OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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ExecutionReport_New Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef ExecutionReport_New ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 ExecutionReport_New ()=default
 ExecutionReport_New (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 ExecutionReport_New (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 ExecutionReport_New (void *data, EncodedLength length, NoInit)
 ExecutionReport_New (const SbeMessage &message)
 ExecutionReport_New (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto execId () const noexcept
ThisTypeexecId (ChooseValueKind< OrderExecID > value) noexcept
auto clOrdId () const noexcept
ThisTypeclOrdId (Int64 value) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32 value) noexcept
auto ordType () const noexcept
ThisTypeordType (OrderTypeEnum value) noexcept
auto side () const noexcept
ThisTypeside (SideEnum value) noexcept
auto origOrderId () const noexcept
ThisTypeorigOrderId (OriginalOrderID value) noexcept
ThisTypeorigOrderId (NullOpt) noexcept
auto leavesQty () const noexcept
ThisTypeleavesQty (Decimal9 value) noexcept
auto price () const noexcept
ThisTypeprice (Decimal9 value) noexcept
ThisTypeprice (NullOpt) noexcept
auto meAcceptanceTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypemeAcceptanceTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto timePriority () const noexcept(ticksToTimestamp::Nothrow)
ThisTypetimePriority (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto orderStatus () const noexcept
ThisTypeorderStatus (OrderStatusEnum value) noexcept
ThisTypeorderStatus (NullOpt) noexcept
auto memo () const noexcept
ThisTypememo (StrRef value) noexcept
ThisTypememo (NullOpt) noexcept
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
std::string toString () const
const void * tail () const noexcept
EncodedLength calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 SbeMessage (void *data, MessageSize size)
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void clear () noexcept
bool valid () const noexcept
 operator bool () const noexcept
MessageTemplateId templateId () const noexcept
SchemaVersion version () const noexcept
SchemaId schemaId () const noexcept
SequenceId sequenceId () const noexcept
SbeMessagesequenceId (SequenceId value) noexcept
Timestamp sendTime () const noexcept
SbeMessagesendTime (Timestamp value) noexcept
HeaderFlags headerFlags () const noexcept
SbeMessageheaderFlags (HeaderFlags value) noexcept
const void * binary () const noexcept
void * binary () noexcept
const void * blockEnd () noexcept
const void * blockEnd () const noexcept
MessageSize bufferSize () const noexcept
void * body () noexcept
BlockLength blockLength () const noexcept
const void * block () const noexcept
void * block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
ONIXS_ICEBOE_FORCEINLINE Messaging::SbeMessagecontainer () noexcept
void zeroPaddingBytes (MessageSize offset) noexcept
ONIXS_ICEBOE_FORCEINLINE void setOrdinary (MessageSize offset, FieldValue value) noexcept
ONIXS_ICEBOE_FORCEINLINE void setEnumeration (MessageSize offset, Enumeration value) noexcept
ONIXS_ICEBOE_FORCEINLINE void setFixedStr (MessageSize offset, StrRef value) noexcept

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< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (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

Detailed Description

Definition at line 17333 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 17338 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 17341 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 104 

Definition at line 17344 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReport_New() [1/6]

ExecutionReport_New ( )
default

Initializes a blank instance.

◆ ExecutionReport_New() [2/6]

ExecutionReport_New ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 17350 of file Messages.h.

◆ ExecutionReport_New() [3/6]

ExecutionReport_New ( void * data,
EncodedLength length,
NoFieldsInit ,
SchemaVersion version = Schema::Version )
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 17362 of file Messages.h.

◆ ExecutionReport_New() [4/6]

ExecutionReport_New ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 17372 of file Messages.h.

◆ ExecutionReport_New() [5/6]

ExecutionReport_New ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 17380 of file Messages.h.

◆ ExecutionReport_New() [6/6]

ExecutionReport_New ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 17390 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 17678 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 17757 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 17726 of file Messages.h.

◆ clOrdId() [1/2]

auto clOrdId ( ) const
inlinenoexcept

Provides access to clOrdID field.

Definition at line 17438 of file Messages.h.

◆ clOrdId() [2/2]

ThisType & clOrdId ( Int64 value)
inlinenoexcept

Provides access to clOrdID field.

Definition at line 17446 of file Messages.h.

◆ execId() [1/2]

auto execId ( ) const
inlinenoexcept

Provides access to execID field.

Definition at line 17420 of file Messages.h.

◆ execId() [2/2]

ThisType & execId ( ChooseValueKind< OrderExecID > value)
inlinenoexcept

Provides access to execID field.

Definition at line 17428 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 17734 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 17698 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 17688 of file Messages.h.

◆ leavesQty() [1/2]

auto leavesQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 17536 of file Messages.h.

◆ leavesQty() [2/2]

ThisType & leavesQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 17544 of file Messages.h.

◆ meAcceptanceTime() [1/2]

auto meAcceptanceTime ( ) const
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 17580 of file Messages.h.

◆ meAcceptanceTime() [2/2]

ThisType & meAcceptanceTime ( Timestamp value)
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 17587 of file Messages.h.

◆ memo() [1/3]

auto memo ( ) const
inlinenoexcept

Provides access to memo field.

Definition at line 17640 of file Messages.h.

◆ memo() [2/3]

ThisType & memo ( NullOpt )
inlinenoexcept

Definition at line 17658 of file Messages.h.

◆ memo() [3/3]

ThisType & memo ( StrRef value)
inlinenoexcept

Provides access to memo field.

Definition at line 17649 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 17669 of file Messages.h.

◆ orderStatus() [1/3]

auto orderStatus ( ) const
inlinenoexcept

uint8NULL.

Definition at line 17614 of file Messages.h.

◆ orderStatus() [2/3]

ThisType & orderStatus ( NullOpt )
inlinenoexcept

Definition at line 17630 of file Messages.h.

◆ orderStatus() [3/3]

ThisType & orderStatus ( OrderStatusEnum value)
inlinenoexcept

uint8NULL.

Definition at line 17622 of file Messages.h.

◆ ordType() [1/2]

auto ordType ( ) const
inlinenoexcept

Provides access to ordType field.

Definition at line 17474 of file Messages.h.

◆ ordType() [2/2]

ThisType & ordType ( OrderTypeEnum value)
inlinenoexcept

Provides access to ordType field.

Definition at line 17482 of file Messages.h.

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 17400 of file Messages.h.

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 17409 of file Messages.h.

◆ origOrderId() [1/3]

auto origOrderId ( ) const
inlinenoexcept

Provides access to origOrderID field.

Definition at line 17510 of file Messages.h.

◆ origOrderId() [2/3]

ThisType & origOrderId ( NullOpt )
inlinenoexcept

Definition at line 17526 of file Messages.h.

◆ origOrderId() [3/3]

ThisType & origOrderId ( OriginalOrderID value)
inlinenoexcept

Provides access to origOrderID field.

Definition at line 17518 of file Messages.h.

◆ price() [1/3]

auto price ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 17554 of file Messages.h.

◆ price() [2/3]

ThisType & price ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 17562 of file Messages.h.

◆ price() [3/3]

ThisType & price ( NullOpt )
inlinenoexcept

Definition at line 17570 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 17712 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 17706 of file Messages.h.

◆ side() [1/2]

auto side ( ) const
inlinenoexcept

Provides access to side field.

Definition at line 17492 of file Messages.h.

◆ side() [2/2]

ThisType & side ( SideEnum value)
inlinenoexcept

Provides access to side field.

Definition at line 17500 of file Messages.h.

◆ symbol() [1/2]

auto symbol ( ) const
inlinenoexcept

Provides access to symbol field.

Definition at line 17456 of file Messages.h.

◆ symbol() [2/2]

ThisType & symbol ( Int32 value)
inlinenoexcept

Provides access to symbol field.

Definition at line 17464 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 17745 of file Messages.h.

◆ timePriority() [1/2]

auto timePriority ( ) const
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 17597 of file Messages.h.

◆ timePriority() [2/2]

ThisType & timePriority ( Timestamp value)
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 17604 of file Messages.h.

◆ toString()

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1504 of file MessageSerialization.h.