isimud::exchanges::BATSBOE::common::ModifyOrder Struct Reference

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::BATSBOE::common::ModifyOrder:

Collaboration diagram for isimud::exchanges::BATSBOE::common::ModifyOrder:

Public Types
enum	: std::size_t { header_t_size =sizeof(Header_t) }
using	Header_t = Header< MsgType, MsgType::ModifyOrder >
using	bitfields_to_type_map = optional::ModifyOrder::bitfields_to_type_map
using	bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type
Public Types inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder >
enum
enum
using	MsgType_t = MsgType
using	MsgTypes_t = common::MsgType_t

Public Member Functions
	ModifyOrder (uint32_t seqNum, ClientOrderID_t const &clID, uint32_t ordQty, Price_t p, Side s) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	ModifyOrder (SrcMsg const &msg, uint32_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
const ClientOrderID_t &	originalClientOrderID () const noexcept(true)
void	originalClientOrderID (ClientOrderID_t const &clID) noexcept(true)
Price_t	limitPrice () const noexcept(true)
void	limitPrice (Price_t p) noexcept(true)
uint32_t	orderQty () const noexcept(true)
void	orderQty (uint32_t i) noexcept(true)
Side	side () const noexcept(true)
void	side (Side i) noexcept(true)
template<>
__stdcall	ModifyOrder (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, std::uint32_t seqNum) noexcept(true)
Public Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder >
	Header (std::size_t l) noexcept(true) FORCE_INLINE
	Header (std::size_t l, std::uint32_t seqNumber) noexcept(true) FORCE_INLINE
const MsgType_t	type () const noexcept(true)
std::uint16_t	length () const noexcept(true)
	The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field. More...
bool	is_valid () const noexcept(true)

Additional Inherited Members
Public Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder >
enum isimud::exchanges::BATSBOE::common::Header:: { ... }	__attribute__
const std::uint16_t	start_of_message
const MsgType_t	type_
const std::uint8_t	matchingUnit
const std::uint32_t	sequenceNumber
Protected Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder >
	~Header () noexcept(true)=default
Protected Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::ModifyOrder >
std::uint16_t	length_

Detailed Description

Section: "4.1.3 Modify Order"

Definition at line 431 of file messages.hpp.

Member Typedef Documentation

bitfields_tags_type

using isimud::exchanges::BATSBOE::common::ModifyOrder::bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type

Definition at line 434 of file messages.hpp.

bitfields_to_type_map

using isimud::exchanges::BATSBOE::common::ModifyOrder::bitfields_to_type_map = optional::ModifyOrder::bitfields_to_type_map

Definition at line 433 of file messages.hpp.

Header_t

using isimud::exchanges::BATSBOE::common::ModifyOrder::Header_t = Header<MsgType, MsgType::ModifyOrder>

Definition at line 432 of file messages.hpp.

Member Enumeration Documentation

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 435 of file messages.hpp.

Constructor & Destructor Documentation

ModifyOrder() [1/3]

isimud::exchanges::BATSBOE::common::ModifyOrder::ModifyOrder ( uint32_t  seqNum, ClientOrderID_t const &  clID, uint32_t  ordQty, Price_t  p, Side  s  )

inlinenoexcept

Definition at line 243 of file messages_impl.hpp.

References isimud::exchanges::BATSBOE::common::convert< Side >().

ModifyOrder() [2/3]

template<class SrcMsg >

__stdcall isimud::exchanges::BATSBOE::common::ModifyOrder::ModifyOrder ( SrcMsg const &  msg, uint32_t  seqNum  )

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.

ModifyOrder() [3/3]

template<>

__stdcall isimud::exchanges::BATSBOE::common::ModifyOrder::ModifyOrder ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg, std::uint32_t  seqNum  )

inlinenoexcept

Definition at line 231 of file fix_to_batsboe_common_conversions.hpp.

Member Function Documentation

limitPrice() [1/2]

Price_t isimud::exchanges::BATSBOE::common::ModifyOrder::limitPrice ( ) const

inlinenoexcept

Definition at line 253 of file messages_impl.hpp.

limitPrice() [2/2]

void isimud::exchanges::BATSBOE::common::ModifyOrder::limitPrice ( Price_t  p )

inlinenoexcept

Definition at line 258 of file messages_impl.hpp.

orderQty() [1/2]

uint32_t isimud::exchanges::BATSBOE::common::ModifyOrder::orderQty ( ) const

inlinenoexcept

Definition at line 263 of file messages_impl.hpp.

orderQty() [2/2]

void isimud::exchanges::BATSBOE::common::ModifyOrder::orderQty ( uint32_t  i )

inlinenoexcept

Definition at line 268 of file messages_impl.hpp.

originalClientOrderID() [1/2]

const ClientOrderID_t& isimud::exchanges::BATSBOE::common::ModifyOrder::originalClientOrderID ( ) const

inlinenoexcept

Definition at line 450 of file messages.hpp.

originalClientOrderID() [2/2]

void isimud::exchanges::BATSBOE::common::ModifyOrder::originalClientOrderID ( ClientOrderID_t const &  clID )

inlinenoexcept

Definition at line 453 of file messages.hpp.

side() [1/2]

Side isimud::exchanges::BATSBOE::common::ModifyOrder::side ( ) const

inlinenoexcept

Definition at line 273 of file messages_impl.hpp.

side() [2/2]

void isimud::exchanges::BATSBOE::common::ModifyOrder::side ( Side  i )

inlinenoexcept

Definition at line 278 of file messages_impl.hpp.

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

• isimud/exchanges/BATSBOE/common/messages.hpp
• isimud/exchanges/BATSBOE/common/messages_impl.hpp
• isimud/exchanges/conversions/fix_to_batsboe_common_conversions.hpp