Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
long long OrderId
Alias for order identifiers type.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
This class represents the Add/Modify Order Message.
std::string toString() const
Returns string representation.
OrderId orderId
Unique identifier of the order.
DateTime modificationTimestamp
AddModifyOrder()
Default constructor.
DateTime orderEntryDateTime
Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
AddModifyOrderExtraFlags::Enum extraFlags
AddModifyOrder(const char *data, std::size_t dataSize)
Initialize from raw message data.
bool isImplied
Indicate if this is an implied order or not.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
Side::Enum side
Tells whether order represents bid or offer.
DateTime requestTradingEngineReceivedTimestamp
void reset()
Reset all fields to default values.
MarketId marketId
Unique identifier of the market.
Enum
Trading side constants.