OrderReplaced Struct Reference

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

Collaboration diagram for OrderReplaced:

Public Member Functions
DateTime	timestamp () const
StrRef	replacementOrderToken () const throw ()
StrRef	previousOrderToken () const throw ()
Binary4	orderBookId () const throw ()
Side::Enum	side () const throw ()
Binary8	orderId () const throw ()
Binary8	quantity () const throw ()
BinaryPrice	price () const throw ()
TimeInForce::Enum	timeInForce () const throw ()
ReplaceOrderOpenClose::Enum	openClose () const throw ()
StrRef	clientAccount () const throw ()
OrderState::Enum	orderState () const throw ()
StrRef	customerInfo () const throw ()
StrRef	exchangeInfo () const throw ()
Binary8	preTradeQuantity () const throw ()
Binary8	displayQuantity () const throw ()
Binary2	stpKey () const throw ()
StrRef	reserved () const throw ()
	OrderReplaced (const void *data, MessageSize size) throw ()
Public Member Functions inherited from IncomingMessage
	IncomingMessage (const void *data, MessageSize size) throw ()
InboundMessageTypes::Enum	type () const throw ()
Public Member Functions inherited from BinaryMessage< BigEndianConverter >
	BinaryMessage (const void *data, MessageSize size) throw ()
ONIXS_SGX_OUCH_CONSTEXPR	BinaryMessage (const BinaryMessage &other) throw ()
const void *	binary () const throw ()
MessageSize	binarySize () const throw ()
BinaryMessage &	operator= (const BinaryMessage &other) throw ()

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static const MessageSize	messageSize_ = 148

Additional Inherited Members
Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue	ordinary (BlockSize offset) const throw ()
const FieldValue &	ordinaryRef (BlockSize offset) const throw ()
Enumeration::Enum	enumeration (BlockSize offset) const throw ()
StrRef	fixedStr (BlockSize offset) const throw ()

Detailed Description

This message acknowledges the receipt and acceptance of a valid Replace Order Message.

Definition at line 29 of file OrderReplaced.h.

Constructor & Destructor Documentation

OrderReplaced ( const void *  data, MessageSize  size  ) throw ( )

inline

Initializes instance over given memory block.

Definition at line 172 of file OrderReplaced.h.

Member Function Documentation

StrRef clientAccount ( ) const throw ( )

inline

Mandatory in SGX-DT and validated in Matching Engine

Definition at line 104 of file OrderReplaced.h.

StrRef customerInfo ( ) const throw ( )

inline

Pass-thru field.

Definition at line 118 of file OrderReplaced.h.

Binary8 displayQuantity ( ) const throw ( )

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 141 of file OrderReplaced.h.

StrRef exchangeInfo ( ) const throw ( )

inline

Pass-thru field.

Definition at line 125 of file OrderReplaced.h.

ReplaceOrderOpenClose::Enum openClose ( ) const throw ( )

inline

Defines the position update for the account.

Definition at line 96 of file OrderReplaced.h.

Binary4 orderBookId ( ) const throw ( )

inline

Order book ID.

Definition at line 52 of file OrderReplaced.h.

Binary8 orderId ( ) const throw ( )

inline

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

Definition at line 68 of file OrderReplaced.h.

OrderState::Enum orderState ( ) const throw ( )

inline

Definition at line 111 of file OrderReplaced.h.

Binary8 preTradeQuantity ( ) const throw ( )

inline

Pre Trade Quantity.

Definition at line 132 of file OrderReplaced.h.

StrRef previousOrderToken ( ) const throw ( )

inline

OrderToken.

Definition at line 45 of file OrderReplaced.h.

BinaryPrice price ( ) const throw ( )

inline

Signed integer price.

Definition at line 82 of file OrderReplaced.h.

Binary8 quantity ( ) const throw ( )

inline

Quantity currently open in the book.

Definition at line 75 of file OrderReplaced.h.

StrRef replacementOrderToken ( ) const throw ( )

inline

OrderToken.

Definition at line 38 of file OrderReplaced.h.

StrRef reserved ( ) const throw ( )

inline

Reserved for future use.

Definition at line 155 of file OrderReplaced.h.

Side::Enum side ( ) const throw ( )

inline

Side.

Definition at line 59 of file OrderReplaced.h.

Binary2 stpKey ( ) const throw ( )

inline

The Self Trade Protection Key.

Definition at line 148 of file OrderReplaced.h.

TimeInForce::Enum timeInForce ( ) const throw ( )

inline

Time In Force.

Definition at line 89 of file OrderReplaced.h.

DateTime timestamp ( ) const

inline

UNIX Time.

Definition at line 32 of file OrderReplaced.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 165 of file OrderReplaced.h.

Member Data Documentation

const MessageSize messageSize_ = 148

static

Total message size.

Definition at line 162 of file OrderReplaced.h.

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

• include/OnixS/SgxTitan/Trading/OUCH/Messages/OrderReplaced.h