OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
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AddOrderMsg.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
24
26
30 struct ONIXS_ESPEED_ITCH_API AddOrderMsg : public IncomingMessage
31 {
33 UInt64 timestamp() const
34 {
35 return ordinary<UInt64>(1);
36 }
37
40 UInt32 orderReferenceNumber() const
41 {
42 return ordinary<UInt32>(9);
43 }
44
47 UInt32 transactionId() const
48 {
49 return ordinary<UInt32>(13);
50 }
51
54 {
55 return ordinary<UInt32>(17);
56 }
57
61 {
62 return enumeration<Side>(21);
63 }
64
67 UInt32 quantity() const
68 {
69 return ordinary<UInt32>(22);
70 }
71
73 Price8 price() const
74 {
75 return ordinary<Int64>(26);
76 }
77
79 Price4 yield() const
80 {
81 return ordinary<Int32>(34);
82 }
83
86
88 static void validateSize(MessageSize size)
89 {
91 throwIncorrectSize("AddOrderMsg", size, messageSize_);
92 }
93
95 AddOrderMsg(const void* data, MessageSize size)
97 : IncomingMessage(data, size)
98 {
99 }
100 };
101
103 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const AddOrderMsg&);
104
106 inline std::string toStr(const AddOrderMsg& msg)
107 {
108 std::string str;
109 toStr(str, msg);
110 return str;
111 }
112
114 inline std::ostream& operator<<(std::ostream& stream, const AddOrderMsg& msg)
115 {
116 stream << toStr(msg);
117 return stream;
118 }
119
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const AddOrderMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const AddOrderMsg &msg)
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition Compiler.h:27
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition Compiler.h:52
Int64 Price8
Alias for Price type (8 bytes).
Definition Defines.h:52
Int32 Price4
Alias for Price type (4 bytes).
Definition Defines.h:49
UInt32 OrderBookId
Alias for Security Id type.
Definition Defines.h:43
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
FieldValue ordinary(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
Enumeration::Enum enumeration(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt32 quantity() const
Definition AddOrderMsg.h:67
AddOrderMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
Definition AddOrderMsg.h:95
UInt64 timestamp() const
Timestamp.
Definition AddOrderMsg.h:33
OrderBookId orderBookId() const
Unique Order book identifier of an instrument.
Definition AddOrderMsg.h:53
UInt32 transactionId() const
Definition AddOrderMsg.h:47
static void validateSize(MessageSize size)
Check the given size.
Definition AddOrderMsg.h:88
UInt32 orderReferenceNumber() const
Definition AddOrderMsg.h:40
Price4 yield() const
The display yield of the new order.
Definition AddOrderMsg.h:79
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition AddOrderMsg.h:85
Price8 price() const
The display price of the new order.
Definition AddOrderMsg.h:73
Side::Enum side() const ONIXS_ESPEED_ITCH_NOTHROW
The type of order being added.
Definition AddOrderMsg.h:59