#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"

Include dependency graph for messages.hpp:

This graph shows which files directly or indirectly include this file:

Classes
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::NewOrderSpecific1

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::NewOrderSpecific2

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::NewOrderSpecific3

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::OrderCancelReplaceRequestSpecific

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::ExecutionReportSpecific1

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::ExecutionReportSpecific2

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::OrderMassCancelRequestSpecific1

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::LogonReply

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::NewOrder

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::OrderCancelReplaceRequest

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::OrderCancelRequest

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::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::OSLO

namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests

Typedefs
using	order_qty_t = std::uint64_t

using	RejectCode_t = mit_oslo::reject_codes_enum

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

using	base_t = common::NewOrder< NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3 >

using	ref_data = common::ref_data

Functions
struct isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::NewOrderSpecific1	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::__attribute__ ((packed))

constexpr	NewOrderSpecific1 (common::SecurityID_t instID) noexcept(true) FORCE_INLINE

common::SecurityID_t	instrumentID () const noexcept(true)

void	instrumentID (common::SecurityID_t i) noexcept(true)

constexpr	NewOrderSpecific2 (order_qty_t ordQty) noexcept(true) FORCE_INLINE

order_qty_t	orderQty () const noexcept(true)

void	orderQty (order_qty_t i) noexcept(true)

common::PassiveOnlyOrder FORCE_INLINE	passiveOnlyOrder () const noexcept(true)

void FORCE_INLINE	passiveOnlyOrder (common::PassiveOnlyOrder poo) noexcept(true)

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

template<class SrcMsg >
__stdcall	OrderCancelReplaceRequest (SrcMsg const &msg, ref_data const &rd) noexcept(true)
	Create a message from the source message. More...

template<class SrcMsg >
__stdcall	OrderCancelRequest (SrcMsg const &msg, ref_data const &rd) noexcept(true)
	Create a message from the source message. More...

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_size_client_to_exchange_msg)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_size_exchange_to_client_msg)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Header_t),<=, MsgTypes::max_msg_size)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::LogonRequest),==, 80)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::LogonReply),==, 38)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Logout),==, 24)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::ClientHeartbeat),==, 4)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::MissedMessageRequest),==, 9)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::MissedMessageRequestAck),==, 5)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::MissedMessageReport),==, 5)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::Reject),==, 59)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::SystemStatus),==, 6)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::NewOrder_t),==, 106)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelReplaceRequest),==, 129)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelRequest),==, 73)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderMassCancelRequest),==, 46)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::ExecutionReport),==, 229)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderCancelReject),==, 73)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::OrderMassCancelReport),==, 56)

	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::tests::BOOST_MPL_ASSERT_RELATION (sizeof(MsgTypes::BusinessReject),==, 63)

Variables
common::SecurityID_t	instrumentID_

const std::int8_t	reservedField1 =0

const std::int8_t	reservedField2 =0

order_qty_t	orderQty_

order_qty_t	displayQty

common::PassiveOnlyOrder	passiveOnlyOrder_ =common::PassiveOnlyOrder::NoConstraint

common::TargetBook	targetBook =common::TargetBook::LitOrderBook

common::ExecInstruction	execInstruction =common::ExecInstruction::Default

int32_t	minimumQuantity =0

const common::PegPriceType	pegPriceType =common::PegPriceType::MidPoint

common::ReservedField12_t	reservedField

order_qty_t	executedQty

order_qty_t	leavesQty

common::Container	container

const uint8_t	reservedField3 =0

common::Price_t	avgPx

const common::Price_t	reservedField4 =0

common::ReservedField20_t	reservedField5

common::TypeOfTrade	typeOfTrade

common::ReservedField20_t	reservedField6

common::RestatementReason	restatementReason

common::PriceDifferential	priceDifferential

common::OrderID_t	publicOrderID

common::Segment_t	segment {}

isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::LogonReply	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::OSLO::__attribute__

Typedef Documentation

◆ base_t

using base_t = common::OrderCancelRequest<NewOrderSpecific1>

Definition at line 0 of file messages.hpp.

◆ order_qty_t

using order_qty_t = NewOrderSpecific2::order_qty_t

Definition at line 0 of file messages.hpp.

◆ ref_data

using ref_data = common::ref_data

Definition at line 3 of file messages.hpp.

◆ RejectCode_t

using RejectCode_t = mit_oslo::reject_codes_enum

Definition at line 0 of file messages.hpp.

◆ RejectCodes_t

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

Definition at line 1 of file messages.hpp.

Function Documentation

◆ instrumentID() [1/2]

common::SecurityID_t __attribute__::instrumentID ( ) const

constexprnoexcept

Definition at line 7 of file messages.hpp.

◆ instrumentID() [2/2]

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

noexcept

Definition at line 10 of file messages.hpp.

◆ NewOrder()

template<class SrcMsg >

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

explicitnoexcept

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.

◆ NewOrderSpecific1()

constexpr __attribute__::NewOrderSpecific1 ( common::SecurityID_t instID )

explicitconstexprnoexcept

Definition at line 4 of file messages.hpp.

◆ NewOrderSpecific2()

constexpr __attribute__::NewOrderSpecific2 ( order_qty_t ordQty )

explicitconstexprnoexcept

Definition at line 5 of file messages.hpp.

◆ OrderCancelReplaceRequest()

template<class SrcMsg >

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

explicitnoexcept

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.

◆ OrderCancelRequest()

template<class SrcMsg >

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

explicitnoexcept

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.

◆ OrderMassCancelRequestSpecific1()

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

explicitconstexprnoexcept

Definition at line 5 of file messages.hpp.

◆ orderQty() [1/2]

order_qty_t __attribute__::orderQty ( ) const

constexprnoexcept

Definition at line 8 of file messages.hpp.

◆ orderQty() [2/2]

void __attribute__::orderQty ( order_qty_t i )

noexcept

Definition at line 11 of file messages.hpp.

◆ passiveOnlyOrder() [1/2]

common::PassiveOnlyOrder FORCE_INLINE __attribute__::passiveOnlyOrder ( ) const

noexcept

Definition at line 7 of file messages.hpp.

◆ passiveOnlyOrder() [2/2]

void FORCE_INLINE __attribute__::passiveOnlyOrder ( common::PassiveOnlyOrder poo )

noexcept

Definition at line 10 of file messages.hpp.

Variable Documentation

◆ avgPx

common::Price_t avgPx

Definition at line 5 of file messages.hpp.

◆ container

common::Container container

Definition at line 6 of file messages.hpp.

◆ displayQty

order_qty_t displayQty

Definition at line 3 of file messages.hpp.

◆ execInstruction

common::ExecInstruction execInstruction =common::ExecInstruction::Default

Definition at line 2 of file messages.hpp.

◆ executedQty

order_qty_t executedQty

Definition at line 4 of file messages.hpp.

◆ instrumentID_

common::SecurityID_t instrumentID_

Definition at line 0 of file messages.hpp.

◆ leavesQty

order_qty_t leavesQty

Definition at line 5 of file messages.hpp.

◆ minimumQuantity

int32_t minimumQuantity =0

Definition at line 3 of file messages.hpp.

◆ orderQty_

order_qty_t orderQty_

Definition at line 2 of file messages.hpp.

◆ passiveOnlyOrder_

common::PassiveOnlyOrder passiveOnlyOrder_ =common::PassiveOnlyOrder::NoConstraint

Definition at line 0 of file messages.hpp.

◆ pegPriceType

const common::PegPriceType pegPriceType =common::PegPriceType::MidPoint

Definition at line 4 of file messages.hpp.

◆ priceDifferential

common::PriceDifferential priceDifferential

Definition at line 11 of file messages.hpp.

◆ publicOrderID

common::OrderID_t publicOrderID

Definition at line 12 of file messages.hpp.

◆ reservedField

common::ReservedField12_t reservedField

Definition at line 5 of file messages.hpp.

◆ reservedField1

const std::int8_t reservedField1 =0

Definition at line 1 of file messages.hpp.

◆ reservedField2

const std::int8_t reservedField2 =0

Definition at line 2 of file messages.hpp.

◆ reservedField3

const uint8_t reservedField3 =0

Definition at line 4 of file messages.hpp.

◆ reservedField4

const common::Price_t reservedField4 =0

Definition at line 6 of file messages.hpp.

◆ reservedField5

common::ReservedField20_t reservedField5

Definition at line 7 of file messages.hpp.

◆ reservedField6

common::ReservedField20_t reservedField6

Definition at line 9 of file messages.hpp.

◆ restatementReason

common::RestatementReason restatementReason

Definition at line 10 of file messages.hpp.

◆ segment

common::Segment_t segment {}

Definition at line 3 of file messages.hpp.

◆ targetBook

common::TargetBook targetBook =common::TargetBook::LitOrderBook

Definition at line 1 of file messages.hpp.

◆ typeOfTrade

common::TypeOfTrade typeOfTrade

Definition at line 8 of file messages.hpp.

Classes

Namespaces

Typedefs

Functions

Variables

Typedef Documentation

◆ base_t

◆ order_qty_t

◆ ref_data

◆ RejectCode_t

◆ RejectCodes_t

Function Documentation

◆ instrumentID() [1/2]

◆ instrumentID() [2/2]

◆ NewOrder()

◆ NewOrderSpecific1()

◆ NewOrderSpecific2()

◆ OrderCancelReplaceRequest()

◆ OrderCancelRequest()

◆ OrderMassCancelRequestSpecific1()

◆ orderQty() [1/2]

◆ orderQty() [2/2]

◆ passiveOnlyOrder() [1/2]

◆ passiveOnlyOrder() [2/2]

Variable Documentation

◆ avgPx

◆ container

◆ displayQty

◆ execInstruction

◆ executedQty

◆ instrumentID_

◆ leavesQty

◆ minimumQuantity

◆ orderQty_

◆ passiveOnlyOrder_

◆ pegPriceType

◆ priceDifferential

◆ publicOrderID

◆ reservedField

◆ reservedField1

◆ reservedField2

◆ reservedField3

◆ reservedField4

◆ reservedField5

◆ reservedField6

◆ restatementReason

◆ segment

◆ targetBook

◆ typeOfTrade