OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
DeleteOrder.h
Go to the documentation of this file.
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 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace EuroTLX {
32 namespace MarketData {
33 namespace GTP {
34 
35  ///
36  struct DeleteOrderMsg : public BinaryMessage
37  {
38  /// Time the message was generated.
39  UDT timestamp() const
41  {
42  return ordinary<UDT>(3);
43  }
44 
45  /// Unique identifier of the order.
46  UInt64 orderID() const
48  {
49  return ordinary<UInt64>(11);
50  }
51 
52  /// GTP Instrument identifier.
53  UInt64 instrument() const
55  {
56  return ordinary<UInt64>(19);
57  }
58 
59  ///
60  Side::Enum side() const
62  {
63  return enumeration<Side>(27);
64  }
65 
66  ///
69  {
70  return enumeration<OrderBookType>(28);
71  }
72 
73  /// Venue from which market data is received for the instrument.
76  {
77  return enumeration<SourceVenue>(29);
78  }
79 
80  /// Price of the order that was deleted from the book
83  {
84  return Price(ordinary<UInt64>(31));
85  }
86 
87  /// Quantity of the order that was deleted from the book
90  {
91  return Size(ordinary<UInt64>(39));
92  }
93 
94  /// Yield of the order (if traded in yield) that was deleted from the book
97  {
98  return Price(ordinary<UInt64>(47));
99  }
100 
101  /// Total message size.
103 
104  /// Check the given size.
105  static void validateSize(MessageSize size)
106  {
107  if(size < messageSize_)
108  throwIncorrectSize("DeleteOrder", size, messageSize_);
109  }
110 
111  /// Initializes instance over given memory block.
112  DeleteOrderMsg(const void* data, MessageSize size)
114  : BinaryMessage(data, size)
115  {
116  }
117  };
118 
119  /// Serializes object into string.
120  ONIXS_EUROTLX_GTP_API void toStr(std::string&, const DeleteOrderMsg&);
121 
122  /// Serializes object into string.
123  inline std::string toStr(const DeleteOrderMsg& msg)
124  {
125  std::string str;
126  toStr(str, msg);
127  return str;
128  }
129 
130 }
131 }
132 }
133 }
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
UInt64 orderID() const ONIXS_EUROTLX_GTP_NOTHROW
Unique identifier of the order.
Definition: DeleteOrder.h:46
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition: DeleteOrder.h:102
Price previousPrice() const ONIXS_EUROTLX_GTP_NOTHROW
Price of the order that was deleted from the book.
Definition: DeleteOrder.h:81
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.
Definition: DeleteOrder.h:105
FixedPointDecimal< Int64, IntegralConstant< Int8,-8 > > Price
Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
Definition: Defines.h:102
DeleteOrderMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
Definition: DeleteOrder.h:112
UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:141
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
Definition: DeleteOrder.h:53
FixedPointDecimal< UInt64, IntegralConstant< Int8,-8 > > Size
Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
Definition: Defines.h:111
Price previousYield() const ONIXS_EUROTLX_GTP_NOTHROW
Yield of the order (if traded in yield) that was deleted from the book.
Definition: DeleteOrder.h:95
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
Definition: DeleteOrder.h:74
Encapsulates services for manipulating little endian encoded messages.
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
Definition: DeleteOrder.h:39
OrderBookType::Enum orderBookType() const ONIXS_EUROTLX_GTP_NOTHROW
Definition: DeleteOrder.h:67
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
Definition: Defines.h:94
Size previousQuantity() const ONIXS_EUROTLX_GTP_NOTHROW
Quantity of the order that was deleted from the book.
Definition: DeleteOrder.h:88
Side::Enum side() const ONIXS_EUROTLX_GTP_NOTHROW
Definition: DeleteOrder.h:60
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.