OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
OrderCancelMsg.h
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19 
20 #pragma once
21 
24 
26 
27  /// This message is sent whenever an order in the book
28  /// is modified as a result of either a partial
29  /// cancellation or complete cancellation.
30  struct ONIXS_ESPEED_ITCH_API OrderCancelMsg : public IncomingMessage
31  {
32  /// Timestamp
33  UInt64 timestamp() const
34  {
35  return ordinary<UInt64>(1);
36  }
37 
38  /// The reference number of the order being reduced.
39  UInt32 orderReferenceNumber() const
40  {
41  return ordinary<UInt32>(9);
42  }
43 
44  /// Transaction ID corresponding to the transaction ID
45  /// in the response message.
46  UInt32 transactionId() const
47  {
48  return ordinary<UInt32>(13);
49  }
50 
51  /// Unique Order book identifier of a UST security
52  UInt32 orderBookId() const
53  {
54  return ordinary<UInt32>(17);
55  }
56 
57  /// The type of order being added
58  Side::Enum side() const
60  {
61  return enumeration<Side>(21);
62  }
63 
64  /// The quantity being removed from the display size
65  /// as the result of a cancellation.
67  {
68  return ordinary<UInt32>(22);
69  }
70 
71  /// Total message size.
73 
74  /// Check the given size.
75  static void validateSize(MessageSize size)
76  {
77  if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
78  throwIncorrectSize("OrderCancelMsg", size, messageSize_);
79  }
80 
81  /// Initializes instance over given memory block.
82  OrderCancelMsg(const void* data, MessageSize size)
84  : IncomingMessage(data, size)
85  {
86  }
87  };
88 
89  /// Serializes object into string.
90  ONIXS_ESPEED_ITCH_API void toStr(std::string&, const OrderCancelMsg&);
91 
92  /// Serializes object into string.
93  inline std::string toStr(const OrderCancelMsg& msg)
94  {
95  std::string str;
96  toStr(str, msg);
97  return str;
98  }
99 
100  ///
101  inline std::ostream& operator<<(std::ostream& stream, const OrderCancelMsg& msg)
102  {
103  stream << toStr(msg);
104  return stream;
105  }
106 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
UInt32 transactionId() const
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
OrderCancelMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
static void validateSize(MessageSize size)
Check the given size.
UInt32 orderReferenceNumber() const
The reference number of the order being reduced.
#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)
UInt32 orderBookId() const
Unique Order book identifier of a UST security.
Side::Enum side() const ONIXS_ESPEED_ITCH_NOTHROW
The type of order being added.
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition: Compiler.h:27
UInt64 timestamp() const
Timestamp.
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Quantity canceledQuantity() const
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderCancelMsg &)
Serializes object into string.