#include <AddModifyOrder.h>
Public Types | |
| enum | |
Public Member Functions | |
| AddModifyOrder () | |
| AddModifyOrder (const char *data, std::size_t dataSize) | |
| void | deserialize (const char *data, std::size_t dataSize) |
| void | reset () |
| std::string | toString () const |
Definition at line 36 of file AddModifyOrder.h.
| anonymous enum |
| AddModifyOrder | ( | ) |
Default constructor.
| AddModifyOrder | ( | const char * | data, |
| std::size_t | dataSize ) |
Initializes from raw message data.
| void deserialize | ( | const char * | data, |
| std::size_t | dataSize ) |
Deserializes from raw data.
| void reset | ( | ) |
Reset all fields to default values.
| std::string toString | ( | ) | const |
Returns string representation.
| AddModifyOrderExtraFlags::Enum extraFlags |
Least significant bit (bit 0), IsModifyOrder: indicates modification of an existing order when set to 1. Bits 1 through 7 are reserved for future use. For backward compatibility, clients should read each flag bit individually. Otherwise problems might occur once bits 1 through 7 are utilized.
Definition at line 81 of file AddModifyOrder.h.
| bool isImplied |
Indicates whether this is an implied order.
Definition at line 66 of file AddModifyOrder.h.
| bool isRFQ |
Indicates whether this is an RFQ. Clients should filter the order when RFQs are not of interest.
Definition at line 70 of file AddModifyOrder.h.
| MarketId marketId |
Unique identifier of the market.
Definition at line 45 of file AddModifyOrder.h.
| DateTime modificationTimestamp |
This field can be used to get the order modification time. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.
Definition at line 90 of file AddModifyOrder.h.
| DateTime orderEntryDateTime |
Order entry date and time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition at line 74 of file AddModifyOrder.h.
| OrderId orderId |
Unique identifier of the order.
Definition at line 48 of file AddModifyOrder.h.
| short orderSequenceId |
Sequence ID of the order. When an order is modified, this counter is incremented while OrderID remains the same. It is retained for legacy reasons and can be ignored.
Definition at line 53 of file AddModifyOrder.h.
| Price price |
Price of the bid/offer. OrderPriceDenominator for the market should be applied to get the real price.
Definition at line 60 of file AddModifyOrder.h.
| int quantity |
Quantity.
Definition at line 63 of file AddModifyOrder.h.
| DateTime requestTradingEngineReceivedTimestamp |
This field can be used to get the time at which the trading engine received the request that triggered 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 may be set to different values or to 0 in some scenarios. Please refer to the FAQs for more details.
Definition at line 98 of file AddModifyOrder.h.
| int sequenceWithinMillis |
Can be used in conjunction with the OrderEntryDateTime field to prioritize orders within the same millisecond.
Definition at line 85 of file AddModifyOrder.h.
| Side::Enum side |
Indicates whether the order is a bid or an offer.
Definition at line 56 of file AddModifyOrder.h.
