OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
Loading...
Searching...
No Matches
ExecutionDoneMsg.h
Go to the documentation of this file.
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 ExecutionDoneMsg : public IncomingMessage
31 {
34 UInt64 timestamp() const
35 {
36 return ordinary<UInt64>(1);
37 }
38
41 {
42 return ordinary<UInt32>(9);
43 }
44
47 UInt32 transactionId() const
48 {
49 return ordinary<UInt32>(13);
50 }
51
54
56 static void validateSize(MessageSize size)
57 {
59 throwIncorrectSize("ExecutionDoneMsg", size, messageSize_);
60 }
61
63 ExecutionDoneMsg(const void* data, MessageSize size)
65 : IncomingMessage(data, size)
66 {
67 }
68 };
69
71 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const ExecutionDoneMsg&);
72
74 inline std::string toStr(const ExecutionDoneMsg& msg)
75 {
76 std::string str;
77 toStr(str, msg);
78 return str;
79 }
80
82 inline std::ostream& operator<<(std::ostream& stream, const ExecutionDoneMsg& msg)
83 {
84 stream << toStr(msg);
85 return stream;
86 }
87
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
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
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const ExecutionDoneMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const ExecutionDoneMsg &msg)
FieldValue ordinary(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt64 timestamp() const
OrderBookId orderBookId() const
Unique Order book identifier.
UInt32 transactionId() const
static void validateSize(MessageSize size)
Check the given size.
ExecutionDoneMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.