OnixS C++ CME MDP Premium Market Data Handler 5.11.1
Users' manual and API documentation
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SnapshotFullRefresh.h File Reference

Go to the source code of this file.

Classes

struct  IsSnapshotFullRefreshAction< Action >
struct  SnapshotFullRefreshInitializationOperation
struct  SnapshotFullRefreshEntryOperation
struct  EntryOperationSelector< SnapshotFullRefresh::MessageType >

Namespaces

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

Typedefs

using SnapshotFullRefresh = MessageHolder<Messaging::SnapshotFullRefresh52>
template<typename Holder>
using EnableSnapshotFullRefresh = EnableMutableMessageHolder<SnapshotFullRefresh, Holder>

Functions

template<typename Holder>
Messaging::SnapshotFullRefresh52::Entry appendSnapshotFullRefreshEntry (Holder &message, Messaging::EntryType::Enum entryType, Messaging::Int8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<typename Holder, details::SnapshotFullRefreshInitializationTag...>
auto initialize (Holder &message, Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 rptSeq, Messaging::Timestamp transactTime, Messaging::Timestamp updateTime) -> details::EnableSnapshotFullRefresh< Holder >
template<typename Holder, details::SnapshotFullRefreshInitializationTag...>
auto initialize (Holder &message, Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 rptSeq, Messaging::Timestamp timestamp=UtcWatch::now()) -> details::EnableSnapshotFullRefresh< Holder >
template<typename Holder, details::SnapshotFullRefreshInitializationTag...>
auto initialize (Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 rptSeq, Messaging::Timestamp transactTime, Messaging::Timestamp updateTime) -> decltype(details::makeInitializationRecipe< Holder, SnapshotFullRefresh, details::SnapshotFullRefreshInitializationOperation >(totNumReports, securityId, lastMsgSeqNumProcessed, rptSeq, transactTime, updateTime))
template<typename Holder, details::SnapshotFullRefreshInitializationTag...>
auto initialize (Messaging::UInt32 totNumReports, SecurityId securityId, SequenceNumber lastMsgSeqNumProcessed, Messaging::UInt32 rptSeq, Messaging::Timestamp timestamp=UtcWatch::now()) -> decltype(initialize< Holder >(totNumReports, securityId, lastMsgSeqNumProcessed, rptSeq, timestamp, timestamp))
template<typename Holder>
auto addEntry (Holder &message, Messaging::EntryType::Enum entryType, Messaging::Int8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders) -> details::EnableSnapshotFullRefresh< Holder >