OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
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OrderCancelMsg.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 OrderCancelMsg : public IncomingMessage
31 {
33 UInt64 timestamp() const
34 {
35 return ordinary<UInt64>(1);
36 }
37
39 UInt32 orderReferenceNumber() const
40 {
41 return ordinary<UInt32>(9);
42 }
43
46 UInt32 transactionId() const
47 {
48 return ordinary<UInt32>(13);
49 }
50
52 UInt32 orderBookId() const
53 {
54 return ordinary<UInt32>(17);
55 }
56
60 {
61 return enumeration<Side>(21);
62 }
63
67 {
68 return ordinary<UInt32>(22);
69 }
70
73
75 static void validateSize(MessageSize size)
76 {
78 throwIncorrectSize("OrderCancelMsg", size, messageSize_);
79 }
80
82 OrderCancelMsg(const void* data, MessageSize size)
84 : IncomingMessage(data, size)
85 {
86 }
87 };
88
90 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const OrderCancelMsg&);
91
93 inline std::string toStr(const OrderCancelMsg& msg)
94 {
95 std::string str;
96 toStr(str, msg);
97 return str;
98 }
99
101 inline std::ostream& operator<<(std::ostream& stream, const OrderCancelMsg& msg)
102 {
103 stream << toStr(msg);
104 return stream;
105 }
106
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 Quantity
Alias for Quantity type.
Definition Defines.h:46
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
std::ostream & operator<<(std::ostream &stream, const OrderCancelMsg &msg)
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderCancelMsg &)
Serializes object into string.
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
UInt64 timestamp() const
Timestamp.
UInt32 transactionId() const
Quantity canceledQuantity() const
static void validateSize(MessageSize size)
Check the given size.
UInt32 orderReferenceNumber() const
The reference number of the order being reduced.
UInt32 orderBookId() const
Unique Order book identifier of a UST security.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
OrderCancelMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
Side::Enum side() const ONIXS_ESPEED_ITCH_NOTHROW
The type of order being added.