OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
OrderDeleted.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace FenicsUST {
32 namespace MarketData {
33 namespace Bimp {
34 
35  /// This message is sent when an order is completed removed from the order-book. Field Name
37  {
38  /// Instrument locate code identifying the instrument.
41  {
42  return ordinary<Integer4>(1);
43  }
44 
45  /// Fenics USTreasuries internal tracking/sequence number.
48  {
49  return ordinary<Integer8>(5);
50  }
51 
52  /// Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on
53  /// 1 January 1970).
56  {
57  return ordinary<Integer8>(13);
58  }
59 
60  /// The Fenics USTreasuries generated identifier for this order.
63  {
64  return ordinary<Integer8>(21);
65  }
66 
67  /// Total message size.
69 
70  /// Check the given size.
71  static void validateSize(MessageSize size)
72  {
73  if (ONIXS_FENICSUST_BIMP_CHECK_EXPECT((size < messageSize_), false))
74  throwIncorrectSize("OrderDeleted", size, messageSize_);
75  }
76 
77  /// Initializes instance over given memory block.
78  OrderDeletedMsg(const void* data, MessageSize size)
80  : BinaryMessage(data, size)
81  {
82  }
83  };
84 
85  /// Serializes object into string.
86  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, const OrderDeletedMsg&);
87 
88  /// Serializes object into string.
89  inline std::string toStr(const OrderDeletedMsg& msg)
90  {
91  std::string str;
92  toStr(str, msg);
93  return str;
94  }
95 
96 }
97 }
98 }
99 }
static void validateSize(MessageSize size)
Check the given size.
Definition: OrderDeleted.h:71
This message is sent when an order is completed removed from the order-book. Field Name...
Definition: OrderDeleted.h:36
Integer8 timestamp() const ONIXS_FENICSUST_BIMP_NOTHROW
Definition: OrderDeleted.h:54
ONIXS_FENICSUST_BIMP_API ONIXS_FENICSUST_BIMP_COLD_PATH ONIXS_FENICSUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Integer8 trackingNumber() const ONIXS_FENICSUST_BIMP_NOTHROW
Fenics USTreasuries internal tracking/sequence number.
Definition: OrderDeleted.h:46
BinaryMessage() ONIXS_FENICSUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_FENICSUST_BIMP_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
#define ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
#define ONIXS_FENICSUST_BIMP_NOTHROW
Definition: Compiler.h:27
Encapsulates services for manipulating little endian encoded messages.
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition: OrderDeleted.h:68
Integer8 orderReferenceNumber() const ONIXS_FENICSUST_BIMP_NOTHROW
The Fenics USTreasuries generated identifier for this order.
Definition: OrderDeleted.h:61
ONIXS_FENICSUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
OrderDeletedMsg(const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
Initializes instance over given memory block.
Definition: OrderDeleted.h:78
Integer2 MessageSize
Aliases message length type.
Definition: Defines.h:100
Integer4 instrumentLocate() const ONIXS_FENICSUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
Definition: OrderDeleted.h:39