OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
ExecutionDoneMsg.h
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19 
20 #pragma once
21 
24 
26 
27  /// Execution Done Message is a marker indicating all
28  /// executions for a given transaction have been sent
29  /// out.
30  struct ONIXS_ESPEED_ITCH_API ExecutionDoneMsg : public IncomingMessage
31  {
32  /// Timestamp of the last execution included in this
33  /// transaction
34  UInt64 timestamp() const
35  {
36  return ordinary<UInt64>(1);
37  }
38 
39  /// Unique Order book identifier
41  {
42  return ordinary<UInt32>(9);
43  }
44 
45  /// Transaction ID corresponding to the transaction ID
46  /// for all executions
47  UInt32 transactionId() const
48  {
49  return ordinary<UInt32>(13);
50  }
51 
52  /// Total message size.
54 
55  /// Check the given size.
56  static void validateSize(MessageSize size)
57  {
58  if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
59  throwIncorrectSize("ExecutionDoneMsg", size, messageSize_);
60  }
61 
62  /// Initializes instance over given memory block.
63  ExecutionDoneMsg(const void* data, MessageSize size)
65  : IncomingMessage(data, size)
66  {
67  }
68  };
69 
70  /// Serializes object into string.
71  ONIXS_ESPEED_ITCH_API void toStr(std::string&, const ExecutionDoneMsg&);
72 
73  /// Serializes object into string.
74  inline std::string toStr(const ExecutionDoneMsg& msg)
75  {
76  std::string str;
77  toStr(str, msg);
78  return str;
79  }
80 
81  ///
82  inline std::ostream& operator<<(std::ostream& stream, const ExecutionDoneMsg& msg)
83  {
84  stream << toStr(msg);
85  return stream;
86  }
87 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
static void validateSize(MessageSize size)
Check the given size.
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
std::ostream & operator<<(std::ostream &stream, const ExecutionDoneMsg &msg)
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
OrderBookId orderBookId() const
Unique Order book identifier.
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const ExecutionDoneMsg &)
Serializes object into string.
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:34
ExecutionDoneMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
UInt64 timestamp() const
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition: Compiler.h:27
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt32 transactionId() const
UInt32 OrderBookId
Alias for Security Id type.
Definition: Defines.h:43