OnixS Eurex EDCI Handler C++ library 1.0.0
Users' manual and API documentation
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CrossMatchInstruction Struct Reference

Public Types

enum  Enum

Detailed Description

Definition at line 68 of file Enumerations.h.

Member Enumeration Documentation

◆ Enum

enum Enum

Instruction defining how to handle self-match prevention when a cross is detected.

Enumerator
NoValue 0xFF 

No value.

CancelAggressive 

Cancel incoming order.

CancelPassive 

Cancel resting order.

CancelAggressiveAndPassive 

Reduce/Cancel both incoming and resting order.

Definition at line 71 of file Enumerations.h.