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

Classes

struct  QuoteSetsEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef MassQuoteReport ThisType
typedef SbeGroup< QuoteSetsEntry, GroupSizeEncoding, MessageSizeQuoteSets
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 MassQuoteReport ()=default
 MassQuoteReport (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 MassQuoteReport (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 MassQuoteReport (void *data, EncodedLength length, NoInit)
 MassQuoteReport (const SbeMessage &message)
 MassQuoteReport (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto quoteId () const noexcept
ThisTypequoteId (Int64 value) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto riskProtectionReset () const noexcept
ThisTyperiskProtectionReset (BooleanEnum value) noexcept
ThisTyperiskProtectionReset (NullOpt) noexcept
auto quoteAckStatus () const noexcept
ThisTypequoteAckStatus (QuoteAckStatusEnum value) noexcept
auto quoteRejectReason () const noexcept
ThisTypequoteRejectReason (QuoteRejectReasonEnum value) noexcept
ThisTypequoteRejectReason (NullOpt) noexcept
auto transactTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypetransactTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
ThisTypetransactTime (NullOpt) noexcept
auto meAcceptanceTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypemeAcceptanceTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
ThisTypemeAcceptanceTime (NullOpt) noexcept
auto exchangeCode () const noexcept
ThisTypeexchangeCode (Int32NULL value) noexcept
ThisTypeexchangeCode (NullOpt) noexcept
auto text () const noexcept
ThisTypetext (StrRef value) noexcept
ThisTypetext (NullOpt) noexcept
QuoteSets quoteSets () const noexcept
QuoteSets quoteSets () noexcept
QuoteSets quoteSets (QuoteSets::Size length)
QuoteSets quoteSets (QuoteSets::Size length, NoFieldsInit)
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 maxGroupItems=255) 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 22564 of file Messages.h.

Member Typedef Documentation

◆ QuoteSets

Repeating group containing QuoteSetsEntry entries.

Definition at line 22807 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 22569 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 22572 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 110 

Definition at line 22575 of file Messages.h.

Constructor & Destructor Documentation

◆ MassQuoteReport() [1/6]

MassQuoteReport ( )
default

Initializes a blank instance.

◆ MassQuoteReport() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 22813 of file Messages.h.

◆ MassQuoteReport() [3/6]

MassQuoteReport ( 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 22825 of file Messages.h.

◆ MassQuoteReport() [4/6]

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

Creates an instance over the given memory block.

Definition at line 22835 of file Messages.h.

◆ MassQuoteReport() [5/6]

MassQuoteReport ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 22843 of file Messages.h.

◆ MassQuoteReport() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 22853 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 23120 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 23199 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 23172 of file Messages.h.

◆ exchangeCode() [1/3]

auto exchangeCode ( ) const
inlinenoexcept

int32NULL.

Definition at line 23021 of file Messages.h.

◆ exchangeCode() [2/3]

ThisType & exchangeCode ( Int32NULL value)
inlinenoexcept

int32NULL.

Definition at line 23029 of file Messages.h.

◆ exchangeCode() [3/3]

ThisType & exchangeCode ( NullOpt )
inlinenoexcept

Definition at line 23037 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 23180 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 23140 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 23130 of file Messages.h.

◆ meAcceptanceTime() [1/3]

auto meAcceptanceTime ( ) const
inlinenoexcept

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

Definition at line 22996 of file Messages.h.

◆ meAcceptanceTime() [2/3]

ThisType & meAcceptanceTime ( NullOpt )
inlinenoexcept

Definition at line 23011 of file Messages.h.

◆ meAcceptanceTime() [3/3]

ThisType & meAcceptanceTime ( Timestamp value)
inlinenoexcept

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

Definition at line 23003 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 23111 of file Messages.h.

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 22881 of file Messages.h.

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 22890 of file Messages.h.

◆ quoteAckStatus() [1/2]

auto quoteAckStatus ( ) const
inlinenoexcept

Provides access to quoteAckStatus field.

Definition at line 22927 of file Messages.h.

◆ quoteAckStatus() [2/2]

ThisType & quoteAckStatus ( QuoteAckStatusEnum value)
inlinenoexcept

Provides access to quoteAckStatus field.

Definition at line 22935 of file Messages.h.

◆ quoteId() [1/2]

auto quoteId ( ) const
inlinenoexcept

Provides access to quoteID field.

Definition at line 22863 of file Messages.h.

◆ quoteId() [2/2]

ThisType & quoteId ( Int64 value)
inlinenoexcept

Provides access to quoteID field.

Definition at line 22871 of file Messages.h.

◆ quoteRejectReason() [1/3]

auto quoteRejectReason ( ) const
inlinenoexcept

uint8NULL.

Definition at line 22945 of file Messages.h.

◆ quoteRejectReason() [2/3]

ThisType & quoteRejectReason ( NullOpt )
inlinenoexcept

Definition at line 22961 of file Messages.h.

◆ quoteRejectReason() [3/3]

ThisType & quoteRejectReason ( QuoteRejectReasonEnum value)
inlinenoexcept

uint8NULL.

Definition at line 22953 of file Messages.h.

◆ quoteSets() [1/4]

QuoteSets quoteSets ( ) const
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 23076 of file Messages.h.

◆ quoteSets() [2/4]

QuoteSets quoteSets ( )
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 23083 of file Messages.h.

◆ quoteSets() [3/4]

QuoteSets quoteSets ( QuoteSets::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
noQuoteSets(296) repeating group.

Definition at line 23091 of file Messages.h.

◆ quoteSets() [4/4]

QuoteSets quoteSets ( QuoteSets::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
noQuoteSets(296) repeating group.

Definition at line 23101 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 23156 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 23149 of file Messages.h.

◆ riskProtectionReset() [1/3]

auto riskProtectionReset ( ) const
inlinenoexcept

uint8NULL.

Definition at line 22901 of file Messages.h.

◆ riskProtectionReset() [2/3]

ThisType & riskProtectionReset ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 22909 of file Messages.h.

◆ riskProtectionReset() [3/3]

ThisType & riskProtectionReset ( NullOpt )
inlinenoexcept

Definition at line 22917 of file Messages.h.

◆ tail()

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

Definition at line 23191 of file Messages.h.

◆ text() [1/3]

auto text ( ) const
inlinenoexcept

Provides access to text field.

Definition at line 23047 of file Messages.h.

◆ text() [2/3]

ThisType & text ( NullOpt )
inlinenoexcept

Definition at line 23065 of file Messages.h.

◆ text() [3/3]

ThisType & text ( StrRef value)
inlinenoexcept

Provides access to text field.

Definition at line 23056 of file Messages.h.

◆ toString()

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

Definition at line 1864 of file MessageSerialization.h.

◆ transactTime() [1/3]

auto transactTime ( ) const
inlinenoexcept

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

Definition at line 22971 of file Messages.h.

◆ transactTime() [2/3]

ThisType & transactTime ( NullOpt )
inlinenoexcept

Definition at line 22986 of file Messages.h.

◆ transactTime() [3/3]

ThisType & transactTime ( Timestamp value)
inlinenoexcept

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

Definition at line 22978 of file Messages.h.