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

Public Types

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

Public Member Functions

 QuoteRequest ()=default
 QuoteRequest (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 QuoteRequest (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 QuoteRequest (void *data, EncodedLength length, NoInit)
 QuoteRequest (SbeMessage message)
 QuoteRequest (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 orderQty () const noexcept
ThisTypeorderQty (Decimal9 value) noexcept
ThisTypeorderQty (NullOpt) noexcept
auto rfqReqId () const noexcept
ThisTyperfqReqId (Int64 value) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32 value) noexcept
auto clearingFirm () const noexcept
ThisTypeclearingFirm (Int32NULL value) noexcept
ThisTypeclearingFirm (NullOpt) noexcept
auto clearingAccount () const noexcept
ThisTypeclearingAccount (StrRef value) noexcept
ThisTypeclearingAccount (NullOpt) noexcept
auto onBehalfOfCompId () const noexcept
ThisTypeonBehalfOfCompId (StrRef value) noexcept
ThisTypeonBehalfOfCompId (NullOpt) noexcept
auto onBehalfOfSubId () const noexcept
ThisTypeonBehalfOfSubId (StrRef value) noexcept
auto onBehalfOfLocationId () const noexcept
ThisTypeonBehalfOfLocationId (StrRef value) 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 12525 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 12530 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 12533 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 12536 of file Messages.h.

12536{ TemplateId = 7 };

Constructor & Destructor Documentation

◆ QuoteRequest() [1/6]

QuoteRequest ( )
default

Initializes a blank instance.

◆ QuoteRequest() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 12542 of file Messages.h.

12543 : SbeMessage(data, length, version)
12544 {
12545 checkVersion<Schema>(version);
12546 checkLength(length, version);
12547 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12548 reset();
12549 }

◆ QuoteRequest() [3/6]

QuoteRequest ( 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 12554 of file Messages.h.

12555 : SbeMessage(data, length, version)
12556 {
12557 checkVersion<Schema>(version);
12558 checkLength(length, version);
12559 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12560 resetVariableFields();
12561 }

◆ QuoteRequest() [4/6]

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

Creates an instance over the given memory block.

Definition at line 12564 of file Messages.h.

12565 : SbeMessage(data, length)
12566 {
12567 checkCompatibility();
12568 }

◆ QuoteRequest() [5/6]

QuoteRequest ( SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 12572 of file Messages.h.

12573 : SbeMessage(message)
12574 {
12575 assert(message.valid());
12576
12577 checkCompatibility();
12578 }

◆ QuoteRequest() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 12582 of file Messages.h.

12583 : SbeMessage(data, length, NoCheck())
12584 {
12585 assert(schemaId() == Schema::Id);
12586 assert(version() >= Schema::MinimalVersion);
12587 assert(TemplateId == templateId());
12588 }
const char * version() noexcept

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 12833 of file Messages.h.

12834 {
12835 return
12836 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
12837 minimalBlockLength(version);
12838 }

◆ calculateBinarySize()

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

Definition at line 12913 of file Messages.h.

12914 {
12915 return
12916 SbeMessage::calculateBinarySize(tail());
12917 }

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 12882 of file Messages.h.

12883 {
12884 return constructStrRef("QuoteRequest");
12885 }
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:414

◆ clearingAccount() [1/3]

auto clearingAccount ( ) const
inlinenoexcept

Provides access to clearingAccount field.

Definition at line 12726 of file Messages.h.

12727 {
12728 constexpr BlockLength offset = 45;
12729 constexpr BlockLength length = 14;
12730
12731 return fixedStr<length>(offset, optional);
12732 }

◆ clearingAccount() [2/3]

ThisType & clearingAccount ( NullOpt )
inlinenoexcept

Definition at line 12744 of file Messages.h.

12745 {
12746 constexpr BlockLength offset = 45;
12747 constexpr BlockLength length = 14;
12748
12749 setFixedStr<length>(offset, StrRef());
12750 return *this;
12751 }
std::basic_string_view< Char > StrRef
Definition StrRef.h:46

◆ clearingAccount() [3/3]

ThisType & clearingAccount ( StrRef value)
inlinenoexcept

Provides access to clearingAccount field.

Definition at line 12735 of file Messages.h.

12736 {
12737 constexpr BlockLength offset = 45;
12738 constexpr BlockLength length = 14;
12739
12740 setFixedStr<length>(offset, value);
12741 return *this;
12742 }

◆ clearingFirm() [1/3]

auto clearingFirm ( ) const
inlinenoexcept

int32NULL.

Definition at line 12700 of file Messages.h.

12701 {
12702 constexpr BlockLength offset = 41;
12703
12704 return ordinary<NullInt32NULL>(offset, optional);
12705 }

◆ clearingFirm() [2/3]

ThisType & clearingFirm ( Int32NULL value)
inlinenoexcept

int32NULL.

Definition at line 12708 of file Messages.h.

12709 {
12710 constexpr BlockLength offset = 41;
12711
12712 setOrdinary(offset, value);
12713 return *this;
12714 }

◆ clearingFirm() [3/3]

ThisType & clearingFirm ( NullOpt )
inlinenoexcept

Definition at line 12716 of file Messages.h.

12717 {
12718 constexpr BlockLength offset = 41;
12719
12720 setOrdinary(offset, NullInt32NULL());
12721 return *this;
12722 }
IntegralConstant< Int32, -2147483647-1 > NullInt32NULL
Null value for an optional Int32NULL field.
Definition Fields.h:994

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 12890 of file Messages.h.

12891 {
12892 return constructStrRef("R");
12893 }

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 12853 of file Messages.h.

12854 {
12855 return
12856 static_cast<UInt64>(MessageHeaderBuilder::Size) +
12857 blockLength(Schema::Version);
12858 }

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 12843 of file Messages.h.

12844 {
12845 return
12846 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
12847 0;
12848 }

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 12824 of file Messages.h.

12825 {
12826 return
12827 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
12828 182;
12829 }

◆ onBehalfOfCompId() [1/3]

auto onBehalfOfCompId ( ) const
inlinenoexcept

Provides access to onBehalfOfCompId field.

Definition at line 12755 of file Messages.h.

12756 {
12757 constexpr BlockLength offset = 59;
12758 constexpr BlockLength length = 41;
12759
12760 return fixedStr<length>(offset, optional);
12761 }

◆ onBehalfOfCompId() [2/3]

ThisType & onBehalfOfCompId ( NullOpt )
inlinenoexcept

Definition at line 12773 of file Messages.h.

12774 {
12775 constexpr BlockLength offset = 59;
12776 constexpr BlockLength length = 41;
12777
12778 setFixedStr<length>(offset, StrRef());
12779 return *this;
12780 }

◆ onBehalfOfCompId() [3/3]

ThisType & onBehalfOfCompId ( StrRef value)
inlinenoexcept

Provides access to onBehalfOfCompId field.

Definition at line 12764 of file Messages.h.

12765 {
12766 constexpr BlockLength offset = 59;
12767 constexpr BlockLength length = 41;
12768
12769 setFixedStr<length>(offset, value);
12770 return *this;
12771 }

◆ onBehalfOfLocationId() [1/2]

auto onBehalfOfLocationId ( ) const
inlinenoexcept

Provides access to onBehalfOfLocationID field.

Definition at line 12804 of file Messages.h.

12805 {
12806 constexpr BlockLength offset = 141;
12807 constexpr BlockLength length = 41;
12808
12809 return fixedStr<length>(offset);
12810 }

◆ onBehalfOfLocationId() [2/2]

ThisType & onBehalfOfLocationId ( StrRef value)
inlinenoexcept

Provides access to onBehalfOfLocationID field.

Definition at line 12813 of file Messages.h.

12814 {
12815 constexpr BlockLength offset = 141;
12816 constexpr BlockLength length = 41;
12817
12818 setFixedStr<length>(offset, value);
12819 return *this;
12820 }

◆ onBehalfOfSubId() [1/2]

auto onBehalfOfSubId ( ) const
inlinenoexcept

Provides access to onBehalfOfSubID field.

Definition at line 12784 of file Messages.h.

12785 {
12786 constexpr BlockLength offset = 100;
12787 constexpr BlockLength length = 41;
12788
12789 return fixedStr<length>(offset);
12790 }

◆ onBehalfOfSubId() [2/2]

ThisType & onBehalfOfSubId ( StrRef value)
inlinenoexcept

Provides access to onBehalfOfSubID field.

Definition at line 12793 of file Messages.h.

12794 {
12795 constexpr BlockLength offset = 100;
12796 constexpr BlockLength length = 41;
12797
12798 setFixedStr<length>(offset, value);
12799 return *this;
12800 }

◆ orderQty() [1/3]

auto orderQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 12638 of file Messages.h.

12639 {
12640 constexpr BlockLength offset = 21;
12641
12642 return ordinary<NullDecimal9>(offset, optional);
12643 }

◆ orderQty() [2/3]

ThisType & orderQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 12646 of file Messages.h.

12647 {
12648 constexpr BlockLength offset = 21;
12649
12650 setOrdinary(offset, value);
12651 return *this;
12652 }

◆ orderQty() [3/3]

ThisType & orderQty ( NullOpt )
inlinenoexcept

Definition at line 12654 of file Messages.h.

12655 {
12656 constexpr BlockLength offset = 21;
12657
12658 setOrdinary(offset, NullDecimal9());
12659 return *this;
12660 }
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 12592 of file Messages.h.

12593 {
12594 constexpr BlockLength offset = 0;
12595 constexpr BlockLength length = 20;
12596
12597 return fixedStr<length>(offset);
12598 }

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 12601 of file Messages.h.

12602 {
12603 constexpr BlockLength offset = 0;
12604 constexpr BlockLength length = 20;
12605
12606 setFixedStr<length>(offset, value);
12607 return *this;
12608 }

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 12867 of file Messages.h.

12868 {
12869 side(nullOpt);
12870 orderQty(nullOpt);
12871 clearingFirm(nullOpt);
12872 clearingAccount(nullOpt);
12873 onBehalfOfCompId(nullOpt);
12874
12875 resetVariableFields();
12876 return *this;
12877 }

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 12861 of file Messages.h.

12862 {
12863 return *this;
12864 }

◆ rfqReqId() [1/2]

auto rfqReqId ( ) const
inlinenoexcept

Provides access to rfqReqID field.

Definition at line 12664 of file Messages.h.

12665 {
12666 constexpr BlockLength offset = 29;
12667
12668 return ordinary<Int64>(offset);
12669 }

◆ rfqReqId() [2/2]

ThisType & rfqReqId ( Int64 value)
inlinenoexcept

Provides access to rfqReqID field.

Definition at line 12672 of file Messages.h.

12673 {
12674 constexpr BlockLength offset = 29;
12675
12676 setOrdinary(offset, value);
12677 return *this;
12678 }

◆ side() [1/3]

auto side ( ) const
inlinenoexcept

uint8NULL.

Definition at line 12612 of file Messages.h.

12613 {
12614 constexpr BlockLength offset = 20;
12615
12616 return enumeration<SideEnum, NullUint8NULL>(offset, optional);
12617 }

◆ side() [2/3]

ThisType & side ( NullOpt )
inlinenoexcept

Definition at line 12628 of file Messages.h.

12629 {
12630 constexpr BlockLength offset = 20;
12631
12632 setOrdinary(offset, NullUint8NULL());
12633 return *this;
12634 }
IntegralConstant< UInt8, 255 > NullUint8NULL
Null value for an optional Uint8NULL field.
Definition Fields.h:1006

◆ side() [3/3]

ThisType & side ( SideEnum value)
inlinenoexcept

uint8NULL.

Definition at line 12620 of file Messages.h.

12621 {
12622 constexpr BlockLength offset = 20;
12623
12624 setEnumeration<SideEnum>(offset, value);
12625 return *this;
12626 }

◆ symbol() [1/2]

auto symbol ( ) const
inlinenoexcept

Provides access to symbol field.

Definition at line 12682 of file Messages.h.

12683 {
12684 constexpr BlockLength offset = 37;
12685
12686 return ordinary<Int32>(offset);
12687 }

◆ symbol() [2/2]

ThisType & symbol ( Int32 value)
inlinenoexcept

Provides access to symbol field.

Definition at line 12690 of file Messages.h.

12691 {
12692 constexpr BlockLength offset = 37;
12693
12694 setOrdinary(offset, value);
12695 return *this;
12696 }

◆ tail()

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

Definition at line 12901 of file Messages.h.

12902 {
12903 return
12906 binary(),
12907 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
12908 MessageHeader::Size));
12909 }
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 1089 of file MessageSerialization.h.

1090{
1091 return toStr(*this);
1092}
std::string toStr(Order::PriceOptional value)
Definition Order.cpp:34