116 stream <<
toStr(msg);
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
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
#define ONIXS_ESPEED_ITCH_NOTHROW
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Int64 Price8
Alias for Price type (8 bytes).
Int32 Price4
Alias for Price type (4 bytes).
UInt32 OrderBookId
Alias for Security Id type.
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
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
AddOrderMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
UInt64 timestamp() const
Timestamp.
OrderBookId orderBookId() const
Unique Order book identifier of an instrument.
UInt32 transactionId() const
static void validateSize(MessageSize size)
Check the given size.
UInt32 orderReferenceNumber() const
Price4 yield() const
The display yield of the new order.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Price8 price() const
The display price of the new order.
Side::Enum side() const ONIXS_ESPEED_ITCH_NOTHROW
The type of order being added.