OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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SnapshotFullRefreshOrderBook53::Entry Struct Reference

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLength > Base
typedef Entry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
ThisType & resetVariableFields () noexcept
ThisType & reset () noexcept
UInt64 orderId () const noexcept
ThisType & setOrderId (UInt64 value) noexcept
bool orderPriority (UInt64 &value) const noexcept
ThisType & setOrderPriority (UInt64 value) noexcept
ThisType & orderPriorityNull () noexcept
Decimal entryPx () const noexcept
ThisType & setEntryPx (PRICE9 value) noexcept
Int32 displayQty () const noexcept
ThisType & setDisplayQty (Int32 value) noexcept
EntryTypeBook::Enum entryType () const noexcept
ThisType & setEntryType (EntryTypeBook::Enum value) noexcept
Public Member Functions inherited from SbeGroupEntry< GroupSize::BlockLength >
 SbeGroupEntry ()
 SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)
bool valid () const noexcept
const void * encoded () const noexcept
void * encoded () noexcept
const void * block () const noexcept
void * block () noexcept
BlockLength blockLength () const noexcept
SchemaVersion version () const noexcept
Public Member Functions inherited from SbeFields< Container, BlockLength >
Container & container () noexcept
void zeroPaddingBytes (BlockLength offset) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr StrRef className () noexcept

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<class Value>
Value ordinary (BlockLength offset) const noexcept
template<class Value>
Value ordinary (BlockLength offset, SchemaVersion since) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Decimal decimal (BlockLength offset) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept
Protected Member Functions inherited from BinaryBlockBase
 ~BinaryBlockBase ()=default

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 22872 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 22884 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 22887 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry()

Entry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 22891 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 23020 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 23045 of file Messages.h.

◆ displayQty()

Int32 displayQty ( ) const
inlinenoexcept

Visible order qty.

Definition at line 22980 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inlinenoexcept

Order Price.

Definition at line 22962 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 22998 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 23033 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const
inlinenoexcept

Unique Order ID.

Definition at line 22918 of file Messages.h.

◆ orderPriority()

bool orderPriority ( UInt64 & value) const
inlinenoexcept

Order priority for execution on the order book.

Definition at line 22936 of file Messages.h.

◆ orderPriorityNull()

ThisType & orderPriorityNull ( )
inlinenoexcept

Definition at line 22952 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 22908 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 22902 of file Messages.h.

◆ setDisplayQty()

ThisType & setDisplayQty ( Int32 value)
inlinenoexcept

Visible order qty.

Definition at line 22988 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Order Price.

Definition at line 22970 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryTypeBook::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 23007 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Unique Order ID.

Definition at line 22926 of file Messages.h.

◆ setOrderPriority()

ThisType & setOrderPriority ( UInt64 value)
inlinenoexcept

Order priority for execution on the order book.

Definition at line 22944 of file Messages.h.