isimud::exchanges::BATSBOE::common::OrderCancelled Struct Reference

#include <messages.hpp>

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

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

Public Types
enum	: std::size_t { header_t_size =sizeof(Header_t) }
using	Header_t = Header< MsgType, MsgType::OrderCancelled >
using	bitfields_to_type_map = optional::OrderCancelled::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::OrderCancelled >
enum
enum
using	MsgType_t = MsgType
using	MsgTypes_t = common::MsgType_t

Public Member Functions
	OrderCancelled () noexcept(true) FORCE_INLINE
	OrderCancelled (uint32_t seqNum, ClientOrderID_t const &clID, OrderRejectReason orr, Price_t p, Side s, uint32_t ls, uint32_t ordQty) noexcept(true) FORCE_INLINE
const ClientOrderID_t &	clientOrderID () const noexcept(true)
void	clientOrderID (ClientOrderID_t const &clID) noexcept(true)
Side	side () const noexcept(true)
uint32_t	orderQty () const noexcept(true)
uint32_t	leavesQty () const noexcept(true)
uint32_t	lastShares () const noexcept(true)
Price_t	lastPrice () const noexcept(true)
Public Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderCancelled >
	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)

Public Attributes
const DateTime_t	transactionTime
const OrderRejectReason	cancelReason
Public Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderCancelled >
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

Additional Inherited Members
Protected Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderCancelled >
	~Header () noexcept(true)=default
Protected Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderCancelled >
std::uint16_t	length_

Detailed Description

Section: "4.2.6 Order Cancelled"

Definition at line 641 of file messages.hpp.

Member Typedef Documentation

bitfields_tags_type

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

Definition at line 644 of file messages.hpp.

bitfields_to_type_map

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

Definition at line 643 of file messages.hpp.

Header_t

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

Definition at line 642 of file messages.hpp.

Member Enumeration Documentation

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 645 of file messages.hpp.

Constructor & Destructor Documentation

OrderCancelled() [1/2]

isimud::exchanges::BATSBOE::common::OrderCancelled::OrderCancelled ( )

inlineexplicitnoexcept

Definition at line 369 of file messages_impl.hpp.

OrderCancelled() [2/2]

isimud::exchanges::BATSBOE::common::OrderCancelled::OrderCancelled ( uint32_t  seqNum, ClientOrderID_t const &  clID, OrderRejectReason  orr, Price_t  p, Side  s, uint32_t  ls, uint32_t  ordQty  )

inlineexplicitnoexcept

Definition at line 375 of file messages_impl.hpp.

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

Member Function Documentation

clientOrderID() [1/2]

const ClientOrderID_t& isimud::exchanges::BATSBOE::common::OrderCancelled::clientOrderID ( ) const

inlinenoexcept

Definition at line 654 of file messages.hpp.

clientOrderID() [2/2]

void isimud::exchanges::BATSBOE::common::OrderCancelled::clientOrderID ( ClientOrderID_t const &  clID )

inlinenoexcept

Definition at line 657 of file messages.hpp.

lastPrice()

Price_t isimud::exchanges::BATSBOE::common::OrderCancelled::lastPrice ( ) const

inlinenoexcept

Definition at line 407 of file messages_impl.hpp.

lastShares()

uint32_t isimud::exchanges::BATSBOE::common::OrderCancelled::lastShares ( ) const

inlinenoexcept

Definition at line 402 of file messages_impl.hpp.

leavesQty()

uint32_t isimud::exchanges::BATSBOE::common::OrderCancelled::leavesQty ( ) const

inlinenoexcept

Definition at line 397 of file messages_impl.hpp.

orderQty()

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

inlinenoexcept

Definition at line 392 of file messages_impl.hpp.

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

side()

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

inlinenoexcept

Definition at line 387 of file messages_impl.hpp.

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

Member Data Documentation

cancelReason

const OrderRejectReason isimud::exchanges::BATSBOE::common::OrderCancelled::cancelReason

Definition at line 675 of file messages.hpp.

transactionTime

const DateTime_t isimud::exchanges::BATSBOE::common::OrderCancelled::transactionTime

Definition at line 649 of file messages.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