OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
API documentation
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OrderExecuted.h
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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
30namespace OnixS {
31namespace FmxUST {
32namespace MarketData {
33namespace Bimp {
34
37 {
44
51
59
66
73
80
87
89 bool orderFlags(Integer1& value) const
91 {
92 if (binarySize() < 53 + sizeof(Integer1))
93 return false;
94
95 value = ordinary<Integer1>(53);
96 return true;
97 }
98
99
102
105
107 static void validateSize(MessageSize size)
108 {
109 if (ONIXS_FMXUST_BIMP_CHECK_EXPECT((size < minMessageSize_), false))
110 throwIncorrectSize("OrderExecuted", size, minMessageSize_);
111 }
112
114 OrderExecutedMsg(const void* data, MessageSize size)
116 : BinaryMessage(data, size)
117 {
118 }
119 };
120
122 ONIXS_FMXUST_BIMP_API void toStr(std::string&, const OrderExecutedMsg&);
123
125 inline std::string toStr(const OrderExecutedMsg& msg)
126 {
127 std::string str;
128 toStr(str, msg);
129 return str;
130 }
131
132}
133}
134}
135}
#define ONIXS_FMXUST_BIMP_NOTHROW
Definition Compiler.h:108
#define ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR
Definition Compiler.h:111
FieldValue ordinary(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize binarySize() const ONIXS_FMXUST_BIMP_NOTHROW
Size of message.
BinaryMessage() ONIXS_FMXUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
ONIXS_FMXUST_BIMP_API ONIXS_FMXUST_BIMP_COLDPATH ONIXS_FMXUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Integer2 MessageSize
Aliases message length type.
Definition Defines.h:100
ONIXS_FMXUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
This message is sent when an order is partially or completely executed.
Integer8 timestamp() const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 executedQuantity() const ONIXS_FMXUST_BIMP_NOTHROW
Total quantity of the order that matched within this execution.
Integer8 orderReferenceNumber() const ONIXS_FMXUST_BIMP_NOTHROW
The Fenics USTreasuries generated identifier for this order.
OrderExecutedMsg(const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Initializes instance over given memory block.
Integer8 tradeIdentifier() const ONIXS_FMXUST_BIMP_NOTHROW
Assigned by Fenics USTreasuries to each execution that occurs.
bool orderFlags(Integer1 &value) const ONIXS_FMXUST_BIMP_NOTHROW
A bitmap with each bit carrying a specific meaning.
Integer8 trackingNumber() const ONIXS_FMXUST_BIMP_NOTHROW
Fenics USTreasuries internal tracking/sequence number.
static void validateSize(MessageSize size)
Check the given size.
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Integer4 instrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
SignedInteger8 executionPrice() const ONIXS_FMXUST_BIMP_NOTHROW
Price at which this execution occurred.
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_
Min message size.