messages.hpp File Reference

#include "config.h"
#include "reject_codes.hpp"
#include "../common/messages.hpp"
#include "../common/ref_data.hpp"
#include "core/max_min.hpp"
#include <boost/mpl/assert.hpp>
#include <boost/mpl/deref.hpp>
#include <boost/mpl/max_element.hpp>
#include <boost/mpl/min_element.hpp>
#include <boost/mpl/placeholders.hpp>
#include <boost/mpl/sizeof.hpp>
#include <boost/mpl/transform_view.hpp>
#include <boost/mpl/vector.hpp>
#include <boost/variant/variant.hpp>
#include <iostream>
#include "messages_impl.hpp"

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Classes
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::logon_args_t
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::TransmissionComplete
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::Logon
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::LogonResponse
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::NewOrder
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderCancelRequestSpecific1
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderMassCancelRequestSpecific1
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderMassCancelRequestSpecific2
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderCancelReplaceRequest
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::NewOrderCross
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::ExecutionReport
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderCancelRejectSpecific
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderMassCancelReportSpecific
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::BusinessRejectSpecific
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderCancelRequest
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::MsgTypes

Namespaces
namespace	isimud
namespace	isimud::ISIMUD_VER_NAMESPACE
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests

Typedefs
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::CompID_t = std::array< char, 6 >
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::ExecutionID_t = std::array< char, 21 >
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::ExpireDateTime_t = std::array< char, 17 >
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::Password_t = std::array< char, 10 >
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::PasswordExpiry_t = std::int32_t
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::TraderMnemonic_t = std::array< char, 17 >
using	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::Segment_t = std::array< char, 6 >
using	Header_t = common::Header
using	logon_args_t = JSE::logon_args_t
using	RejectCode_t = mit_jse::reject_codes_enum
using	RejectCodes_t = std::underlying_type< RejectCode_t >::type
using	order_qty_t = std::int32_t
using	ref_data = common::ref_data

Enumerations
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::AdminMsgType::MissedMessageReport) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }

Functions
isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::TransmissionComplete common::Header	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::__attribute__ ((packed))
constexpr	TransmissionComplete (const common::Status s) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	TransmissionComplete (SrcMsg const &msg) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
constexpr	Logon (const logon_args_t::UserName_t &UN, const logon_args_t::Password_t &P, const logon_args_t::Password_t &NP) noexcept(true) FORCE_INLINE
constexpr	Logon (logon_args_t const &a) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	Logon (SrcMsg const &msg) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
	LogonResponse () noexcept(true) FORCE_INLINE
RejectCode_t	rejectCode () const noexcept(true) FORCE_INLINE
void	rejectCode (RejectCode_t const &rc) noexcept(true) FORCE_INLINE
constexpr __stdcall	NewOrder (std::int32_t, common::ClientOrderID_t const &clID, common::OrderType const oT, common::TIF const t, common::Side const s, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t p) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	NewOrder (SrcMsg const &msg, ref_data const &rd) noexcept(true) FORCE_INLINE
	Create a message from the source message. More...
common::SecurityID_t	instrumentID () const noexcept(true)
void	instrumentID (common::SecurityID_t i) noexcept(true)
order_qty_t	orderQty () const noexcept(true)
void	orderQty (order_qty_t i) noexcept(true)
common::OrderType	orderType () const noexcept(true)
void	orderType (common::OrderType i) noexcept(true)
common::Side	side () const noexcept(true)
void	side (common::Side i) noexcept(true)
common::ClientOrderID_t const &	clientOrderID () const noexcept(true)
void	clientOrderID (common::ClientOrderID_t const &clID) noexcept(true)
common::Price_t	limitPrice () const noexcept(true)
void	limitPrice (common::Price_t p) noexcept(true)
common::TIF	tif () const noexcept(true)
void	tif (common::TIF t) noexcept(true)
constexpr	OrderCancelRequestSpecific1 (common::SecurityID_t instID) noexcept(true) FORCE_INLINE
constexpr	OrderMassCancelRequestSpecific1 (common::SecurityID_t instID) noexcept(true) FORCE_INLINE
	OrderCancelReplaceRequest (common::ClientOrderID_t const &clID, common::ClientOrderID_t const &origclID, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t const p, common::TIF t, common::Side s) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	OrderCancelReplaceRequest (SrcMsg const &msg, ref_data const &rd) noexcept(true) FORCE_INLINE
	Create a message from the source message. More...
common::ClientOrderID_t const &	originalClientOrderID () const noexcept(true)
void	originalClientOrderID (common::ClientOrderID_t const &clID) noexcept(true)
constexpr	NewOrderCross (common::ClientOrderID_t const &origclID, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t const p, common::TIF t) noexcept(true) FORCE_INLINE
	ExecutionReport () noexcept(true) FORCE_INLINE
constexpr	ExecutionReport (std::int32_t seqNum, common::ClientOrderID_t const &clID, common::AppID aID, common::ExecType eT, common::Price_t const price, common::SecurityID_t instID, common::Side s) noexcept(true) FORCE_INLINE
common::ExecType	execType () const noexcept(true)
void	execType (common::ExecType e) noexcept(true)
common::Price_t	executedPrice () const noexcept(true)
void	executedPrice (common::Price_t p) noexcept(true)
common::OrderStatus	orderStatus () const noexcept(true)
void	orderStatus (common::OrderStatus os) noexcept(true)
int32_t	executedQty () const noexcept(true)
void	executedQty (std::int32_t eq) noexcept(true)
int32_t	leavesQty () const noexcept(true)
void	leavesQty (std::int32_t eq) noexcept(true)
RejectCode_t	orderRejectCode () const noexcept(true)
void	orderRejectCode (RejectCode_t r) noexcept(true)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_size_client_to_exchange_msg)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_size_exchange_to_client_msg)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_msg_size)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::LogonRequest),==, 30)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::LogonReply),==, 12)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::LogoutRequest),==, 24)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::ClientHeartbeat),==, 4)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Reject),==, 59)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::MissedMessageRequest),==, 9)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::MissedMessageRequestAck),==, 5)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::TransmissionComplete),==, 5)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::SystemStatus),==, 6)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::NewOrder_t),==, 108)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelRequest),==, 88)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderMassCancelRequest),==, 37)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelReplaceRequest),==, 136)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::NewOrderCross),==, 139)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::ExecutionReport),==, 149)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelReject),==, 54)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderMassCancelReport),==, 43)
	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::BusinessReject),==, 54)

Variables
const common::Status	status
const logon_args_t::UserName_t	userName
const logon_args_t::Password_t	password
const logon_args_t::Password_t	newPassword
RejectCode_t	rejectCode_
PasswordExpiry_t	passwordExpiry
common::ClientOrderID_t	clientOrderID_
common::SecurityID_t	instrumentID_
TraderMnemonic_t	traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}
common::Account_t	account {"\0\0\0\0\0\0\0\0\0"}
common::OrderType	orderType_ {}
common::TIF	tif_
ExpireDateTime_t	expireDateTime {}
common::Side	side_
order_qty_t	orderQty_
order_qty_t	displayQty {}
order_qty_t	minimumQty {}
common::Price_t	limitPrice_
common::Price_t	stoppedPrice =0
common::Capacity	capacity =common::Capacity::Principal
const common::AutoCancel	cancelOnDisconnect =common::AutoCancel::Cancel
const common::OrderBook	orderBook =common::OrderBook::Regular
common::ExecutionInstruction	executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders
common::OrderSubType	orderSubType =common::OrderSubType::Order
Segment_t	segment
common::TargetBook	targetBook =common::TargetBook::DarkMidpointOrderBook
common::ClientOrderID_t	originalClientOrderID_
common::OrderID_t	orderID {}
common::CrossID_t	crossID {}
const common::CrossType	crossType =common::CrossType::InternalCross
common::ClientOrderID_t	buySideClientOrderID
common::Capacity	buySideCapacity {}
TraderMnemonic_t	buySideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}
common::Account_t	buySideccount {"\0\0\0\0\0\0\0\0\0"}
common::ClientOrderID_t	sellSideClientOrderID {}
common::Capacity	sellSideCapacity {}
TraderMnemonic_t	sellSideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}
common::Account_t	sellSideAccount {"\0\0\0\0\0\0\0\0\0"}
common::AppID	partitionID
std::int32_t	sequenceNumber
ExecutionID_t	executionID {}
common::ExecType	execType_
common::OrderStatus	orderStatus_ {}
RejectCode_t	orderRejectCode_ {}
common::Price_t	executedPrice_
order_qty_t	executedQty_ {}
order_qty_t	leavesQty_ {}
common::Container	container_ {}
common::IsMarketOpsRequest	isMarketOpsRequest {}
common::TransactTime_t	transactTime {}
common::ExecInstruction	execInstuction_ {}
common::CrossID_t	crossID_ {}
common::CrossType	crossType_ {}
RejectCode_t	cancelRejectReason_
isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::OrderCancelRequest	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::__attribute__

Typedef Documentation

Header_t

using Header_t = common::Header

Definition at line 0 of file messages.hpp.

logon_args_t

using logon_args_t = JSE::logon_args_t

Definition at line 1 of file messages.hpp.

order_qty_t

using order_qty_t = std::int32_t

Definition at line 7 of file messages.hpp.

ref_data

typedef common::ref_data ref_data

Definition at line 8 of file messages.hpp.

RejectCode_t

using RejectCode_t = mit_jse::reject_codes_enum

Definition at line 1 of file messages.hpp.

RejectCodes_t

using RejectCodes_t = std::underlying_type<RejectCode_t>::type

Definition at line 2 of file messages.hpp.

Enumeration Type Documentation

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 6 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 6 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

Function Documentation

clientOrderID() [1/2]

common::ClientOrderID_t const& __attribute__::clientOrderID ( ) const

constexprnoexcept

Definition at line 68 of file messages.hpp.

clientOrderID() [2/2]

void __attribute__::clientOrderID ( common::ClientOrderID_t const &  clID )

noexcept

Definition at line 71 of file messages.hpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::MissedMessageReport, and isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::JSE::TransmissionComplete::static_type.

execType() [1/2]

common::ExecType __attribute__::execType ( ) const

noexcept

Definition at line 36 of file messages.hpp.

execType() [2/2]

void __attribute__::execType ( common::ExecType  e )

noexcept

Definition at line 39 of file messages.hpp.

executedPrice() [1/2]

common::Price_t __attribute__::executedPrice ( ) const

noexcept

Definition at line 57 of file messages.hpp.

executedPrice() [2/2]

void __attribute__::executedPrice ( common::Price_t  p )

noexcept

Definition at line 60 of file messages.hpp.

executedQty() [1/2]

int32_t __attribute__::executedQty ( ) const

noexcept

Definition at line 71 of file messages.hpp.

executedQty() [2/2]

void __attribute__::executedQty ( std::int32_t  eq )

noexcept

Definition at line 74 of file messages.hpp.

ExecutionReport() [1/2]

__attribute__::ExecutionReport ( )

noexcept

ExecutionReport() [2/2]

constexpr __attribute__::ExecutionReport ( std::int32_t  seqNum, common::ClientOrderID_t const &  clID, common::AppID  aID, common::ExecType  eT, common::Price_t const  price, common::SecurityID_t  instID, common::Side  s  )

constexprnoexcept

instrumentID() [1/2]

common::SecurityID_t __attribute__::instrumentID ( ) const

constexprnoexcept

Definition at line 40 of file messages.hpp.

instrumentID() [2/2]

void __attribute__::instrumentID ( common::SecurityID_t  i )

noexcept

Definition at line 43 of file messages.hpp.

leavesQty() [1/2]

int32_t __attribute__::leavesQty ( ) const

noexcept

Definition at line 78 of file messages.hpp.

leavesQty() [2/2]

void __attribute__::leavesQty ( std::int32_t  eq )

noexcept

Definition at line 81 of file messages.hpp.

limitPrice() [1/2]

common::Price_t __attribute__::limitPrice ( ) const

constexprnoexcept

Definition at line 75 of file messages.hpp.

limitPrice() [2/2]

void limitPrice ( common::Price_t  p )

noexcept

Definition at line 78 of file messages.hpp.

Logon() [1/3]

constexpr __attribute__::Logon ( const logon_args_t::UserName_t &  UN, const logon_args_t::Password_t &  P, const logon_args_t::Password_t &  NP  )

constexprnoexcept

Logon() [2/3]

constexpr __attribute__::Logon ( logon_args_t const &  a )

explicitconstexprnoexcept

Logon() [3/3]

template<class SrcMsg >

__stdcall __attribute__::Logon ( SrcMsg const &  msg )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

LogonResponse()

__attribute__::LogonResponse ( )

noexcept

NewOrder() [1/2]

template<class SrcMsg >

__stdcall __attribute__::NewOrder ( SrcMsg const &  msg, ref_data const &  rd  )

noexcept

Create a message from the source message.

If a linker error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

NewOrder() [2/2]

constexpr __stdcall __attribute__::NewOrder ( std::int32_t  , common::ClientOrderID_t const &  clID, common::OrderType const  oT, common::TIF const  t, common::Side const  s, common::SecurityID_t  instID, order_qty_t  ordQty, common::Price_t  p  )

constexprnoexcept

NewOrderCross()

constexpr __attribute__::NewOrderCross ( common::ClientOrderID_t const &  origclID, common::SecurityID_t  instID, order_qty_t  ordQty, common::Price_t const  p, common::TIF  t  )

constexprnoexcept

OrderCancelReplaceRequest() [1/2]

__attribute__::OrderCancelReplaceRequest ( common::ClientOrderID_t const &  clID, common::ClientOrderID_t const &  origclID, common::SecurityID_t  instID, order_qty_t  ordQty, common::Price_t const  p, common::TIF  t, common::Side  s  )

noexcept

OrderCancelReplaceRequest() [2/2]

template<class SrcMsg >

__stdcall __attribute__::OrderCancelReplaceRequest ( SrcMsg const &  msg, ref_data const &  rd  )

noexcept

Create a message from the source message.

If a linker error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

OrderCancelRequestSpecific1()

constexpr __attribute__::OrderCancelRequestSpecific1 ( common::SecurityID_t  instID )

explicitconstexprnoexcept

Definition at line 3 of file messages.hpp.

OrderMassCancelRequestSpecific1()

constexpr __attribute__::OrderMassCancelRequestSpecific1 ( common::SecurityID_t  instID )

explicitconstexprnoexcept

Definition at line 3 of file messages.hpp.

orderQty() [1/2]

order_qty_t __attribute__::orderQty ( ) const

constexprnoexcept

Definition at line 47 of file messages.hpp.

orderQty() [2/2]

void __attribute__::orderQty ( order_qty_t  i )

noexcept

Definition at line 50 of file messages.hpp.

orderRejectCode() [1/2]

RejectCode_t __attribute__::orderRejectCode ( ) const

noexcept

Definition at line 92 of file messages.hpp.

orderRejectCode() [2/2]

void __attribute__::orderRejectCode ( RejectCode_t  r )

noexcept

Definition at line 95 of file messages.hpp.

orderStatus() [1/2]

common::OrderStatus __attribute__::orderStatus ( ) const

noexcept

Definition at line 64 of file messages.hpp.

orderStatus() [2/2]

void __attribute__::orderStatus ( common::OrderStatus  os )

noexcept

Definition at line 67 of file messages.hpp.

orderType() [1/2]

common::OrderType __attribute__::orderType ( ) const

noexcept

Definition at line 54 of file messages.hpp.

orderType() [2/2]

void __attribute__::orderType ( common::OrderType  i )

noexcept

Definition at line 57 of file messages.hpp.

originalClientOrderID() [1/2]

common::ClientOrderID_t const& __attribute__::originalClientOrderID ( ) const

noexcept

Definition at line 52 of file messages.hpp.

originalClientOrderID() [2/2]

void __attribute__::originalClientOrderID ( common::ClientOrderID_t const &  clID )

noexcept

Definition at line 55 of file messages.hpp.

rejectCode() [1/2]

RejectCode_t __attribute__::rejectCode ( ) const

noexcept

Definition at line 21 of file messages.hpp.

rejectCode() [2/2]

void __attribute__::rejectCode ( RejectCode_t const &  rc )

noexcept

Definition at line 24 of file messages.hpp.

side() [1/2]

common::Side __attribute__::side ( ) const

constexprnoexcept

Definition at line 61 of file messages.hpp.

side() [2/2]

void __attribute__::side ( common::Side  i )

noexcept

Definition at line 64 of file messages.hpp.

tif() [1/2]

common::TIF __attribute__::tif ( ) const

noexcept

Definition at line 82 of file messages.hpp.

tif() [2/2]

void __attribute__::tif ( common::TIF  t )

noexcept

Definition at line 85 of file messages.hpp.

TransmissionComplete() [1/2]

constexpr __attribute__::TransmissionComplete ( const common::Status  s )

explicitconstexprnoexcept

TransmissionComplete() [2/2]

template<class SrcMsg >

__stdcall __attribute__::TransmissionComplete ( SrcMsg const &  msg )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

Variable Documentation

account

common::Account_t account {"\0\0\0\0\0\0\0\0\0"}

Definition at line 13 of file messages.hpp.

buySideCapacity

common::Capacity buySideCapacity {}

Definition at line 12 of file messages.hpp.

buySideccount

common::Account_t buySideccount {"\0\0\0\0\0\0\0\0\0"}

Definition at line 14 of file messages.hpp.

buySideClientOrderID

common::ClientOrderID_t buySideClientOrderID

Definition at line 11 of file messages.hpp.

buySideTraderMnemonic

TraderMnemonic_t buySideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 13 of file messages.hpp.

cancelOnDisconnect

const common::AutoCancel cancelOnDisconnect =common::AutoCancel::Cancel

Definition at line 24 of file messages.hpp.

cancelRejectReason_

RejectCode_t cancelRejectReason_

Definition at line 4 of file messages.hpp.

capacity

common::Capacity capacity =common::Capacity::Principal

Definition at line 23 of file messages.hpp.

clientOrderID_

common::ClientOrderID_t clientOrderID_

Definition at line 10 of file messages.hpp.

container_

common::Container container_ {}

Definition at line 21 of file messages.hpp.

crossID

common::CrossID_t crossID {}

Definition at line 9 of file messages.hpp.

crossID_

common::CrossID_t crossID_ {}

Definition at line 30 of file messages.hpp.

crossType

const common::CrossType crossType =common::CrossType::InternalCross

Definition at line 10 of file messages.hpp.

crossType_

common::CrossType crossType_ {}

Definition at line 31 of file messages.hpp.

displayQty

order_qty_t displayQty {}

Definition at line 19 of file messages.hpp.

execInstuction_

common::ExecInstruction execInstuction_ {}

Definition at line 29 of file messages.hpp.

execType_

common::ExecType execType_

Definition at line 15 of file messages.hpp.

executedPrice_

common::Price_t executedPrice_

Definition at line 18 of file messages.hpp.

executedQty_

order_qty_t executedQty_ {}

Definition at line 19 of file messages.hpp.

executionID

ExecutionID_t executionID {}

Definition at line 12 of file messages.hpp.

executionInstruction

common::ExecutionInstruction executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders

Definition at line 26 of file messages.hpp.

expireDateTime

ExpireDateTime_t expireDateTime {}

Definition at line 16 of file messages.hpp.

instrumentID_

common::SecurityID_t instrumentID_

Definition at line 11 of file messages.hpp.

isMarketOpsRequest

common::IsMarketOpsRequest isMarketOpsRequest {}

Definition at line 26 of file messages.hpp.

leavesQty_

order_qty_t leavesQty_ {}

Definition at line 20 of file messages.hpp.

limitPrice_

common::Price_t limitPrice_

Definition at line 21 of file messages.hpp.

minimumQty

order_qty_t minimumQty {}

Definition at line 20 of file messages.hpp.

newPassword

const logon_args_t::Password_t newPassword

Definition at line 12 of file messages.hpp.

orderBook

const common::OrderBook orderBook =common::OrderBook::Regular

Definition at line 25 of file messages.hpp.

orderID

common::OrderID_t orderID {}

Definition at line 12 of file messages.hpp.

orderQty_

order_qty_t orderQty_

Definition at line 18 of file messages.hpp.

orderRejectCode_

RejectCode_t orderRejectCode_ {}

Definition at line 17 of file messages.hpp.

orderStatus_

common::OrderStatus orderStatus_ {}

Definition at line 16 of file messages.hpp.

orderSubType

common::OrderSubType orderSubType =common::OrderSubType::Order

Definition at line 27 of file messages.hpp.

orderType_

common::OrderType orderType_ {}

Definition at line 14 of file messages.hpp.

originalClientOrderID_

common::ClientOrderID_t originalClientOrderID_

Definition at line 11 of file messages.hpp.

partitionID

common::AppID partitionID

Definition at line 10 of file messages.hpp.

password

const logon_args_t::Password_t password

Definition at line 11 of file messages.hpp.

passwordExpiry

PasswordExpiry_t passwordExpiry

Definition at line 17 of file messages.hpp.

rejectCode_

RejectCode_t rejectCode_

Definition at line 16 of file messages.hpp.

segment

Segment_t segment

Definition at line 1 of file messages.hpp.

sellSideAccount

common::Account_t sellSideAccount {"\0\0\0\0\0\0\0\0\0"}

Definition at line 18 of file messages.hpp.

sellSideCapacity

common::Capacity sellSideCapacity {}

Definition at line 16 of file messages.hpp.

sellSideClientOrderID

common::ClientOrderID_t sellSideClientOrderID {}

Definition at line 15 of file messages.hpp.

sellSideTraderMnemonic

TraderMnemonic_t sellSideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 17 of file messages.hpp.

sequenceNumber

std::int32_t sequenceNumber

Definition at line 11 of file messages.hpp.

side_

common::Side side_

Definition at line 17 of file messages.hpp.

status

const common::Status status

Definition at line 8 of file messages.hpp.

stoppedPrice

common::Price_t stoppedPrice =0

Definition at line 22 of file messages.hpp.

targetBook

common::TargetBook targetBook =common::TargetBook::DarkMidpointOrderBook

Definition at line 0 of file messages.hpp.

tif_

common::TIF tif_

Definition at line 15 of file messages.hpp.

traderMnemonic

TraderMnemonic_t traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 12 of file messages.hpp.

transactTime

common::TransactTime_t transactTime {}

Definition at line 27 of file messages.hpp.

userName

const logon_args_t::UserName_t userName

Definition at line 10 of file messages.hpp.