isimud::exchanges::BATSBOE::common::OrderExecution Struct Reference
#include <messages.hpp>
Inheritance diagram for isimud::exchanges::BATSBOE::common::OrderExecution:
Collaboration diagram for isimud::exchanges::BATSBOE::common::OrderExecution:
Public Types | |
| enum | : std::size_t { header_t_size =sizeof(Header_t) } |
| using | Header_t = Header< MsgType, MsgType::OrderExecution > |
| using | bitfields_to_type_map = optional::OrderExecution::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::OrderExecution > | |
| enum | |
| enum | |
| using | MsgType_t = MsgType |
| using | MsgTypes_t = common::MsgType_t |
Public Member Functions | |
| OrderExecution () noexcept(true) FORCE_INLINE | |
| OrderExecution (int32_t seqNum, ClientOrderID_t const &clID, Price_t const price, SecurityID_t const &instID, Side s) noexcept(true) FORCE_INLINE | |
| const ClientOrderID_t & | clientOrderID () const noexcept(true) |
| void | clientOrderID (ClientOrderID_t const &clID) noexcept(true) |
| const SecurityID_t & | instrumentID () const noexcept(true) |
| void | instrumentID (SecurityID_t const &i) noexcept(true) |
| Price_t | executedPrice () const noexcept(true) |
| void | executedPrice (Price_t p) noexcept(true) |
| int32_t | executedQty () const noexcept(true) |
| void | executedQty (int32_t eq) noexcept(true) |
| int32_t | leavesQty () const noexcept(true) |
| void | leavesQty (int32_t eq) noexcept(true) |
| Side | side () const noexcept(true) |
| void | side (Side s) noexcept(true) |
| Public Member Functions inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution > | |
| 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 |
| Public Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution > | |
| 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::OrderExecution > | |
| ~Header () noexcept(true)=default | |
| Protected Attributes inherited from isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::OrderExecution > | |
| std::uint16_t | length_ |
Detailed Description
Section: "4.2.8 Order Execution"
Definition at line 718 of file messages.hpp.
Member Typedef Documentation
◆ bitfields_tags_type
| using isimud::exchanges::BATSBOE::common::OrderExecution::bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type |
Definition at line 721 of file messages.hpp.
◆ bitfields_to_type_map
| using isimud::exchanges::BATSBOE::common::OrderExecution::bitfields_to_type_map = optional::OrderExecution::bitfields_to_type_map |
Definition at line 720 of file messages.hpp.
◆ Header_t
| using isimud::exchanges::BATSBOE::common::OrderExecution::Header_t = Header<MsgType, MsgType::OrderExecution> |
Definition at line 719 of file messages.hpp.
Member Enumeration Documentation
◆ anonymous enum
| anonymous enum : std::size_t |
| Enumerator | |
|---|---|
| header_t_size | |
Definition at line 722 of file messages.hpp.
Constructor & Destructor Documentation
◆ OrderExecution() [1/2]
|
inlinenoexcept |
Definition at line 425 of file messages_impl.hpp.
◆ OrderExecution() [2/2]
|
inlinenoexcept |
Definition at line 431 of file messages_impl.hpp.
Member Function Documentation
◆ clientOrderID() [1/2]
|
inlinenoexcept |
Definition at line 731 of file messages.hpp.
◆ clientOrderID() [2/2]
|
inlinenoexcept |
Definition at line 734 of file messages.hpp.
◆ executedPrice() [1/2]
|
inlinenoexcept |
Definition at line 741 of file messages.hpp.
◆ executedPrice() [2/2]
|
inlinenoexcept |
Definition at line 744 of file messages.hpp.
◆ executedQty() [1/2]
|
inlinenoexcept |
Definition at line 748 of file messages.hpp.
◆ executedQty() [2/2]
|
inlinenoexcept |
Definition at line 751 of file messages.hpp.
◆ instrumentID() [1/2]
|
inlinenoexcept |
Definition at line 440 of file messages_impl.hpp.
◆ instrumentID() [2/2]
|
inlinenoexcept |
Definition at line 445 of file messages_impl.hpp.
◆ leavesQty() [1/2]
|
inlinenoexcept |
Definition at line 755 of file messages.hpp.
◆ leavesQty() [2/2]
|
inlinenoexcept |
Definition at line 758 of file messages.hpp.
◆ side() [1/2]
|
inlinenoexcept |
Definition at line 450 of file messages_impl.hpp.
◆ side() [2/2]
|
inlinenoexcept |
Definition at line 455 of file messages_impl.hpp.
Member Data Documentation
◆ transactionTime
| const DateTime_t isimud::exchanges::BATSBOE::common::OrderExecution::transactionTime |
Definition at line 726 of file messages.hpp.
The documentation for this struct was generated from the following files:
- isimud/exchanges/BATSBOE/common/messages.hpp
- isimud/exchanges/BATSBOE/common/messages_impl.hpp
