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

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

Collaboration diagram for OrderReplaced:

Public Member Functions

DateTime timestamp () const
StrRef replacementOrderToken () const
StrRef previousOrderToken () 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
StrRef reserved () const
 OrderReplaced (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_ = 148

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 OrderReplaced.h.

Constructor & Destructor Documentation

OrderReplaced ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 148 of file OrderReplaced.h.

Member Function Documentation

StrRef clientAccount ( ) const

Mandatory in SGX-DT and validated in Matching Engine.

Definition at line 97 of file OrderReplaced.h.

StrRef customerInfo ( ) const

Pass-thru field.

Definition at line 109 of file OrderReplaced.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 127 of file OrderReplaced.h.

StrRef exchangeInfo ( ) const

Pass-thru field.

Definition at line 115 of file OrderReplaced.h.

ReplaceOrderOpenClose::Enum openClose ( ) const

Defines the position update for the account.

Definition at line 91 of file OrderReplaced.h.

Binary4 orderBookId ( ) const

Order book ID.

Definition at line 55 of file OrderReplaced.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 67 of file OrderReplaced.h.

OrderState::Enum orderState ( ) const

Definition at line 103 of file OrderReplaced.h.

Binary8 preTradeQuantity ( ) const

Pre Trade Quantity.

Definition at line 121 of file OrderReplaced.h.

StrRef previousOrderToken ( ) const


Definition at line 49 of file OrderReplaced.h.

BinaryPrice price ( ) const

Signed integer price.

Definition at line 79 of file OrderReplaced.h.

Binary8 quantity ( ) const

Quantity currently open in the book.

Definition at line 73 of file OrderReplaced.h.

StrRef replacementOrderToken ( ) const


Definition at line 43 of file OrderReplaced.h.

StrRef reserved ( ) const

Reserved for future use.

Definition at line 139 of file OrderReplaced.h.

Side::Enum side ( ) const


Definition at line 61 of file OrderReplaced.h.

Binary2 stpKey ( ) const

The Self Trade Protection Key.

Definition at line 133 of file OrderReplaced.h.

TimeInForce::Enum timeInForce ( ) const

Time In Force.

Definition at line 85 of file OrderReplaced.h.

DateTime timestamp ( ) const

UNIX Time.

Definition at line 37 of file OrderReplaced.h.

Member Data Documentation

const MessageSize messageSize_ = 148

Total message size.

Definition at line 145 of file OrderReplaced.h.

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