OnixS C++ SGX Titan OUCH Trading Handler  1.1.0
API documentation
OrderAccepted Struct Reference

#include <OnixS/SgxTitan/Trading/OUCH/Messages/OrderAccepted.h>

Collaboration diagram for OrderAccepted:

Public Member Functions

DateTime timestamp () const
 
StrRef orderToken () const
 
Binary4 orderBookId () const
 
Side::Enum side () const
 
Binary8 orderId () const
 
Binary8 quantity () const
 
BinaryPrice price () const
 
TimeInForce::Enum timeInForce () const
 
ReplaceOrderOpenClose::Enum openClose () const
 
StrRef clientAccount () const
 
OrderState::Enum orderState () const
 
StrRef customerInfo () const
 
StrRef exchangeInfo () const
 
Binary8 preTradeQuantity () const
 
Binary8 displayQuantity () const
 
Binary2 stpKey () const
 
OrderType::Enum orderType () const
 
StrRef reserved () const
 
 OrderAccepted (const void *data, MessageSize size)
 
- Public Member Functions inherited from BinaryMessage
InboundMessageTypes::Enum type () const
 
 BinaryMessage (const void *data, MessageSize size)
 
 BinaryMessage (const BinaryMessage &other)
 
const void * binary () const
 
MessageSize binarySize () const
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Attributes

static const MessageSize messageSize_ = 136
 

Additional Inherited Members

- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage >
FieldValue ordinary (BlockSize offset) const
 
const FieldValue & ordinaryStr (BlockSize offset) const
 
Enumeration::Enum enumeration (BlockSize offset) const
 
StrRef fixedStr (BlockSize offset) const
 

Detailed Description

Definition at line 34 of file OrderAccepted.h.

Constructor & Destructor Documentation

OrderAccepted ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 148 of file OrderAccepted.h.

Member Function Documentation

StrRef clientAccount ( ) const
inline

Mandatory in SGX-DT and validated in Matching Engine.

Definition at line 91 of file OrderAccepted.h.

StrRef customerInfo ( ) const
inline

Pass-thru field.

Definition at line 103 of file OrderAccepted.h.

Binary8 displayQuantity ( ) const
inline

The displayed quantity in case the order is a reserve order or zero if the order is not a reserve order.

Definition at line 121 of file OrderAccepted.h.

StrRef exchangeInfo ( ) const
inline

Pass-thru field.

Definition at line 109 of file OrderAccepted.h.

ReplaceOrderOpenClose::Enum openClose ( ) const
inline

Defines the position update for the account.

Definition at line 85 of file OrderAccepted.h.

Binary4 orderBookId ( ) const
inline

Order book ID.

Definition at line 49 of file OrderAccepted.h.

Binary8 orderId ( ) const
inline

The identifier assigned to the new order. Note that the number is only unique per Order book and side.

Definition at line 61 of file OrderAccepted.h.

OrderState::Enum orderState ( ) const
inline

Order State.

Definition at line 97 of file OrderAccepted.h.

StrRef orderToken ( ) const
inline

Order Token.

Definition at line 43 of file OrderAccepted.h.

OrderType::Enum orderType ( ) const
inline

OUCH Order Type.

Definition at line 133 of file OrderAccepted.h.

Binary8 preTradeQuantity ( ) const
inline

The pre-trade quantity.

Definition at line 115 of file OrderAccepted.h.

BinaryPrice price ( ) const
inline

Signed integer price.

Definition at line 73 of file OrderAccepted.h.

Binary8 quantity ( ) const
inline

Quantity currently open in the book.

Definition at line 67 of file OrderAccepted.h.

StrRef reserved ( ) const
inline

Reserved for future use.

Definition at line 139 of file OrderAccepted.h.

Side::Enum side ( ) const
inline

Side.

Definition at line 55 of file OrderAccepted.h.

Binary2 stpKey ( ) const
inline

The Self Trade Protection Key.

Definition at line 127 of file OrderAccepted.h.

TimeInForce::Enum timeInForce ( ) const
inline

Time In Force.

Definition at line 79 of file OrderAccepted.h.

DateTime timestamp ( ) const
inline

UNIX Time.

Definition at line 37 of file OrderAccepted.h.

Member Data Documentation

const MessageSize messageSize_ = 136
static

Total message size.

Definition at line 145 of file OrderAccepted.h.


The documentation for this struct was generated from the following file: