OnixS C++ LSE GTP Market Data Handler 1.0.6
API documentation
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OrderBookClear.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace LSE {
32namespace MarketData {
33namespace GTP {
34
37 {
39 UDT timestamp() const
41 {
42 return ordinary<UDT>(3);
43 }
44
51
53 UInt64 instrument() const
55 {
56 return ordinary<UInt64>(13);
57 }
58
65
68
70 static void validateSize(MessageSize size)
71 {
72 if(size != messageSize_)
73 throwIncorrectSize("OrderBookClear", size, messageSize_);
74 }
75
77 OrderBookClearMsg(const void* data, MessageSize size)
79 : BinaryMessage(data, size)
80 {
81 }
82 };
83
85 ONIXS_LSE_GTP_API void toStr(std::string&, const OrderBookClearMsg&);
86
88 inline std::string toStr(const OrderBookClearMsg& msg)
89 {
90 std::string str;
91 toStr(str, msg);
92 return str;
93 }
94
95}
96}
97}
98}
#define ONIXS_LSE_GTP_NOTHROW
Definition Compiler.h:118
#define ONIXS_LSE_GTP_CONST_OR_CONSTEXPR
Definition Compiler.h:121
Enumeration::Enum enumeration(MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
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)
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,...
Definition Defines.h:94
UInt16 MessageSize
Aliases message length type.
Definition Defines.h:141
ONIXS_LSE_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
UDT timestamp() const ONIXS_LSE_GTP_NOTHROW
Time the message was generated.
OrderBookType::Enum orderBookType() const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum sourceVenue() const ONIXS_LSE_GTP_NOTHROW
Venue from which market data is received for the instrument.
OrderBookClearMsg(const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Initializes instance over given memory block.
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
UInt64 instrument() const ONIXS_LSE_GTP_NOTHROW
GTP Instrument identifier.
static void validateSize(MessageSize size)
Check the given size.