Classes | |
| struct | LegsEntry |
| struct | SidesEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef NewOrderCrossRequest | ThisType |
| typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > | Sides |
| typedef SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > | Legs |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
Public Member Functions | |
| NewOrderCrossRequest ()=default | |
| NewOrderCrossRequest (void *data, EncodedLength length, SchemaVersion version=Schema::Version) | |
| NewOrderCrossRequest (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version) | |
| NewOrderCrossRequest (void *data, EncodedLength length, NoInit) | |
| NewOrderCrossRequest (const SbeMessage &message) | |
| NewOrderCrossRequest (void *data, EncodedLength length, NoInit, NoCheck) noexcept | |
| auto | price () const noexcept |
| ThisType & | price (Decimal9 value) noexcept |
| auto | orderQty () const noexcept |
| ThisType & | orderQty (Decimal9 value) noexcept |
| auto | symbol () const noexcept |
| ThisType & | symbol (Int32 value) noexcept |
| auto | originatorUserId () const noexcept |
| ThisType & | originatorUserId (StrRef value) noexcept |
| auto | ordType () const noexcept |
| ThisType & | ordType (OrderTypeEnum value) noexcept |
| auto | crossId () const noexcept |
| ThisType & | crossId (Int64 value) noexcept |
| auto | crossType () const noexcept |
| ThisType & | crossType (CrossTypeEnum value) noexcept |
| auto | tradeType () const noexcept |
| ThisType & | tradeType (StrRef value) noexcept |
| ThisType & | tradeType (NullOpt) noexcept |
| auto | execInst () const noexcept |
| ThisType & | execInst (ExecInstEnum value) noexcept |
| ThisType & | execInst (NullOpt) noexcept |
| auto | priceType () const noexcept |
| ThisType & | priceType (PriceTypeEnum value) noexcept |
| ThisType & | priceType (NullOpt) noexcept |
| auto | bypassMQR () const noexcept |
| ThisType & | bypassMQR (BooleanEnum value) noexcept |
| ThisType & | bypassMQR (NullOpt) noexcept |
| auto | hedgeOnly () const noexcept |
| ThisType & | hedgeOnly (BooleanEnum value) noexcept |
| ThisType & | hedgeOnly (NullOpt) noexcept |
| auto | benchmarkPrice () const noexcept |
| ThisType & | benchmarkPrice (Decimal9 value) noexcept |
| ThisType & | benchmarkPrice (NullOpt) noexcept |
| auto | benchMarkPriceType () const noexcept |
| ThisType & | benchMarkPriceType (BenchmarkPriceTypeEnum value) noexcept |
| ThisType & | benchMarkPriceType (NullOpt) noexcept |
| auto | timeInForce () const noexcept |
| ThisType & | timeInForce (TimeInForceEnum value) noexcept |
| auto | transactDetails () const noexcept |
| ThisType & | transactDetails (StrRef value) noexcept |
| ThisType & | transactDetails (NullOpt) noexcept |
| auto | transactTime () const noexcept(ticksToTimestamp::Nothrow) |
| ThisType & | transactTime (Timestamp value) noexcept(timestampToTicks::Nothrow) |
| Sides | sides () const noexcept |
| Sides | sides () noexcept |
| Sides | sides (Sides::Size length) |
| Sides | sides (Sides::Size length, NoFieldsInit) |
| Legs | legs () const noexcept |
| Legs | legs () noexcept |
| Legs | legs (Legs::Size length) |
| Legs | legs (Legs::Size length, NoFieldsInit) |
| ThisType & | resetVariableFields () noexcept |
| ThisType & | reset () 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 |
| SbeMessage & | sequenceId (SequenceId value) noexcept |
| Timestamp | sendTime () const noexcept |
| SbeMessage & | sendTime (Timestamp value) noexcept |
| HeaderFlags | headerFlags () const noexcept |
| SbeMessage & | headerFlags (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::SbeMessage & | container () 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< 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 12942 of file Messages.h.
| typedef SbeGroup<LegsEntry, GroupSizeEncoding, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 13959 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 12947 of file Messages.h.
| typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides |
Repeating group containing SidesEntry entries.
Definition at line 13670 of file Messages.h.
| typedef NewOrderCrossRequest ThisType |
This type alias.
Definition at line 12950 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 8 | |
Definition at line 12953 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 13965 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 13977 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 13987 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 13995 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 14005 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 14276 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 14284 of file Messages.h.
Definition at line 14292 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14302 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14310 of file Messages.h.
Definition at line 14318 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 14471 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14224 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14232 of file Messages.h.
Definition at line 14240 of file Messages.h.
|
inlinenoexcept |
Definition at line 14554 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 14527 of file Messages.h.
|
inlinenoexcept |
Provides access to crossID field.
Definition at line 14107 of file Messages.h.
Provides access to crossID field.
Definition at line 14115 of file Messages.h.
|
inlinenoexcept |
Provides access to crossType field.
Definition at line 14125 of file Messages.h.
|
inlinenoexcept |
Provides access to crossType field.
Definition at line 14133 of file Messages.h.
|
inlinenoexcept |
Provides access to execInst field.
Definition at line 14172 of file Messages.h.
|
inlinenoexcept |
Provides access to execInst field.
Definition at line 14180 of file Messages.h.
Definition at line 14188 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 14535 of file Messages.h.
Maximal message size.
Definition at line 14491 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 14481 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14250 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14258 of file Messages.h.
Definition at line 14266 of file Messages.h.
|
inlinenoexcept |
Definition at line 14427 of file Messages.h.
|
inlinenoexcept |
Definition at line 14434 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 14442 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 14452 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 14462 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 14033 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 14041 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 14089 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 14097 of file Messages.h.
|
inlinenoexcept |
Provides access to originatorUserID field.
Definition at line 14069 of file Messages.h.
Provides access to originatorUserID field.
Definition at line 14078 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 14015 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 14023 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14198 of file Messages.h.
Definition at line 14214 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 14206 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 14509 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 14501 of file Messages.h.
|
inlinenoexcept |
Definition at line 14392 of file Messages.h.
|
inlinenoexcept |
Definition at line 14399 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 14407 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 14417 of file Messages.h.
|
inlinenoexcept |
Provides access to symbol field.
Definition at line 14051 of file Messages.h.
Provides access to symbol field.
Definition at line 14059 of file Messages.h.
|
inlinenoexcept |
Definition at line 14546 of file Messages.h.
|
inlinenoexcept |
Provides access to timeInForce field.
Definition at line 14328 of file Messages.h.
|
inlinenoexcept |
Provides access to timeInForce field.
Definition at line 14336 of file Messages.h.
|
inline |
Definition at line 1129 of file MessageSerialization.h.
|
inlinenoexcept |
Provides access to tradeType field.
Definition at line 14143 of file Messages.h.
Definition at line 14161 of file Messages.h.
Provides access to tradeType field.
Definition at line 14152 of file Messages.h.
|
inlinenoexcept |
Provides access to transactDetails field.
Definition at line 14346 of file Messages.h.
Definition at line 14364 of file Messages.h.
Provides access to transactDetails field.
Definition at line 14355 of file Messages.h.
|
inlinenoexcept |
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 14375 of file Messages.h.
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 14382 of file Messages.h.