#define ONIXS_LSE_GTP_NOTHROW
#define ONIXS_LSE_GTP_CONST_OR_CONSTEXPR
FieldValue ordinary(MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
BinaryMessage() ONIXS_LSE_GTP_NOTHROW
Initializes blank instance referencing to nothing.
ONIXS_LSE_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
FixedPointDecimal< UInt64, IntegralConstant< Int8, -8 > > Size
Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
UInt16 MessageSize
Aliases message length type.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price
Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
ONIXS_LSE_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
UInt16 splits() const ONIXS_LSE_GTP_NOTHROW
Number of orders at this price point.
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
static void validateSize(MessageSize size)
Check the given size.
Price price() const ONIXS_LSE_GTP_NOTHROW
Limit price of the order. Implied price if instrument trades in yield.
Size size() const ONIXS_LSE_GTP_NOTHROW
Displayed size of the order.
AddOrderShortMBPMsg(const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Initializes instance over given memory block.