OnixS Eurex EDCI Handler C++ library 1.0.0
Users' manual and API documentation
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DeleteOrderBroadcast.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
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
23// Project specific includes
24#include <OnixS/Eurex/DropCopy/Export.h>
26
27// Standard includes
28#include <cstdint>
29#include <iosfwd>
30#include <string>
31#include <vector>
32
33namespace OnixS { namespace Eurex { namespace DropCopy {
34
36class ONIXS_EUREX_EDCI_EXPORT DeleteOrderBroadcast : public Message
37{
38public:
41
43 class ONIXS_EUREX_EDCI_EXPORT RBCHeaderElem
44 {
45 public:
48
50 std::uint64_t sendingTime;
51
53 std::uint32_t partyIdExecutingUnit;
54
56 std::uint16_t partitionId;
57
60
64
66 std::string toString() const;
67
68 private:
69 friend class Serializer;
70 RBCHeaderElem(const void* data);
71 void nativeSerializeTo(void* data) const;
72 };
73
76
78 std::uint64_t execId;
79
81 std::int32_t marketSegmentId;
82
84 class ONIXS_EUREX_EDCI_EXPORT AffectedOrdGrpElem
85 {
86 public:
89
91 std::uint64_t affectedOrderId;
92
94 std::uint64_t affectedClOrdId;
95
97 std::uint64_t affectedOrigClOrdId;
98
100 std::int64_t securityId;
101
103 std::uint32_t partyIdSessionId;
104
107
110
113
116
119
121 std::string toString() const;
122
123 private:
124 friend class Serializer;
125 AffectedOrdGrpElem(const void* data);
126 void nativeSerializeTo(void* data) const;
127 };
128
129 using AffectedOrdGrp = std::vector<AffectedOrdGrpElem>;
131
133 TemplateId::Enum templateId() const override;
134
136 std::string toString() const override;
137
138private:
139 friend class Serializer;
140 DeleteOrderBroadcast(const void* data, std::size_t dataSize, MessageInfo& msgInfo);
141 void nativeSerializeTo(void* data) override;
142};
143
145ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const DeleteOrderBroadcast::RBCHeaderElem&);
146
148ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const DeleteOrderBroadcast::AffectedOrdGrpElem&);
149
151ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const DeleteOrderBroadcast&);
152
153}}} // namespace OnixS::Eurex::DropCopy
Repeating group containing orders affected by a single or mass cancel request.
std::string toString() const
Returns string representation.
std::uint64_t affectedOrderId
Exchange Order ID of an order affected by a single or mass cancel request.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
std::uint64_t affectedClOrdId
Client Order ID of an order affected by a single or mass cancel request.
std::uint64_t affectedOrigClOrdId
Original Client Order ID of an order affected by a single or mass cancel request.
std::string affectedFIXOrigClOrdId
Original FIX Client Order ID of an order affected by a single or mass cancel request.
ExecType::Enum execType
The reason why this message was generated.
std::string affectedFIXClOrdId
FIX Client Order ID of an order affected by a single or mass cancel request.
std::uint32_t partyIdSessionId
Identification of a Trading Session provided by Eurex to a certain business unit.
std::int64_t securityId
The instrument identifier uniquely identifies an instrument in the core system.
Header structure used for broadcast messages including timestamp, partition and application identifie...
std::string toString() const
Returns string representation.
std::uint16_t partitionId
Is required to define the scope of a Retransmission Request.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::uint64_t sendingTime
Gateway response out timestamp.
DeleteOrderBroadcast()
Initialize default instance.
TemplateId::Enum templateId() const override
Returns template ID.
std::int32_t marketSegmentId
The product identifier uniquely identifies a Eurex product.
std::string toString() const override
Returns string representation.
std::uint64_t execId
Transaction timestamp.
std::vector< AffectedOrdGrpElem > AffectedOrdGrp
Per-message metadata delivered to listener callbacks.
Definition MessageInfo.h:33
Message base class.
Definition Message.h:35
std::ostream & operator<<(std::ostream &, ApplId::Enum)
Make it printable using C++ I/O streams.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
The reason why this message was generated.
Enum
Conveys the current status of an order.