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 

Initializes instance over given memory block.

Definition at line 148 of file OrderAccepted.h.

Member Function Documentation

StrRef clientAccount ( ) const

Mandatory in SGX-DT and validated in Matching Engine.

Definition at line 91 of file OrderAccepted.h.

StrRef customerInfo ( ) const

Pass-thru field.

Definition at line 103 of file OrderAccepted.h.

Binary8 displayQuantity ( ) const

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

Pass-thru field.

Definition at line 109 of file OrderAccepted.h.

ReplaceOrderOpenClose::Enum openClose ( ) const

Defines the position update for the account.

Definition at line 85 of file OrderAccepted.h.

Binary4 orderBookId ( ) const

Order book ID.

Definition at line 49 of file OrderAccepted.h.

Binary8 orderId ( ) const

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

Order State.

Definition at line 97 of file OrderAccepted.h.

StrRef orderToken ( ) const

Order Token.

Definition at line 43 of file OrderAccepted.h.

OrderType::Enum orderType ( ) const

OUCH Order Type.

Definition at line 133 of file OrderAccepted.h.

Binary8 preTradeQuantity ( ) const

The pre-trade quantity.

Definition at line 115 of file OrderAccepted.h.

BinaryPrice price ( ) const

Signed integer price.

Definition at line 73 of file OrderAccepted.h.

Binary8 quantity ( ) const

Quantity currently open in the book.

Definition at line 67 of file OrderAccepted.h.

StrRef reserved ( ) const

Reserved for future use.

Definition at line 139 of file OrderAccepted.h.

Side::Enum side ( ) const


Definition at line 55 of file OrderAccepted.h.

Binary2 stpKey ( ) const

The Self Trade Protection Key.

Definition at line 127 of file OrderAccepted.h.

TimeInForce::Enum timeInForce ( ) const

Time In Force.

Definition at line 79 of file OrderAccepted.h.

DateTime timestamp ( ) const

UNIX Time.

Definition at line 37 of file OrderAccepted.h.

Member Data Documentation

const MessageSize messageSize_ = 136

Total message size.

Definition at line 145 of file OrderAccepted.h.

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