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

Public Types

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

Public Member Functions

 SecurityDefinitionRequest_CreateFlex ()=default
 SecurityDefinitionRequest_CreateFlex (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 SecurityDefinitionRequest_CreateFlex (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 SecurityDefinitionRequest_CreateFlex (void *data, EncodedLength length, NoInit)
 SecurityDefinitionRequest_CreateFlex (SbeMessage message)
 SecurityDefinitionRequest_CreateFlex (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto securityReqId () const noexcept
ThisTypesecurityReqId (Int32 value) noexcept
auto securityRequestType () const noexcept
ThisTypesecurityRequestType (SecurityRequestTypeEnum value) noexcept
auto marketTypeId () const noexcept
ThisTypemarketTypeId (Int32 value) noexcept
auto securityType () const noexcept
ThisTypesecurityType (SecurityTypeEnum value) noexcept
auto maturityDate () const noexcept(dateToTimestamp::Nothrow)
ThisTypematurityDate (Timestamp value) noexcept(timestampToDate::Nothrow)
ThisTypematurityDate (NullOpt) noexcept
auto productId () const noexcept
ThisTypeproductId (Int32NULL value) noexcept
ThisTypeproductId (NullOpt) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32NULL value) noexcept
ThisTypesymbol (NullOpt) noexcept
auto strikePrice () const noexcept
ThisTypestrikePrice (Decimal9 value) noexcept
ThisTypestrikePrice (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 16962 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 16967 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 16970 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 14 

Definition at line 16973 of file Messages.h.

16973{ TemplateId = 14 };

Constructor & Destructor Documentation

◆ SecurityDefinitionRequest_CreateFlex() [1/6]

Initializes a blank instance.

◆ SecurityDefinitionRequest_CreateFlex() [2/6]

Initializes an instance over the given memory block.

Definition at line 16979 of file Messages.h.

16980 : SbeMessage(data, length, version)
16981 {
16982 checkVersion<Schema>(version);
16983 checkLength(length, version);
16984 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16985 reset();
16986 }

◆ SecurityDefinitionRequest_CreateFlex() [3/6]

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 16991 of file Messages.h.

16992 : SbeMessage(data, length, version)
16993 {
16994 checkVersion<Schema>(version);
16995 checkLength(length, version);
16996 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16997 resetVariableFields();
16998 }

◆ SecurityDefinitionRequest_CreateFlex() [4/6]

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

Creates an instance over the given memory block.

Definition at line 17001 of file Messages.h.

17002 : SbeMessage(data, length)
17003 {
17004 checkCompatibility();
17005 }

◆ SecurityDefinitionRequest_CreateFlex() [5/6]

Creates an instance over the given SBE message.

Definition at line 17009 of file Messages.h.

17010 : SbeMessage(message)
17011 {
17012 assert(message.valid());
17013
17014 checkCompatibility();
17015 }

◆ SecurityDefinitionRequest_CreateFlex() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 17019 of file Messages.h.

17020 : SbeMessage(data, length, NoCheck())
17021 {
17022 assert(schemaId() == Schema::Id);
17023 assert(version() >= Schema::MinimalVersion);
17024 assert(TemplateId == templateId());
17025 }
const char * version() noexcept

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 17225 of file Messages.h.

17226 {
17227 return
17228 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
17229 minimalBlockLength(version);
17230 }

◆ calculateBinarySize()

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

Definition at line 17304 of file Messages.h.

17305 {
17306 return
17307 SbeMessage::calculateBinarySize(tail());
17308 }

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 17273 of file Messages.h.

17274 {
17275 return constructStrRef("SecurityDefinitionRequest_CreateFlex");
17276 }
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:414

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 17281 of file Messages.h.

17282 {
17283 return constructStrRef("c");
17284 }

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 17245 of file Messages.h.

17246 {
17247 return
17248 static_cast<UInt64>(MessageHeaderBuilder::Size) +
17249 blockLength(Schema::Version);
17250 }

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 17235 of file Messages.h.

17236 {
17237 return
17238 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
17239 0;
17240 }

◆ marketTypeId() [1/2]

auto marketTypeId ( ) const
inlinenoexcept

Provides access to marketTypeID field.

Definition at line 17067 of file Messages.h.

17068 {
17069 constexpr BlockLength offset = 5;
17070
17071 return ordinary<Int32>(offset);
17072 }

◆ marketTypeId() [2/2]

ThisType & marketTypeId ( Int32 value)
inlinenoexcept

Provides access to marketTypeID field.

Definition at line 17075 of file Messages.h.

17076 {
17077 constexpr BlockLength offset = 5;
17078
17079 setOrdinary(offset, value);
17080 return *this;
17081 }

◆ maturityDate() [1/3]

auto maturityDate ( ) const
inlinenoexcept

Required if securityRequestType is 103 for creating FLEX expiry.

Definition at line 17106 of file Messages.h.

17107 {
17108 constexpr BlockLength offset = 10;
17109 return convertible<NullUTCDateOnly, dateToTimestamp>(offset, optional);
17110 }

◆ maturityDate() [2/3]

ThisType & maturityDate ( NullOpt )
inlinenoexcept

Definition at line 17122 of file Messages.h.

17123 {
17124 constexpr BlockLength offset = 10;
17125
17126 setOrdinary(offset, NullUTCDateOnly());
17127 return *this;
17128 }
IntegralConstant< UInt16, 0 > NullUTCDateOnly
Null value for an optional UTCDateOnly field.
Definition Fields.h:964

◆ maturityDate() [3/3]

ThisType & maturityDate ( Timestamp value)
inlinenoexcept

Required if securityRequestType is 103 for creating FLEX expiry.

Definition at line 17114 of file Messages.h.

17115 {
17116 constexpr BlockLength offset = 10;
17117
17118 setOrdinary(offset, convert<timestampToDate>(value));
17119 return *this;
17120 }

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 17216 of file Messages.h.

17217 {
17218 return
17219 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
17220 28;
17221 }

◆ productId() [1/3]

auto productId ( ) const
inlinenoexcept

Required if securityRequestType is 103 for creating FLEX expiry.

Definition at line 17133 of file Messages.h.

17134 {
17135 constexpr BlockLength offset = 12;
17136
17137 return ordinary<NullInt32NULL>(offset, optional);
17138 }

◆ productId() [2/3]

ThisType & productId ( Int32NULL value)
inlinenoexcept

Required if securityRequestType is 103 for creating FLEX expiry.

Definition at line 17142 of file Messages.h.

17143 {
17144 constexpr BlockLength offset = 12;
17145
17146 setOrdinary(offset, value);
17147 return *this;
17148 }

◆ productId() [3/3]

ThisType & productId ( NullOpt )
inlinenoexcept

Definition at line 17150 of file Messages.h.

17151 {
17152 constexpr BlockLength offset = 12;
17153
17154 setOrdinary(offset, NullInt32NULL());
17155 return *this;
17156 }
IntegralConstant< Int32, -2147483647-1 > NullInt32NULL
Null value for an optional Int32NULL field.
Definition Fields.h:994

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 17259 of file Messages.h.

17260 {
17261 maturityDate(nullOpt);
17262 productId(nullOpt);
17263 symbol(nullOpt);
17264 strikePrice(nullOpt);
17265
17266 resetVariableFields();
17267 return *this;
17268 }

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 17253 of file Messages.h.

17254 {
17255 return *this;
17256 }

◆ securityReqId() [1/2]

auto securityReqId ( ) const
inlinenoexcept

Provides access to securityReqID field.

Definition at line 17029 of file Messages.h.

17030 {
17031 constexpr BlockLength offset = 0;
17032
17033 return ordinary<Int32>(offset);
17034 }

◆ securityReqId() [2/2]

ThisType & securityReqId ( Int32 value)
inlinenoexcept

Provides access to securityReqID field.

Definition at line 17037 of file Messages.h.

17038 {
17039 constexpr BlockLength offset = 0;
17040
17041 setOrdinary(offset, value);
17042 return *this;
17043 }

◆ securityRequestType() [1/2]

auto securityRequestType ( ) const
inlinenoexcept

103 for creating FLEX expiry and 102 for creating FLEX options.

Definition at line 17048 of file Messages.h.

17049 {
17050 constexpr BlockLength offset = 4;
17051
17052 return enumeration<SecurityRequestTypeEnum>(offset);
17053 }

◆ securityRequestType() [2/2]

ThisType & securityRequestType ( SecurityRequestTypeEnum value)
inlinenoexcept

103 for creating FLEX expiry and 102 for creating FLEX options.

Definition at line 17057 of file Messages.h.

17058 {
17059 constexpr BlockLength offset = 4;
17060
17061 setEnumeration<SecurityRequestTypeEnum>(offset, value);
17062 return *this;
17063 }

◆ securityType() [1/2]

auto securityType ( ) const
inlinenoexcept

FUT for creating FLEX expiry and OPT for creating FLEX options.

Definition at line 17086 of file Messages.h.

17087 {
17088 constexpr BlockLength offset = 9;
17089
17090 return enumeration<SecurityTypeEnum>(offset);
17091 }

◆ securityType() [2/2]

ThisType & securityType ( SecurityTypeEnum value)
inlinenoexcept

FUT for creating FLEX expiry and OPT for creating FLEX options.

Definition at line 17095 of file Messages.h.

17096 {
17097 constexpr BlockLength offset = 9;
17098
17099 setEnumeration<SecurityTypeEnum>(offset, value);
17100 return *this;
17101 }

◆ strikePrice() [1/3]

auto strikePrice ( ) const
inlinenoexcept

Required if securityRequestType is 102 for creating FLEX options.

Definition at line 17189 of file Messages.h.

17190 {
17191 constexpr BlockLength offset = 20;
17192
17193 return ordinary<NullDecimal9>(offset, optional);
17194 }

◆ strikePrice() [2/3]

ThisType & strikePrice ( Decimal9 value)
inlinenoexcept

Required if securityRequestType is 102 for creating FLEX options.

Definition at line 17198 of file Messages.h.

17199 {
17200 constexpr BlockLength offset = 20;
17201
17202 setOrdinary(offset, value);
17203 return *this;
17204 }

◆ strikePrice() [3/3]

ThisType & strikePrice ( NullOpt )
inlinenoexcept

Definition at line 17206 of file Messages.h.

17207 {
17208 constexpr BlockLength offset = 20;
17209
17210 setOrdinary(offset, NullDecimal9());
17211 return *this;
17212 }
IntegralConstant< Int64, -9223372036854775807LL-1 > NullDecimal9
Null value for an optional Decimal9 field.
Definition Fields.h:958

◆ symbol() [1/3]

auto symbol ( ) const
inlinenoexcept

Required if securityRequestType is 102 for creating FLEX options.

Market ID of underlying future.

Definition at line 17161 of file Messages.h.

17162 {
17163 constexpr BlockLength offset = 16;
17164
17165 return ordinary<NullInt32NULL>(offset, optional);
17166 }

◆ symbol() [2/3]

ThisType & symbol ( Int32NULL value)
inlinenoexcept

Required if securityRequestType is 102 for creating FLEX options.

Market ID of underlying future.

Definition at line 17170 of file Messages.h.

17171 {
17172 constexpr BlockLength offset = 16;
17173
17174 setOrdinary(offset, value);
17175 return *this;
17176 }

◆ symbol() [3/3]

ThisType & symbol ( NullOpt )
inlinenoexcept

Definition at line 17178 of file Messages.h.

17179 {
17180 constexpr BlockLength offset = 16;
17181
17182 setOrdinary(offset, NullInt32NULL());
17183 return *this;
17184 }

◆ tail()

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

Definition at line 17292 of file Messages.h.

17293 {
17294 return
17297 binary(),
17298 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
17299 MessageHeader::Size));
17300 }
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 1464 of file MessageSerialization.h.

1465{
1466 return toStr(*this);
1467}
std::string toStr(Order::PriceOptional value)
Definition Order.cpp:34