OnixS C++ ICE Binary Order Entry Handler 1.1.1
API Documentation
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TradingClient.h File Reference

Go to the source code of this file.

Classes

class  TradingClient

Namespaces

namespace  Samples

Macros

#define ONIXS_ICE_TRADING_CLIENT_MSG_CALLBACK(Msg)

Typedefs

using NewOrderCrossRequestMsg = MessageHolder<NewOrderCrossRequest, getMaxMessageSize<NewOrderCrossRequest>(NewOrderCrossRequestMaxEntriesCount)>
using NewOrderRequestMsg = MessageHolder<NewOrderRequest>
using SecurityDefinitionRequestMsg = MessageHolder<SecurityDefinitionRequest>
using CancelRequestMsg = MessageHolder<CancelRequest>
using CancelReplaceRequestMsg = MessageHolder<CancelReplaceRequest>
using OrderMassCancelRequestMsg = MessageHolder<OrderMassCancelRequest>
using QuoteRequestMsg = MessageHolder<QuoteRequest>
using QuoteCancelRequestMsg = MessageHolder<QuoteCancelRequest, getMaxMessageSize<QuoteCancelRequest>(QuoteCancelRequestMaxEntriesCount)>
using MassQuoteRequestMsg = MessageHolder<MassQuoteRequest, getMaxMessageSize<MassQuoteRequest>(MassQuoteRequestMaxEntriesCount)>

Variables

constexpr size_t NewOrderCrossRequestMaxEntriesCount = 2
constexpr size_t QuoteCancelRequestMaxEntriesCount = 1
constexpr size_t MassQuoteRequestMaxEntriesCount = 2

Macro Definition Documentation

◆ ONIXS_ICE_TRADING_CLIENT_MSG_CALLBACK

#define ONIXS_ICE_TRADING_CLIENT_MSG_CALLBACK ( Msg)
Value:
void on##Msg(const Msg msg, Session* sn) override {CUI::Screen::traceMsg(sn->id(), msg, CUI::Screen::Direction::In);}
static void traceMsg(const std::string &sessionId, SbeMessage message, Direction direction)
Definition CUI.h:211

Definition at line 160 of file TradingClient.h.

160 #define ONIXS_ICE_TRADING_CLIENT_MSG_CALLBACK(Msg) \
161 void on##Msg(const Msg msg, Session* sn) override {CUI::Screen::traceMsg(sn->id(), msg, CUI::Screen::Direction::In);}