OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
AddModifyOrder.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::AddModifyOrder` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Add/Modify Order Message.
36 struct ONIXS_ICEMDH_EXPORT AddModifyOrder
37 {
38  /// Message type constant
39  enum { messageType = 'E' };
40 
41  /// Unique identifier of the market.
43 
44  /// Unique identifier of the order.
46 
47  /// Sequence ID of the order. When an order is modified, this will be
48  /// incremented while OrderID remains the same. It is for legacy reason
49  /// and can be ignored.
51 
52  /// Tells whether order represents bid or offer.
54 
55  /// Price of the bid/offer. OrderPriceDenominator for the market should be
56  /// applied to get the real price.
58 
59  /// Quantity.
60  int quantity;
61 
62  /// Indicate if this is an implied order or not.
63  bool isImplied;
64 
65  /// Indicate whether it is just an RFQ or not. Client should filter the
66  /// order if it doesn't care about RFQ.
67  bool isRFQ;
68 
69  /// Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
71 
72  /// Least Significant Bit (Bit 0): IsModifyOrder - indicate this is to
73  /// Modify existing order if set to 1. Bit 1 through 7: Reserved for
74  /// future use. For backward compatibility, client should always look at
75  /// each individual bit for the corresponding flag. Otherwise problems
76  /// might occur when bits 1 through 7 start to be utilized.
78 
79  /// Can be used in conjunction with `OrderEntryDateTime` field for
80  /// priority of orders within same milliseconds time.
82 
83  /// This field can be used to get the order modification time. The format
84  /// is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part
85  /// is currently 000 and might be supported later.
87 
88  /// This field can be used to get the time the trading engine received the
89  /// request that triggers this message. The format is nanoseconds since
90  /// Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
91  /// might be supported later. Note: This field could be set to different
92  /// values or `0` for some scenarios. Please refer to the FAQs for more
93  /// details.
95 
96  /// Default constructor.
98 
99  /// Initialize from raw message data.
100  AddModifyOrder(const char* data, size_t dataSize);
101 
102  /// Deserialize from raw data.
103  void deserialize(const char* data, size_t dataSize);
104 
105  /// Reset all fields to default values.
106  void reset();
107 
108  /// Returns string representation.
109  std::string toString() const;
110 };
111 
112 /// Make it printable using C++ I/O streams.
113 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const AddModifyOrder&);
114 
115 }}}} // namespace MarketData, iMpact, ICE, OnixS
bool isImplied
Indicate if this is an implied order or not.
This class represents the Add/Modify Order Message.
AddModifyOrderExtraFlags::Enum extraFlags
long long Price
Alias for order identifiers type.
Definition: Types.h:54
Enum
Extra flags for Add/Modify Order message.
Definition: Enumerations.h:356
DateTime orderEntryDateTime
Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
MarketId marketId
Unique identifier of the market.
OrderId orderId
Unique identifier of the order.
Side::Enum side
Tells whether order represents bid or offer.
long long OrderId
Alias for order identifiers type.
Definition: Types.h:42
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
Enum
Trading side constants.
Definition: Enumerations.h:38