OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.17.0
API documentation
DeleteOrder.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::DeleteOrder` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 
29 #include <iosfwd>
30 #include <string>
31 
32 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
33 
34 /// This class represents the Delete Order Message.
35 struct ONIXS_ICEMDH_EXPORT DeleteOrder
36 {
37  /// Message type constant
38  enum { messageType = 'F' };
39 
40  /// Unique identifier of the market.
42 
43  /// Unique identifier of the order.
45 
46  /// Quote entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
48 
49  /// Can be used in conjunction with `DateTime` field for priority of
50  /// orders within same milliseconds time.
52 
53  /// This field can be used to get the time the trading engine received the
54  /// request that triggers this message. The format is nanoseconds since
55  /// Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
56  /// might be supported later. Note: This field could be set to different
57  /// values or `0` for some scenarios. Please refer to the FAQs for more
58  /// details.
60 
61  /// Default constructor.
62  DeleteOrder();
63 
64  /// Initialize from raw message data.
65  DeleteOrder(const char* data, size_t dataSize);
66 
67  /// Deserialize from raw data.
68  void deserialize(const char* data, size_t dataSize);
69 
70  /// Reset all fields to default values.
71  void reset();
72 
73  /// Returns string representation.
74  std::string toString() const;
75 };
76 
77 /// Make it printable using C++ I/O streams.
78 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const DeleteOrder&);
79 
80 }}}} // namespace MarketData, iMpact, ICE, OnixS
This class represents the Delete Order Message.
Definition: DeleteOrder.h:35
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.
OrderId orderId
Unique identifier of the order.
Definition: DeleteOrder.h:44
DateTime dateTime
Quote entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: DeleteOrder.h:47
MarketId marketId
Unique identifier of the market.
Definition: DeleteOrder.h:41
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