DeleteOrder.h

Go to the documentation of this file.

/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::DeleteOrder` message structure
 */
/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * This software owned by Onix Solutions Limited and is protected by copyright law
 * and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
 * Services Agreement (the Agreement) and Customer end user license agreements granting
 * a non-assignable, non-transferable and non-exclusive license to use the software
 * for it's own data processing purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
 * of this source code or associated reference material to any other location for further reproduction
 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "../Export.h"
#include "../Types.h"

#include <iosfwd>
#include <string>

namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

/// This class represents the Delete Order Message.
struct ONIXS_ICEMDH_EXPORT DeleteOrder
{
    /// Message type constant
    enum
    {
        messageType = 'F'
    };

    /// Unique identifier of the market.
    MarketId marketId;

    /// Unique identifier of the order.
    OrderId orderId;

    /// Quote entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
    DateTime dateTime;

    /// Can be used in conjunction with `DateTime` field for priority of
    /// orders within same milliseconds time.
    int sequenceWithinMillis;

    /// This field can be used to get the time the trading engine received the
    /// request that triggers this message. The format is nanoseconds since
    /// Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
    /// might be supported later. Note: This field could be set to different
    /// values or `0` for some scenarios. Please refer to the FAQs for more
    /// details.
    DateTime requestTradingEngineReceivedTimestamp;

    /// Default constructor.
    DeleteOrder();

    /// Initialize from raw message data.
    DeleteOrder(const char* data, std::size_t dataSize);

    /// Deserialize from raw data.
    void deserialize(const char* data, std::size_t dataSize);

    /// Reset all fields to default values.
    void reset();

    /// Returns string representation.
    std::string toString() const;
};

/// Make it printable using C++ I/O streams.
ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const DeleteOrder&);

}}}} // namespace OnixS::ICE::iMpact::MarketData