Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef CancelReplaceRequest | ThisType |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
Static Public Member Functions | |
| static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
| static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
| static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
| static constexpr UInt64 | getMaxMessageSize (UInt8) noexcept |
| static constexpr StrRef | className () noexcept |
| static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
| Protected Types inherited from SbeMessage | |
| typedef SbeGroupList< MessageSize > | GroupList |
| typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
| Protected Member Functions inherited from SbeMessage | |
| SbeMessage & | version (SchemaVersion version) noexcept |
| GroupList | groups () noexcept |
| GroupList | groups () const noexcept |
| template<typename Group> | |
| void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
| template<typename Group> | |
| void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
| template<typename Group> | |
| void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
| template<typename DATA> | |
| void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
| VariableLengthFieldList | variableLengthFields () noexcept |
| VariableLengthFieldList | variableLengthFields () const noexcept |
| void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
| MessageSize | calculateBinarySize (const void *tail) const noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
| template<class Callable, class Owner> | |
| void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
| template<class Callable, class Owner> | |
| StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
| template<class Callable, class Owner> | |
| StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
| template<class Group, class Callable, class Owner> | |
| void | resetGroup (Callable callable, Owner &owner) noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
| template<class Group, class Callable, class Owner> | |
| void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | getGroup (Callable callable, Owner &owner) const noexcept |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
| Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize > | |
| SbeFields ()=default | |
| ~SbeFields ()=default | |
| Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize > | |
| BinaryBlock ()=default | |
| ~BinaryBlock ()=default | |
| ONIXS_ICEBOE_FORCEINLINE Value | ordinary (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE Enumeration | enumeration (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE StrRef | fixedStr (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE Value | decimal (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptionalConverted< decltype(std::declval< Callable >()(std::declval< typenameArgType< Callable >::type >()))> >::type | convertible (MessageSize offset, OptionalTag) const noexcept(noexcept(Callable::Nothrow)) |
| Protected Member Functions inherited from BinaryBlockBase | |
| ~BinaryBlockBase ()=default | |
| Static Protected Member Functions inherited from SbeMessage | |
| static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 11218 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 11223 of file Messages.h.
| typedef CancelReplaceRequest ThisType |
This type alias.
Definition at line 11226 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 5 | |
Definition at line 11229 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 11235 of file Messages.h.
|
inline |
Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.
Definition at line 11247 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 11257 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 11265 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 11275 of file Messages.h.
|
inlinenoexcept |
Provides access to allocationAccount field.
Definition at line 12020 of file Messages.h.
Definition at line 12038 of file Messages.h.
Provides access to allocationAccount field.
Definition at line 12029 of file Messages.h.
|
inlinenoexcept |
Provides access to allocHandlInst field.
Definition at line 11890 of file Messages.h.
|
inlinenoexcept |
Provides access to allocHandlInst field.
Definition at line 11898 of file Messages.h.
Definition at line 11906 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 12127 of file Messages.h.
|
inlinenoexcept |
Definition at line 12225 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 12194 of file Messages.h.
|
inlinenoexcept |
Provides access to clearingAccount field.
Definition at line 11942 of file Messages.h.
Provides access to clearingAccount field.
Definition at line 11951 of file Messages.h.
|
inlinenoexcept |
Provides access to clearingFirm field.
Definition at line 11561 of file Messages.h.
Provides access to clearingFirm field.
Definition at line 11569 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 11838 of file Messages.h.
int64NULL.
Definition at line 11846 of file Messages.h.
Definition at line 11854 of file Messages.h.
|
inlinenoexcept |
Provides access to clOrdID field.
Definition at line 11447 of file Messages.h.
Provides access to clOrdID field.
Definition at line 11455 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11760 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11768 of file Messages.h.
Definition at line 11776 of file Messages.h.
|
inlinenoexcept |
Provides access to customerAccountRefID field.
Definition at line 11962 of file Messages.h.
Definition at line 11980 of file Messages.h.
Provides access to customerAccountRefID field.
Definition at line 11971 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11682 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11690 of file Messages.h.
Definition at line 11698 of file Messages.h.
|
inlinenoexcept |
Provides access to execInst field.
Definition at line 11656 of file Messages.h.
|
inlinenoexcept |
Provides access to execInst field.
Definition at line 11664 of file Messages.h.
Definition at line 11672 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 11812 of file Messages.h.
int64NULL.
Definition at line 11820 of file Messages.h.
Definition at line 11828 of file Messages.h.
|
inlinenoexcept |
UTC days since Unix epoch (January 1st, 1970).
Definition at line 11605 of file Messages.h.
Definition at line 11620 of file Messages.h.
UTC days since Unix epoch (January 1st, 1970).
Definition at line 11612 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 12202 of file Messages.h.
Maximal message size.
Definition at line 12147 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 12137 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 11535 of file Messages.h.
int32NULL.
Definition at line 11543 of file Messages.h.
Definition at line 11551 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 11786 of file Messages.h.
int64NULL.
Definition at line 11794 of file Messages.h.
Definition at line 11802 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11734 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11742 of file Messages.h.
Definition at line 11750 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11421 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11429 of file Messages.h.
Definition at line 11437 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 11483 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 11491 of file Messages.h.
Definition at line 11499 of file Messages.h.
|
inlinenoexcept |
Provides access to memo field.
Definition at line 11991 of file Messages.h.
Definition at line 12009 of file Messages.h.
Provides access to memo field.
Definition at line 12000 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 11864 of file Messages.h.
int64NULL.
Definition at line 11872 of file Messages.h.
Definition at line 11880 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 12118 of file Messages.h.
|
inlinenoexcept |
Provides access to onBehalfOfCompId field.
Definition at line 12049 of file Messages.h.
Definition at line 12067 of file Messages.h.
Provides access to onBehalfOfCompId field.
Definition at line 12058 of file Messages.h.
|
inlinenoexcept |
Provides access to onBehalfOfLocationID field.
Definition at line 12098 of file Messages.h.
Provides access to onBehalfOfLocationID field.
Definition at line 12107 of file Messages.h.
|
inlinenoexcept |
Provides access to onBehalfOfSubID field.
Definition at line 12078 of file Messages.h.
Provides access to onBehalfOfSubID field.
Definition at line 12087 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 11311 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 11319 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 11403 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 11411 of file Messages.h.
|
inlinenoexcept |
Provides access to origClOrdID field.
Definition at line 11465 of file Messages.h.
Provides access to origClOrdID field.
Definition at line 11473 of file Messages.h.
|
inlinenoexcept |
Provides access to originatorUserID field.
Definition at line 11383 of file Messages.h.
Provides access to originatorUserID field.
Definition at line 11392 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 11285 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 11293 of file Messages.h.
Definition at line 11301 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11916 of file Messages.h.
Definition at line 11932 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11924 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 12161 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 12155 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 11579 of file Messages.h.
int64NULL.
Definition at line 11587 of file Messages.h.
Definition at line 11595 of file Messages.h.
|
inlinenoexcept |
Provides access to selfMatchPreventionInstruction field.
Definition at line 11630 of file Messages.h.
Definition at line 11646 of file Messages.h.
|
inlinenoexcept |
Provides access to selfMatchPreventionInstruction field.
Definition at line 11638 of file Messages.h.
|
inlinenoexcept |
Provides access to side field.
Definition at line 11365 of file Messages.h.
Provides access to side field.
Definition at line 11373 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 11509 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 11517 of file Messages.h.
Definition at line 11525 of file Messages.h.
|
inlinenoexcept |
Provides access to symbol field.
Definition at line 11329 of file Messages.h.
Provides access to symbol field.
Definition at line 11337 of file Messages.h.
|
inlinenoexcept |
Definition at line 12213 of file Messages.h.
|
inlinenoexcept |
Provides access to timeInForce field.
Definition at line 11347 of file Messages.h.
|
inlinenoexcept |
Provides access to timeInForce field.
Definition at line 11355 of file Messages.h.
|
inline |
Definition at line 1009 of file MessageSerialization.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11708 of file Messages.h.
Definition at line 11724 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 11716 of file Messages.h.