OnixS C++ ICE Binary Order Entry Handler 1.1.1
API Documentation
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QuoteReport Struct Reference

Public Types

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

Public Member Functions

 QuoteReport ()=default
 QuoteReport (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 QuoteReport (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 QuoteReport (void *data, EncodedLength length, NoInit)
 QuoteReport (SbeMessage message)
 QuoteReport (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto side () const noexcept
ThisTypeside (SideEnum value) noexcept
ThisTypeside (NullOpt) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32 value) noexcept
auto rfqReqId () const noexcept
ThisTyperfqReqId (Int64 value) noexcept
auto rfqSystemId () const noexcept
ThisTyperfqSystemId (Int64 value) noexcept
auto transactTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypetransactTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto orderQty () const noexcept
ThisTypeorderQty (Decimal9 value) noexcept
ThisTypeorderQty (NullOpt) noexcept
auto quoteAckStatus () const noexcept
ThisTypequoteAckStatus (QuoteAckStatusEnum value) noexcept
auto quoteRejectReason () const noexcept
ThisTypequoteRejectReason (QuoteRejectReasonEnum value) noexcept
ThisTypequoteRejectReason (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 21457 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 21462 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 21465 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 107 

Definition at line 21468 of file Messages.h.

21468{ TemplateId = 107 };

Constructor & Destructor Documentation

◆ QuoteReport() [1/6]

QuoteReport ( )
default

Initializes a blank instance.

◆ QuoteReport() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 21474 of file Messages.h.

21475 : SbeMessage(data, length, version)
21476 {
21477 checkVersion<Schema>(version);
21478 checkLength(length, version);
21479 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21480 reset();
21481 }

◆ QuoteReport() [3/6]

QuoteReport ( 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 21486 of file Messages.h.

21487 : SbeMessage(data, length, version)
21488 {
21489 checkVersion<Schema>(version);
21490 checkLength(length, version);
21491 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21492 resetVariableFields();
21493 }

◆ QuoteReport() [4/6]

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

Creates an instance over the given memory block.

Definition at line 21496 of file Messages.h.

21497 : SbeMessage(data, length)
21498 {
21499 checkCompatibility();
21500 }

◆ QuoteReport() [5/6]

QuoteReport ( SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21504 of file Messages.h.

21505 : SbeMessage(message)
21506 {
21507 assert(message.valid());
21508
21509 checkCompatibility();
21510 }

◆ QuoteReport() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21514 of file Messages.h.

21515 : SbeMessage(data, length, NoCheck())
21516 {
21517 assert(schemaId() == Schema::Id);
21518 assert(version() >= Schema::MinimalVersion);
21519 assert(TemplateId == templateId());
21520 }
const char * version() noexcept

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 21720 of file Messages.h.

21721 {
21722 return
21723 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21724 minimalBlockLength(version);
21725 }

◆ calculateBinarySize()

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

Definition at line 21798 of file Messages.h.

21799 {
21800 return
21801 SbeMessage::calculateBinarySize(tail());
21802 }

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 21767 of file Messages.h.

21768 {
21769 return constructStrRef("QuoteReport");
21770 }
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:414

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 21775 of file Messages.h.

21776 {
21777 return constructStrRef("QuoteReport");
21778 }

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 21740 of file Messages.h.

21741 {
21742 return
21743 static_cast<UInt64>(MessageHeaderBuilder::Size) +
21744 blockLength(Schema::Version);
21745 }

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 21730 of file Messages.h.

21731 {
21732 return
21733 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21734 0;
21735 }

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 21711 of file Messages.h.

21712 {
21713 return
21714 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21715 60;
21716 }

◆ orderQty() [1/3]

auto orderQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 21641 of file Messages.h.

21642 {
21643 constexpr BlockLength offset = 49;
21644
21645 return ordinary<NullDecimal9>(offset, optional);
21646 }

◆ orderQty() [2/3]

ThisType & orderQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 21649 of file Messages.h.

21650 {
21651 constexpr BlockLength offset = 49;
21652
21653 setOrdinary(offset, value);
21654 return *this;
21655 }

◆ orderQty() [3/3]

ThisType & orderQty ( NullOpt )
inlinenoexcept

Definition at line 21657 of file Messages.h.

21658 {
21659 constexpr BlockLength offset = 49;
21660
21661 setOrdinary(offset, NullDecimal9());
21662 return *this;
21663 }
IntegralConstant< Int64, -9223372036854775807LL-1 > NullDecimal9
Null value for an optional Decimal9 field.
Definition Fields.h:958

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 21524 of file Messages.h.

21525 {
21526 constexpr BlockLength offset = 0;
21527 constexpr BlockLength length = 20;
21528
21529 return fixedStr<length>(offset);
21530 }

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 21533 of file Messages.h.

21534 {
21535 constexpr BlockLength offset = 0;
21536 constexpr BlockLength length = 20;
21537
21538 setFixedStr<length>(offset, value);
21539 return *this;
21540 }

◆ quoteAckStatus() [1/2]

auto quoteAckStatus ( ) const
inlinenoexcept

Provides access to quoteAckStatus field.

Definition at line 21667 of file Messages.h.

21668 {
21669 constexpr BlockLength offset = 57;
21670
21671 return enumeration<QuoteAckStatusEnum>(offset);
21672 }

◆ quoteAckStatus() [2/2]

ThisType & quoteAckStatus ( QuoteAckStatusEnum value)
inlinenoexcept

Provides access to quoteAckStatus field.

Definition at line 21675 of file Messages.h.

21676 {
21677 constexpr BlockLength offset = 57;
21678
21679 setEnumeration<QuoteAckStatusEnum>(offset, value);
21680 return *this;
21681 }

◆ quoteRejectReason() [1/3]

auto quoteRejectReason ( ) const
inlinenoexcept

uint8NULL.

Definition at line 21685 of file Messages.h.

21686 {
21687 constexpr BlockLength offset = 59;
21688
21689 return enumeration<QuoteRejectReasonEnum, NullUint8NULL>(offset, optional);
21690 }

◆ quoteRejectReason() [2/3]

ThisType & quoteRejectReason ( NullOpt )
inlinenoexcept

Definition at line 21701 of file Messages.h.

21702 {
21703 constexpr BlockLength offset = 59;
21704
21705 setOrdinary(offset, NullUint8NULL());
21706 return *this;
21707 }
IntegralConstant< UInt8, 255 > NullUint8NULL
Null value for an optional Uint8NULL field.
Definition Fields.h:1006

◆ quoteRejectReason() [3/3]

ThisType & quoteRejectReason ( QuoteRejectReasonEnum value)
inlinenoexcept

uint8NULL.

Definition at line 21693 of file Messages.h.

21694 {
21695 constexpr BlockLength offset = 59;
21696
21697 setEnumeration<QuoteRejectReasonEnum>(offset, value);
21698 return *this;
21699 }

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21754 of file Messages.h.

21755 {
21756 side(nullOpt);
21757 orderQty(nullOpt);
21758 quoteRejectReason(nullOpt);
21759
21760 resetVariableFields();
21761 return *this;
21762 }

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21748 of file Messages.h.

21749 {
21750 return *this;
21751 }

◆ rfqReqId() [1/2]

auto rfqReqId ( ) const
inlinenoexcept

Provides access to rfqReqID field.

Definition at line 21588 of file Messages.h.

21589 {
21590 constexpr BlockLength offset = 25;
21591
21592 return ordinary<Int64>(offset);
21593 }

◆ rfqReqId() [2/2]

ThisType & rfqReqId ( Int64 value)
inlinenoexcept

Provides access to rfqReqID field.

Definition at line 21596 of file Messages.h.

21597 {
21598 constexpr BlockLength offset = 25;
21599
21600 setOrdinary(offset, value);
21601 return *this;
21602 }

◆ rfqSystemId() [1/2]

auto rfqSystemId ( ) const
inlinenoexcept

Provides access to rfqSystemID field.

Definition at line 21606 of file Messages.h.

21607 {
21608 constexpr BlockLength offset = 33;
21609
21610 return ordinary<Int64>(offset);
21611 }

◆ rfqSystemId() [2/2]

ThisType & rfqSystemId ( Int64 value)
inlinenoexcept

Provides access to rfqSystemID field.

Definition at line 21614 of file Messages.h.

21615 {
21616 constexpr BlockLength offset = 33;
21617
21618 setOrdinary(offset, value);
21619 return *this;
21620 }

◆ side() [1/3]

auto side ( ) const
inlinenoexcept

uint8NULL.

Definition at line 21544 of file Messages.h.

21545 {
21546 constexpr BlockLength offset = 20;
21547
21548 return enumeration<SideEnum, NullUint8NULL>(offset, optional);
21549 }

◆ side() [2/3]

ThisType & side ( NullOpt )
inlinenoexcept

Definition at line 21560 of file Messages.h.

21561 {
21562 constexpr BlockLength offset = 20;
21563
21564 setOrdinary(offset, NullUint8NULL());
21565 return *this;
21566 }

◆ side() [3/3]

ThisType & side ( SideEnum value)
inlinenoexcept

uint8NULL.

Definition at line 21552 of file Messages.h.

21553 {
21554 constexpr BlockLength offset = 20;
21555
21556 setEnumeration<SideEnum>(offset, value);
21557 return *this;
21558 }

◆ symbol() [1/2]

auto symbol ( ) const
inlinenoexcept

Provides access to symbol field.

Definition at line 21570 of file Messages.h.

21571 {
21572 constexpr BlockLength offset = 21;
21573
21574 return ordinary<Int32>(offset);
21575 }

◆ symbol() [2/2]

ThisType & symbol ( Int32 value)
inlinenoexcept

Provides access to symbol field.

Definition at line 21578 of file Messages.h.

21579 {
21580 constexpr BlockLength offset = 21;
21581
21582 setOrdinary(offset, value);
21583 return *this;
21584 }

◆ tail()

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

Definition at line 21786 of file Messages.h.

21787 {
21788 return
21791 binary(),
21792 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
21793 MessageHeader::Size));
21794 }
ONIXS_ICEBOE_FORCEINLINE void * toOpaquePtr(Type *ptr) noexcept
Makes the pointer an opaque one.
Definition Memory.h:51
ONIXS_ICEBOE_FORCEINLINE Type * advanceByBytes(Type *pointer, ptrdiff_t distance) noexcept
Advances the pointer to a given offset (distance) in bytes.
Definition Memory.h:110

◆ toString()

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

Definition at line 1744 of file MessageSerialization.h.

1745{
1746 return toStr(*this);
1747}
std::string toStr(Order::PriceOptional value)
Definition Order.cpp:34

◆ transactTime() [1/2]

auto transactTime ( ) const
inlinenoexcept

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

Definition at line 21624 of file Messages.h.

21625 {
21626 constexpr BlockLength offset = 41;
21627 return convertible<ticksToTimestamp>(offset);
21628 }

◆ transactTime() [2/2]

ThisType & transactTime ( Timestamp value)
inlinenoexcept

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

Definition at line 21631 of file Messages.h.

21632 {
21633 constexpr BlockLength offset = 41;
21634
21635 setOrdinary(offset, convert<timestampToTicks>(value));
21636 return *this;
21637 }