OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
MarketSnapshotOrder.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder` 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 Market Snapshot Order Message.
36 struct ONIXS_ICEMDH_EXPORT MarketSnapshotOrder
37 {
38  /// Message type constant
39  enum { messageType = 'D' };
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  /// Can be used in conjunction with `OrderEntryDateTime` field for
73  /// priority of orders within same milliseconds time.
75 
76  /// Default constructor.
78 
79  /// Initialize from raw message data.
80  MarketSnapshotOrder(const char* data, size_t dataSize);
81 
82  /// Deserialize from raw data.
83  void deserialize(const char* data, size_t dataSize);
84 
85  /// Reset all fields to default values.
86  void reset();
87 
88  /// Returns string representation.
89  std::string toString() const;
90 };
91 
92 /// Make it printable using C++ I/O streams.
93 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSnapshotOrder&);
94 
95 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
MarketId marketId
Unique identifier of the market.
This class represents the Market Snapshot Order Message.
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.
Side::Enum side
Tells whether order represents bid or offer.
OrderId orderId
Unique identifier of the order.
long long OrderId
Alias for order identifiers type.
Definition: Types.h:42
DateTime orderEntryDateTime
Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
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
bool isImplied
Indicate if this is an implied order or not.