#include <OnixS/CME/MDH/messaging/Messages.h>

Classes
struct	Entry

Public Types
enum
typedef SchemaTraits	Schema
typedef SnapshotFullRefreshOrderBook53	ThisType
typedef SbeGroup< Entry, GroupSize, MessageSize >	Entries
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	SnapshotFullRefreshOrderBook53 ()=default
	SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, NoInit)
	SnapshotFullRefreshOrderBook53 (const SbeMessage &message)
	SnapshotFullRefreshOrderBook53 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32	lastMsgSeqNumProcessed () const noexcept
ThisType &	setLastMsgSeqNumProcessed (UInt32 value) noexcept
UInt32	totNumReports () const noexcept
ThisType &	setTotNumReports (UInt32 value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	chunks () const noexcept
ThisType &	setNoChunks (UInt32 value) noexcept
UInt32	currentChunk () const noexcept
ThisType &	setCurrentChunk (UInt32 value) noexcept
Timestamp	transactTime () const noexcept
ThisType &	setTransactTime (Timestamp value) noexcept
Entries	entries () const noexcept
Entries	entries () noexcept
Entries	entries (Entries::Size length)
Entries	entries (Entries::Size length, NoFieldsInit)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
const void *	tail () const noexcept
EncodedLength	calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept
	SbeMessage (void *data, MessageSize size, SchemaVersion version)
	SbeMessage (void *data, MessageSize size)
	SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void	clear () noexcept
bool	valid () const noexcept
MessageTemplateId	templateId () const noexcept
SchemaVersion	version () const noexcept
SchemaId	schemaId () const noexcept
const void *	binary () const noexcept
void *	binary () noexcept
const void *	blockEnd () noexcept
const void *	blockEnd () const noexcept
MessageSize	bufferSize () const noexcept
void *	body () noexcept
BlockLength	blockLength () const noexcept
const void *	block () const noexcept
void *	block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr MessageSize	getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64	getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
static constexpr StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept
GroupList	groups () noexcept
GroupList	groups () const noexcept
template<typename Group>
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList	variableLengthFields () noexcept
VariableLengthFieldList	variableLengthFields () const noexcept
void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize	calculateBinarySize (const void *tail) const noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Decimal	decimal (MessageSize offset) const
StrRef	fixedStr (MessageSize offset) const noexcept
Protected Member Functions inherited from BinaryBlockBase
	~BinaryBlockBase ()=default
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 22857 of file Messages.h.

Member Typedef Documentation

◆ Entries

typedef SbeGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 23054 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 22862 of file Messages.h.

◆ ThisType

typedef SnapshotFullRefreshOrderBook53 ThisType

This type alias.

Definition at line 22865 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	53

Definition at line 22868 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefreshOrderBook53() [1/6]

SnapshotFullRefreshOrderBook53 ( )

default

Initializes a blank instance.

◆ SnapshotFullRefreshOrderBook53() [2/6]

SnapshotFullRefreshOrderBook53	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 23060 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [3/6]

SnapshotFullRefreshOrderBook53	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 23075 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [4/6]

SnapshotFullRefreshOrderBook53	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 23089 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [5/6]

SnapshotFullRefreshOrderBook53 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 23100 of file Messages.h.

◆ SnapshotFullRefreshOrderBook53() [6/6]

SnapshotFullRefreshOrderBook53	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block. Performs no checks.

Definition at line 23111 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 23293 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 23371 of file Messages.h.

◆ chunks()

UInt32 chunks ( ) const

inlinenoexcept

Total number of packets that constitutes a single instrument order book.

Definition at line 23184 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 23347 of file Messages.h.

◆ currentChunk()

UInt32 currentChunk ( ) const

inlinenoexcept

Chunk sequence.

Definition at line 23203 of file Messages.h.

◆ entries() [1/4]

Entries entries ( ) const

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 23241 of file Messages.h.

◆ entries() [2/4]

Entries entries ( )

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 23248 of file Messages.h.

◆ entries() [3/4]

Entries entries ( Entries::Size length )

inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns: NoMDEntries(268) repeating group.

Definition at line 23256 of file Messages.h.

◆ entries() [4/4]

Entries entries	(	Entries::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoMDEntries(268) repeating group.

Definition at line 23267 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 23356 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 23320 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 23306 of file Messages.h.

◆ lastMsgSeqNumProcessed()

UInt32 lastMsgSeqNumProcessed ( ) const

inlinenoexcept

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 23127 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 23282 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 23337 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 23330 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID.

Definition at line 23165 of file Messages.h.

◆ setCurrentChunk()

ThisType & setCurrentChunk ( UInt32 value )

inlinenoexcept

Chunk sequence.

Definition at line 23211 of file Messages.h.

◆ setLastMsgSeqNumProcessed()

ThisType & setLastMsgSeqNumProcessed ( UInt32 value )

inlinenoexcept

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 23137 of file Messages.h.

◆ setNoChunks()

ThisType & setNoChunks ( UInt32 value )

inlinenoexcept

Total number of packets that constitutes a single instrument order book.

Definition at line 23193 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID.

Definition at line 23173 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value )

inlinenoexcept

Total number of instruments in the replayed loop.

Definition at line 23155 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( Timestamp value )

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 23231 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 23363 of file Messages.h.

◆ totNumReports()

UInt32 totNumReports ( ) const

inlinenoexcept

Total number of instruments in the replayed loop.

Definition at line 23147 of file Messages.h.

◆ transactTime()

Timestamp transactTime ( ) const

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 23222 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Entries

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ SnapshotFullRefreshOrderBook53() [1/6]

◆ SnapshotFullRefreshOrderBook53() [2/6]

◆ SnapshotFullRefreshOrderBook53() [3/6]

◆ SnapshotFullRefreshOrderBook53() [4/6]

◆ SnapshotFullRefreshOrderBook53() [5/6]

◆ SnapshotFullRefreshOrderBook53() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ chunks()

◆ className()

◆ currentChunk()

◆ entries() [1/4]

◆ entries() [2/4]

◆ entries() [3/4]

◆ entries() [4/4]

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ lastMsgSeqNumProcessed()

◆ minimalBlockLength()

◆ reset()

◆ resetVariableFields()

◆ securityId()

◆ setCurrentChunk()

◆ setLastMsgSeqNumProcessed()

◆ setNoChunks()

◆ setSecurityId()

◆ setTotNumReports()

◆ setTransactTime()

◆ tail()

◆ totNumReports()

◆ transactTime()