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

Classes

struct  LegsEntry
struct  SidesEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef NewOrderCrossRequest ThisType
typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSizeSides
typedef SbeGroup< LegsEntry, GroupSizeEncoding, MessageSizeLegs
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
ThisTypeprice (Decimal9 value) noexcept
auto orderQty () const noexcept
ThisTypeorderQty (Decimal9 value) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32 value) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto ordType () const noexcept
ThisTypeordType (OrderTypeEnum value) noexcept
auto crossId () const noexcept
ThisTypecrossId (Int64 value) noexcept
auto crossType () const noexcept
ThisTypecrossType (CrossTypeEnum value) noexcept
auto tradeType () const noexcept
ThisTypetradeType (StrRef value) noexcept
ThisTypetradeType (NullOpt) noexcept
auto execInst () const noexcept
ThisTypeexecInst (ExecInstEnum value) noexcept
ThisTypeexecInst (NullOpt) noexcept
auto priceType () const noexcept
ThisTypepriceType (PriceTypeEnum value) noexcept
ThisTypepriceType (NullOpt) noexcept
auto bypassMQR () const noexcept
ThisTypebypassMQR (BooleanEnum value) noexcept
ThisTypebypassMQR (NullOpt) noexcept
auto hedgeOnly () const noexcept
ThisTypehedgeOnly (BooleanEnum value) noexcept
ThisTypehedgeOnly (NullOpt) noexcept
auto benchmarkPrice () const noexcept
ThisTypebenchmarkPrice (Decimal9 value) noexcept
ThisTypebenchmarkPrice (NullOpt) noexcept
auto benchMarkPriceType () const noexcept
ThisTypebenchMarkPriceType (BenchmarkPriceTypeEnum value) noexcept
ThisTypebenchMarkPriceType (NullOpt) noexcept
auto timeInForce () const noexcept
ThisTypetimeInForce (TimeInForceEnum value) noexcept
auto transactDetails () const noexcept
ThisTypetransactDetails (StrRef value) noexcept
ThisTypetransactDetails (NullOpt) noexcept
auto transactTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypetransactTime (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)
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 12942 of file Messages.h.

Member Typedef Documentation

◆ Legs

Repeating group containing LegsEntry entries.

Definition at line 13959 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 12947 of file Messages.h.

◆ Sides

Repeating group containing SidesEntry entries.

Definition at line 13670 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 12950 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 12953 of file Messages.h.

Constructor & Destructor Documentation

◆ NewOrderCrossRequest() [1/6]

NewOrderCrossRequest ( )
default

Initializes a blank instance.

◆ NewOrderCrossRequest() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 13965 of file Messages.h.

◆ NewOrderCrossRequest() [3/6]

NewOrderCrossRequest ( 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 13977 of file Messages.h.

◆ NewOrderCrossRequest() [4/6]

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

Creates an instance over the given memory block.

Definition at line 13987 of file Messages.h.

◆ NewOrderCrossRequest() [5/6]

NewOrderCrossRequest ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 13995 of file Messages.h.

◆ NewOrderCrossRequest() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 14005 of file Messages.h.

Member Function Documentation

◆ benchmarkPrice() [1/3]

auto benchmarkPrice ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14276 of file Messages.h.

◆ benchmarkPrice() [2/3]

ThisType & benchmarkPrice ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14284 of file Messages.h.

◆ benchmarkPrice() [3/3]

ThisType & benchmarkPrice ( NullOpt )
inlinenoexcept

Definition at line 14292 of file Messages.h.

◆ benchMarkPriceType() [1/3]

auto benchMarkPriceType ( ) const
inlinenoexcept

uint8NULL.

Definition at line 14302 of file Messages.h.

◆ benchMarkPriceType() [2/3]

ThisType & benchMarkPriceType ( BenchmarkPriceTypeEnum value)
inlinenoexcept

uint8NULL.

Definition at line 14310 of file Messages.h.

◆ benchMarkPriceType() [3/3]

ThisType & benchMarkPriceType ( NullOpt )
inlinenoexcept

Definition at line 14318 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 14471 of file Messages.h.

◆ bypassMQR() [1/3]

auto bypassMQR ( ) const
inlinenoexcept

uint8NULL.

Definition at line 14224 of file Messages.h.

◆ bypassMQR() [2/3]

ThisType & bypassMQR ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 14232 of file Messages.h.

◆ bypassMQR() [3/3]

ThisType & bypassMQR ( NullOpt )
inlinenoexcept

Definition at line 14240 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 14554 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 14527 of file Messages.h.

◆ crossId() [1/2]

auto crossId ( ) const
inlinenoexcept

Provides access to crossID field.

Definition at line 14107 of file Messages.h.

◆ crossId() [2/2]

ThisType & crossId ( Int64 value)
inlinenoexcept

Provides access to crossID field.

Definition at line 14115 of file Messages.h.

◆ crossType() [1/2]

auto crossType ( ) const
inlinenoexcept

Provides access to crossType field.

Definition at line 14125 of file Messages.h.

◆ crossType() [2/2]

ThisType & crossType ( CrossTypeEnum value)
inlinenoexcept

Provides access to crossType field.

Definition at line 14133 of file Messages.h.

◆ execInst() [1/3]

auto execInst ( ) const
inlinenoexcept

Provides access to execInst field.

Definition at line 14172 of file Messages.h.

◆ execInst() [2/3]

ThisType & execInst ( ExecInstEnum value)
inlinenoexcept

Provides access to execInst field.

Definition at line 14180 of file Messages.h.

◆ execInst() [3/3]

ThisType & execInst ( NullOpt )
inlinenoexcept

Definition at line 14188 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 14535 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 14491 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 14481 of file Messages.h.

◆ hedgeOnly() [1/3]

auto hedgeOnly ( ) const
inlinenoexcept

uint8NULL.

Definition at line 14250 of file Messages.h.

◆ hedgeOnly() [2/3]

ThisType & hedgeOnly ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 14258 of file Messages.h.

◆ hedgeOnly() [3/3]

ThisType & hedgeOnly ( NullOpt )
inlinenoexcept

Definition at line 14266 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 14427 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 14434 of file Messages.h.

◆ legs() [3/4]

Legs legs ( Legs::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
noLegs(555) repeating group.

Definition at line 14442 of file Messages.h.

◆ legs() [4/4]

Legs legs ( Legs::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
noLegs(555) repeating group.

Definition at line 14452 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 14462 of file Messages.h.

◆ orderQty() [1/2]

auto orderQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14033 of file Messages.h.

◆ orderQty() [2/2]

ThisType & orderQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14041 of file Messages.h.

◆ ordType() [1/2]

auto ordType ( ) const
inlinenoexcept

Provides access to ordType field.

Definition at line 14089 of file Messages.h.

◆ ordType() [2/2]

ThisType & ordType ( OrderTypeEnum value)
inlinenoexcept

Provides access to ordType field.

Definition at line 14097 of file Messages.h.

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 14069 of file Messages.h.

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 14078 of file Messages.h.

◆ price() [1/2]

auto price ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14015 of file Messages.h.

◆ price() [2/2]

ThisType & price ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 14023 of file Messages.h.

◆ priceType() [1/3]

auto priceType ( ) const
inlinenoexcept

uint8NULL.

Definition at line 14198 of file Messages.h.

◆ priceType() [2/3]

ThisType & priceType ( NullOpt )
inlinenoexcept

Definition at line 14214 of file Messages.h.

◆ priceType() [3/3]

ThisType & priceType ( PriceTypeEnum value)
inlinenoexcept

uint8NULL.

Definition at line 14206 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14509 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14501 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 14392 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 14399 of file Messages.h.

◆ sides() [3/4]

Sides sides ( Sides::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
noSides(552) repeating group.

Definition at line 14407 of file Messages.h.

◆ sides() [4/4]

Sides sides ( Sides::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
noSides(552) repeating group.

Definition at line 14417 of file Messages.h.

◆ symbol() [1/2]

auto symbol ( ) const
inlinenoexcept

Provides access to symbol field.

Definition at line 14051 of file Messages.h.

◆ symbol() [2/2]

ThisType & symbol ( Int32 value)
inlinenoexcept

Provides access to symbol field.

Definition at line 14059 of file Messages.h.

◆ tail()

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

Definition at line 14546 of file Messages.h.

◆ timeInForce() [1/2]

auto timeInForce ( ) const
inlinenoexcept

Provides access to timeInForce field.

Definition at line 14328 of file Messages.h.

◆ timeInForce() [2/2]

ThisType & timeInForce ( TimeInForceEnum value)
inlinenoexcept

Provides access to timeInForce field.

Definition at line 14336 of file Messages.h.

◆ toString()

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

Definition at line 1129 of file MessageSerialization.h.

◆ tradeType() [1/3]

auto tradeType ( ) const
inlinenoexcept

Provides access to tradeType field.

Definition at line 14143 of file Messages.h.

◆ tradeType() [2/3]

ThisType & tradeType ( NullOpt )
inlinenoexcept

Definition at line 14161 of file Messages.h.

◆ tradeType() [3/3]

ThisType & tradeType ( StrRef value)
inlinenoexcept

Provides access to tradeType field.

Definition at line 14152 of file Messages.h.

◆ transactDetails() [1/3]

auto transactDetails ( ) const
inlinenoexcept

Provides access to transactDetails field.

Definition at line 14346 of file Messages.h.

◆ transactDetails() [2/3]

ThisType & transactDetails ( NullOpt )
inlinenoexcept

Definition at line 14364 of file Messages.h.

◆ transactDetails() [3/3]

ThisType & transactDetails ( StrRef value)
inlinenoexcept

Provides access to transactDetails field.

Definition at line 14355 of file Messages.h.

◆ transactTime() [1/2]

auto transactTime ( ) const
inlinenoexcept

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

Definition at line 14375 of file Messages.h.

◆ transactTime() [2/2]

ThisType & transactTime ( Timestamp value)
inlinenoexcept

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

Definition at line 14382 of file Messages.h.