OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
AddOrderShortMBP.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace EuroTLX {
32 namespace MarketData {
33 namespace GTP {
34 
35  ///
37  {
38  /// Displayed size of the order.
39  Size size() const
41  {
42  return Size(ordinary<UInt64>(3));
43  }
44 
45  /// Limit price of the order. Implied price if instrument trades in yield.
46  Price price() const
48  {
49  return Price(ordinary<UInt64>(11));
50  }
51 
52  /// Yield, if the instrument trades in yield.
53  Price yield() const
55  {
56  return Price(ordinary<UInt64>(19));
57  }
58 
59  /// Number of orders at this price point.
60  UInt16 splits() const
62  {
63  return ordinary<UInt16>(27);
64  }
65 
66  /// Total message size.
68 
69  /// Check the given size.
71  {
72  if(size < messageSize_)
73  throwIncorrectSize("AddOrderShortMBP", size, messageSize_);
74  }
75 
76  /// Initializes instance over given memory block.
79  : BinaryMessage(data, size)
80  {
81  }
82  };
83 
84  /// Serializes object into string.
85  ONIXS_EUROTLX_GTP_API void toStr(std::string&, const AddOrderShortMBPMsg&);
86 
87  /// Serializes object into string.
88  inline std::string toStr(const AddOrderShortMBPMsg& msg)
89  {
90  std::string str;
91  toStr(str, msg);
92  return str;
93  }
94 
95 }
96 }
97 }
98 }
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_EUROTLX_GTP_NOTHROW
Definition: Compiler.h:27
static void validateSize(MessageSize size)
Check the given size.
FixedPointDecimal< Int64, IntegralConstant< Int8,-8 > > Price
Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
Definition: Defines.h:102
UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:141
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
FixedPointDecimal< UInt64, IntegralConstant< Int8,-8 > > Size
Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
Definition: Defines.h:111
Size size() const ONIXS_EUROTLX_GTP_NOTHROW
Displayed size of the order.
UInt16 splits() const ONIXS_EUROTLX_GTP_NOTHROW
Number of orders at this price point.
Price price() const ONIXS_EUROTLX_GTP_NOTHROW
Limit price of the order. Implied price if instrument trades in yield.
Price yield() const ONIXS_EUROTLX_GTP_NOTHROW
Yield, if the instrument trades in yield.
Encapsulates services for manipulating little endian encoded messages.
AddOrderShortMBPMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.