OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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SecurityDefinitionRequest_CreateStrategy::LegsEntry Struct Reference

Public Types

typedef SbeGroupEntry< GroupSizeEncoding::BlockLengthBase
typedef LegsEntry ThisType
Public Types inherited from SbeGroupEntry< GroupSizeEncoding::BlockLength >
typedef GroupSizeEncoding::BlockLength BlockLength

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
auto legSymbol () const noexcept
ThisTypelegSymbol (Int32 value) noexcept
auto legSecurityType () const noexcept
ThisTypelegSecurityType (SecurityTypeEnum value) noexcept
auto legSide () const noexcept
ThisTypelegSide (SideEnum value) noexcept
auto legRatioQtyDenominator () const noexcept
ThisTypelegRatioQtyDenominator (Int16NULL value) noexcept
ThisTypelegRatioQtyDenominator (NullOpt) noexcept
auto legRatioQtyNumerator () const noexcept
ThisTypelegRatioQtyNumerator (Int16NULL value) noexcept
ThisTypelegRatioQtyNumerator (NullOpt) noexcept
auto legPrice () const noexcept
ThisTypelegPrice (Decimal9 value) noexcept
ThisTypelegPrice (NullOpt) noexcept
auto legOptionDelta () const noexcept
ThisTypelegOptionDelta (Int32NULL value) noexcept
ThisTypelegOptionDelta (NullOpt) noexcept
Public Member Functions inherited from SbeGroupEntry< GroupSizeEncoding::BlockLength >
 SbeGroupEntry ()
 SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)
bool valid () const noexcept
const void * encoded () const noexcept
void * encoded () noexcept
const void * block () const noexcept
void * block () noexcept
BlockLength blockLength () const noexcept
SchemaVersion version () const noexcept
Public Member Functions inherited from SbeFields< Container, BlockLength >
ONIXS_ICEBOE_FORCEINLINE Container & container () noexcept
void zeroPaddingBytes (BlockLength offset) noexcept
template<class FieldValue>
ONIXS_ICEBOE_FORCEINLINE void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
ONIXS_ICEBOE_FORCEINLINE void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
ONIXS_ICEBOE_FORCEINLINE void setEnumeration (BlockLength offset, Enumeration value) noexcept
template<class Enumeration>
ONIXS_ICEBOE_FORCEINLINE void setEnumeration (BlockLength offset, Enumeration value, SchemaVersion since)
template<BlockLength Size>
ONIXS_ICEBOE_FORCEINLINE void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
ONIXS_ICEBOE_FORCEINLINE void setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr StrRef className () noexcept

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<typename Value>
ONIXS_ICEBOE_FORCEINLINE Value ordinary (BlockLength offset) const noexcept
template<typename NullValue>
ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptional< typenameNullValue::Value, NullValue > >::type ordinary (BlockLength offset, OptionalTag) const noexcept
template<typename NullValue>
ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptional< typenameNullValue::Value, NullValue > >::type ordinary (BlockLength offset, SchemaVersion since, OptionalTag) const noexcept
template<typename NullValue>
ONIXS_ICEBOE_FORCEINLINE std::enable_if< isComposite< typenameNullValue::Value >::value, SbeOptional< typenameNullValue::Value, NullValue > >::type ordinary (BlockLength offset, OptionalTag) const noexcept
template<typename NullValue>
ONIXS_ICEBOE_FORCEINLINE std::enable_if< isComposite< typenameNullValue::Value >::value, SbeOptional< typenameNullValue::Value, NullValue > >::type ordinary (BlockLength offset, SchemaVersion since, OptionalTag) const noexcept
template<typename Enumeration>
ONIXS_ICEBOE_FORCEINLINE Enumeration enumeration (BlockLength offset) const noexcept
template<typename Enumeration, typename NullValue>
ONIXS_ICEBOE_FORCEINLINE SbeOptionalEnumeration< Enumeration, NullValue > enumeration (BlockLength offset, OptionalTag) const noexcept
template<typename Enumeration, typename NullValue>
ONIXS_ICEBOE_FORCEINLINE SbeOptionalEnumeration< Enumeration, NullValue > enumeration (BlockLength offset, SchemaVersion since, OptionalTag) const noexcept
template<BlockLength Length>
ONIXS_ICEBOE_FORCEINLINE StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
ONIXS_ICEBOE_FORCEINLINE SbeOptionalStr fixedStr (BlockLength offset, OptionalTag) const noexcept
template<BlockLength Length>
ONIXS_ICEBOE_FORCEINLINE SbeOptionalStr fixedStr (BlockLength offset, SchemaVersion since, OptionalTag) const noexcept
template<typename Value>
ONIXS_ICEBOE_FORCEINLINE Value decimal (BlockLength offset) const noexcept
template<typename NullValue>
SbeOptional< typename NullValue::Value, NullValue > ONIXS_ICEBOE_FORCEINLINE decimal (BlockLength offset, OptionalTag) const noexcept
template<typename NullValue>
ONIXS_ICEBOE_FORCEINLINE SbeOptional< typename NullValue::Value, NullValue > decimal (BlockLength offset, SchemaVersion since, OptionalTag) const noexcept
template<typename NullValue, typename Callable>
ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptionalConverted< decltype(std::declval< Callable >()(std::declval< typenameArgType< Callable >::type >()))> >::type convertible (BlockLength offset, OptionalTag) const noexcept(noexcept(Callable::Nothrow))
template<typename Callable>
ONIXS_ICEBOE_FORCEINLINE auto convertible (BlockLength offset) const noexcept(noexcept(Callable::Nothrow)) -> decltype(std::declval< Callable >()(std::declval< typename ArgType< Callable >::type >()))
Protected Member Functions inherited from BinaryBlockBase
 ~BinaryBlockBase ()=default

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 16322 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 16334 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 16337 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

LegsEntry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 16341 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 16527 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 16547 of file Messages.h.

◆ legOptionDelta() [1/3]

auto legOptionDelta ( ) const
inlinenoexcept

Required if legSecurityType is FUT or CS.

Definition at line 16500 of file Messages.h.

◆ legOptionDelta() [2/3]

ThisType & legOptionDelta ( Int32NULL value)
inlinenoexcept

Required if legSecurityType is FUT or CS.

Definition at line 16508 of file Messages.h.

◆ legOptionDelta() [3/3]

ThisType & legOptionDelta ( NullOpt )
inlinenoexcept

Definition at line 16516 of file Messages.h.

◆ legPrice() [1/3]

auto legPrice ( ) const
inlinenoexcept

Required if legSecurityType is FUT for hedge legs.

Definition at line 16474 of file Messages.h.

◆ legPrice() [2/3]

ThisType & legPrice ( Decimal9 value)
inlinenoexcept

Required if legSecurityType is FUT for hedge legs.

Definition at line 16482 of file Messages.h.

◆ legPrice() [3/3]

ThisType & legPrice ( NullOpt )
inlinenoexcept

Definition at line 16490 of file Messages.h.

◆ legRatioQtyDenominator() [1/3]

auto legRatioQtyDenominator ( ) const
inlinenoexcept

Required if legSecurityType is OPT or FUT.

Definition at line 16422 of file Messages.h.

◆ legRatioQtyDenominator() [2/3]

ThisType & legRatioQtyDenominator ( Int16NULL value)
inlinenoexcept

Required if legSecurityType is OPT or FUT.

Definition at line 16430 of file Messages.h.

◆ legRatioQtyDenominator() [3/3]

ThisType & legRatioQtyDenominator ( NullOpt )
inlinenoexcept

Definition at line 16438 of file Messages.h.

◆ legRatioQtyNumerator() [1/3]

auto legRatioQtyNumerator ( ) const
inlinenoexcept

Required if legSecurityType is OPT or FUT.

Definition at line 16448 of file Messages.h.

◆ legRatioQtyNumerator() [2/3]

ThisType & legRatioQtyNumerator ( Int16NULL value)
inlinenoexcept

Required if legSecurityType is OPT or FUT.

Definition at line 16456 of file Messages.h.

◆ legRatioQtyNumerator() [3/3]

ThisType & legRatioQtyNumerator ( NullOpt )
inlinenoexcept

Definition at line 16464 of file Messages.h.

◆ legSecurityType() [1/2]

auto legSecurityType ( ) const
inlinenoexcept

Provides access to legSecurityType field.

Definition at line 16386 of file Messages.h.

◆ legSecurityType() [2/2]

ThisType & legSecurityType ( SecurityTypeEnum value)
inlinenoexcept

Provides access to legSecurityType field.

Definition at line 16394 of file Messages.h.

◆ legSide() [1/2]

auto legSide ( ) const
inlinenoexcept

Side for this leg of the strategy.

Definition at line 16404 of file Messages.h.

◆ legSide() [2/2]

ThisType & legSide ( SideEnum value)
inlinenoexcept

Side for this leg of the strategy.

Definition at line 16412 of file Messages.h.

◆ legSymbol() [1/2]

auto legSymbol ( ) const
inlinenoexcept

Market ID for this leg of the strategy.

Definition at line 16368 of file Messages.h.

◆ legSymbol() [2/2]

ThisType & legSymbol ( Int32 value)
inlinenoexcept

Market ID for this leg of the strategy.

Definition at line 16376 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 16537 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 16355 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 16349 of file Messages.h.