IncrementalRefreshBookCombinedEntry< Order, Price > Class Template Reference

#include <OnixS/CME/MDH/MessageSupplements.h>

Public Member Functions
	IncrementalRefreshBookCombinedEntry (const Order &order, const Price &price) noexcept
	IncrementalRefreshBookCombinedEntry (const IncrementalRefreshBookCombinedEntry &other) noexcept=default
IncrementalRefreshBookCombinedEntry &	operator= (const IncrementalRefreshBookCombinedEntry &other) noexcept=default
SecurityId	securityId () const noexcept
Messaging::EntryTypeBook::Enum	entryType () const noexcept
Messaging::OrderUpdateAction::Enum	updateAction () const noexcept
bool	orderId (OrderId &id) const noexcept
bool	orderPriority (OrderPriority &priority) const noexcept
bool	entryPx (Messaging::Decimal &price) const noexcept
bool	displayQty (DisplayQuantity &quantity) const noexcept

Detailed Description

template<class Order, class Price>
class OnixS::CME::MDH::IncrementalRefreshBookCombinedEntry< Order, Price >

Template Parameters

Order	Nothrow copy-constructible, copy-assignable, and destructible order-entry type. It must provide orderUpdateAction(), returning Messaging::OrderUpdateAction::Enum; orderId(), returning OrderId; orderPriority(OrderPriority&), returning bool; and displayQty(DisplayQuantity&), returning bool. All four accessors must be noexcept.
Price	Nothrow copy-constructible, copy-assignable, and destructible price-entry type. It must provide securityId(), returning SecurityId; entryType(), returning Messaging::EntryTypeBook::Enum; and entryPx(Messaging::Decimal&), returning bool. All three accessors must be noexcept.

The combined entry obtains order-specific fields from Order and the security, entry type, and price from Price. Both components are lightweight non-owning views stored by value.

Note

The components reference encoded message data. The combined entry remains valid only while that data remains valid, typically for the duration of the listener callback in which the entry is supplied.

Definition at line 52 of file MessageSupplements.h.

Constructor & Destructor Documentation

IncrementalRefreshBookCombinedEntry() [1/2]

template<class Order, class Price>

IncrementalRefreshBookCombinedEntry ( const Order & order, const Price & price )

inlinenoexcept

Constructs a combined entry from its order and price components.

Parameters

order	Order component of the update.
price	Price component of the update.

Definition at line 72 of file MessageSupplements.h.

IncrementalRefreshBookCombinedEntry() [2/2]

template<class Order, class Price>

IncrementalRefreshBookCombinedEntry ( const IncrementalRefreshBookCombinedEntry< Order, Price > & other )

defaultnoexcept

Constructs a copy of another combined entry.

Parameters

other

Combined entry to copy.

Member Function Documentation

displayQty()

template<class Order, class Price>

bool displayQty ( DisplayQuantity & quantity ) const

inlinenoexcept

Gets the displayed quantity of the affected order.

Parameters

quantity

Receives the displayed quantity supplied by the order component.

Returns

true if the displayed quantity is present; otherwise false.

Definition at line 142 of file MessageSupplements.h.

entryPx()

template<class Order, class Price>

bool entryPx ( Messaging::Decimal & price ) const

inlinenoexcept

Gets the price of the affected order.

Parameters

price

Receives the price supplied by the price component.

Returns

true if the price is present; otherwise false.

Definition at line 133 of file MessageSupplements.h.

entryType()

template<class Order, class Price>

Messaging::EntryTypeBook::Enum entryType ( ) const

inlinenoexcept

Gets the market data entry type.

Returns

Entry type from the price component.

Definition at line 98 of file MessageSupplements.h.

operator=()

template<class Order, class Price>

IncrementalRefreshBookCombinedEntry & operator= ( const IncrementalRefreshBookCombinedEntry< Order, Price > & other )

defaultnoexcept

Replaces this entry with a copy of another combined entry.

Parameters

other

Combined entry to copy.

Returns

Reference to this entry.

orderId()

template<class Order, class Price>

bool orderId ( OrderId & id ) const

inlinenoexcept

Gets the identifier of the affected order.

Parameters

id	Receives the order identifier.

Returns

Always true; the order identifier is mandatory.

Definition at line 114 of file MessageSupplements.h.

orderPriority()

template<class Order, class Price>

bool orderPriority ( OrderPriority & priority ) const

inlinenoexcept

Gets the matching priority of the affected order.

Parameters

priority

Receives the order priority supplied by the order component.

Returns

true if the priority is present; otherwise false.

Definition at line 124 of file MessageSupplements.h.

securityId()

template<class Order, class Price>

SecurityId securityId ( ) const

inlinenoexcept

Gets the identifier of the security whose MBO book is updated.

Returns

Security identifier from the price component.

Definition at line 90 of file MessageSupplements.h.

updateAction()

template<class Order, class Price>

Messaging::OrderUpdateAction::Enum updateAction ( ) const

inlinenoexcept

Gets the action to apply to the MBO book.

Returns

Update action from the order component.

Definition at line 106 of file MessageSupplements.h.