transactTime=UtcWatch::now()) -> details::EnableSnapshotFullRefreshOrderBook< Holder >
template<typename Holder, details::SnapshotFullRefreshOrderBookInitializationTag...>
auto	initialize (Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 numberOfChunks, Messaging::UInt32 currentChunk, Messaging::Timestamp transactTime=UtcWatch::now()) -> decltype(details::makeInitializationRecipe< Holder, SnapshotFullRefreshOrderBook, details::SnapshotFullRefreshOrderBookInitializationOperation >(totNumReports, securityId, lastMsgSeqNumProcessed, numberOfChunks, currentChunk, transactTime))
template<typename Holder>
auto	addEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType) -> details::EnableSnapshotFullRefreshOrderBook< Holder >