OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
OrderReplaced.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 the quantity of an order is increased or if the price of an order is adjusted.
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  /// The new total current nominal quantity of the order.
70  {
71  return ordinary<Integer8>(29);
72  }
73 
74  /// Current price of the order.
77  {
78  return ordinary<SignedInteger8>(37);
79  }
80 
81  /// A bitmap with each bit carrying a specific meaning.
84  {
85  return ordinary<Integer1>(45);
86  }
87 
88  /// A number identifying a position in the order book stack
89  bool position(Integer2& value) const
91  {
92  if (binarySize() < 46 + sizeof(Integer2))
93  return false;
94 
95  value = ordinary<Integer2>(46);
96  return true;
97  }
98 
99  /// Total message size.
101 
102  /// Min message size.
104 
105  /// Check the given size.
106  static void validateSize(MessageSize size)
107  {
108  if (ONIXS_FENICSUST_BIMP_CHECK_EXPECT((size < minMessageSize_), false))
109  throwIncorrectSize("OrderReplaced", size, minMessageSize_);
110  }
111 
112  /// Initializes instance over given memory block.
113  OrderReplacedMsg(const void* data, MessageSize size)
115  : BinaryMessage(data, size)
116  {
117  }
118  };
119 
120  /// Serializes object into string.
121  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, const OrderReplacedMsg&);
122 
123  /// Serializes object into string.
124  inline std::string toStr(const OrderReplacedMsg& msg)
125  {
126  std::string str;
127  toStr(str, msg);
128  return str;
129  }
130 
131 }
132 }
133 }
134 }
SignedInteger8 price() const ONIXS_FENICSUST_BIMP_NOTHROW
Current price of the order.
Definition: OrderReplaced.h:75
bool position(Integer2 &value) const ONIXS_FENICSUST_BIMP_NOTHROW
A number identifying a position in the order book stack.
Definition: OrderReplaced.h:89
ONIXS_FENICSUST_BIMP_API ONIXS_FENICSUST_BIMP_COLD_PATH ONIXS_FENICSUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_
Min message size.
Integer8 orderQuantity() const ONIXS_FENICSUST_BIMP_NOTHROW
The new total current nominal quantity of the order.
Definition: OrderReplaced.h:68
Integer8 trackingNumber() const ONIXS_FENICSUST_BIMP_NOTHROW
Fenics USTreasuries internal tracking/sequence number.
Definition: OrderReplaced.h:46
Integer4 instrumentLocate() const ONIXS_FENICSUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
Definition: OrderReplaced.h:39
BinaryMessage() ONIXS_FENICSUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
Integer8 orderReferenceNumber() const ONIXS_FENICSUST_BIMP_NOTHROW
The Fenics USTreasuries generated identifier for this order.
Definition: OrderReplaced.h:61
#define ONIXS_FENICSUST_BIMP_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Integer1 orderFlags() const ONIXS_FENICSUST_BIMP_NOTHROW
A bitmap with each bit carrying a specific meaning.
Definition: OrderReplaced.h:82
static void validateSize(MessageSize size)
Check the given size.
#define ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
MessageSize binarySize() const ONIXS_FENICSUST_BIMP_NOTHROW
Size of message.
#define ONIXS_FENICSUST_BIMP_NOTHROW
Definition: Compiler.h:27
Encapsulates services for manipulating little endian encoded messages.
OrderReplacedMsg(const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
Initializes instance over given memory block.
ONIXS_FENICSUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
This message is sent when the quantity of an order is increased or if the price of an order is adjust...
Definition: OrderReplaced.h:36
Integer2 MessageSize
Aliases message length type.
Definition: Defines.h:100
Integer8 timestamp() const ONIXS_FENICSUST_BIMP_NOTHROW
Definition: OrderReplaced.h:54