OnixS C++ FMX UST BIMP Market Data Handler 1.4.1
API documentation
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TradeCancelAndAmend.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
30namespace OnixS {
31namespace FmxUST {
32namespace MarketData {
33namespace Bimp {
34
37 {
44
51
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66
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90
92 static void validateSize(MessageSize size)
93 {
94 if (ONIXS_FMXUST_BIMP_CHECK_EXPECT((size < messageSize_), false))
95 throwIncorrectSize("TradeCancelAndAmend", size, messageSize_);
96 }
97
99 TradeCancelAndAmendMsg(const void* data, MessageSize size)
101 : BinaryMessage(data, size)
102 {
103 }
104 };
105
107 ONIXS_FMXUST_BIMP_API void toStr(std::string&, const TradeCancelAndAmendMsg&);
108
110 inline std::string toStr(const TradeCancelAndAmendMsg& msg)
111 {
112 std::string str;
113 toStr(str, msg);
114 return str;
115 }
116
117}
118}
119}
120}
#define ONIXS_FMXUST_BIMP_NOTHROW
Definition Compiler.h:108
#define ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR
Definition Compiler.h:111
Enumeration::Enum enumeration(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue ordinary(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
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.
The Trade Cancel and Amend message notifies that a trade has been cancelled (busted) or modified....
Integer8 timestamp() const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 executedQuantity() const ONIXS_FMXUST_BIMP_NOTHROW
Total quantity of the order that matched within this execution.
TradeCancelAndAmendMsg(const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Initializes instance over given memory block.
TradeStatus::Enum status() const ONIXS_FMXUST_BIMP_NOTHROW
Trade status.
Integer8 tradeIdentifier() const ONIXS_FMXUST_BIMP_NOTHROW
Assigned by FMX to each execution that occurs.
Integer8 trackingNumber() const ONIXS_FMXUST_BIMP_NOTHROW
FMX 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.