isimud::exchanges::MIT::BIT::NewOrder Struct Reference
#include <messages.hpp>
Inheritance diagram for isimud::exchanges::MIT::BIT::NewOrder:
Collaboration diagram for isimud::exchanges::MIT::BIT::NewOrder:
Public Types | |
| using | base_t = common::NewOrder< NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3 > |
| using | order_qty_t = NewOrderSpecific2::order_qty_t |
| using | ref_data_t = common::ref_data_t |
 Public Types inherited from isimud::exchanges::MIT::common::NewOrder< NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3 > | |
| enum | |
| enum | |
| using | Header_t = Header |
| using | specific1_t = NewOrderSpecific1 |
| using | specific2_t = NewOrderSpecific2 |
| using | specific3_t = NewOrderSpecific3 |
| Public Types inherited from isimud::exchanges::MIT::common::Header | |
| enum | : bool { has_static_size =true } |
| using | ClientOrderID_t = common::ClientOrderID_t |
| using | OrderID_t = common::OrderID_t |
| using | MsgTypes_t = common::MsgType_t |
Public Member Functions | |
| template<class SrcMsg > | |
| __stdcall | NewOrder (SrcMsg const &msg, ref_data_t rd) noexcept(true) FORCE_INLINE |
| Create a message from the source message. More... | |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, std::uint32_t seqNum) noexcept(true) |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true) |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true) |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true) |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true) |
| template<> | |
| __stdcall | NewOrder (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true) |
| Public Member Functions inherited from isimud::exchanges::MIT::common::NewOrder< NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3 > | |
| constexpr __stdcall | NewOrder (ClientOrderID_t const &clID, OrderType const oT, TIF const t, Side const s, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t p) noexcept(true) FORCE_INLINE |
| SecurityID_t | instrumentID () const noexcept(true) |
| void | instrumentID (SecurityID_t i) noexcept(true) |
| specific2_t::order_qty_t | orderQty () const noexcept(true) |
| void | orderQty (typename specific2_t::order_qty_t i) noexcept(true) |
| OrderType | orderType () const noexcept(true) |
| void | orderType (OrderType i) noexcept(true) |
| Side | side () const noexcept(true) |
| void | side (Side i) noexcept(true) |
| const ClientOrderID_t & | clientOrderID () const noexcept(true) |
| void | clientOrderID (ClientOrderID_t const &clID) noexcept(true) |
| Price_t | limitPrice () const noexcept(true) |
| void | limitPrice (Price_t p) noexcept(true) |
| TIF | tif () const noexcept(true) |
| void | tif (TIF t) noexcept(true) |
| Public Member Functions inherited from isimud::exchanges::MIT::common::Header | |
| MsgType_t | type () const noexcept(true) |
| std::uint16_t | length () const noexcept(true) |
| bool | is_valid () const noexcept(true) |
Additional Inherited Members | |
| Public Attributes inherited from isimud::exchanges::MIT::common::NewOrder< NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3 > | |
| ClientOrderID_t | clientOrderID_ |
| TraderID_t | traderID |
| Account_t | account |
| ClearingAccount | clearingAccount |
| specific1_t | specific1 |
| OrderType | orderType_ |
| TIF | tif_ |
| ExpireDateTime_t | expireDateTime |
| Side | side_ |
| specific2_t | specific2 |
| Price_t | limitPrice_ |
| Capacity | capacity |
| const AutoCancel | autoCancel |
| OrderSubType | orderSubType |
| specific3_t | specific3 |
| Public Attributes inherited from isimud::exchanges::MIT::common::Header | |
| enum isimud::exchanges::MIT::common::Header:: { ... } | __attribute__ |
| const std::int8_t | start_of_message =2 |
| const std::int16_t | length_ |
| const MsgType_t | type_ |
| Protected Member Functions inherited from isimud::exchanges::MIT::common::Header | |
| template<class MsgT > | |
| constexpr | Header (MsgT const *) noexcept(true) FORCE_INLINE |
Detailed Description
Definition at line 252 of file messages.hpp.
Member Typedef Documentation
◆ base_t
| using isimud::exchanges::MIT::BIT::NewOrder::base_t = common::NewOrder<NewOrderSpecific1, NewOrderSpecific2, NewOrderSpecific3> |
Definition at line 253 of file messages.hpp.
◆ order_qty_t
Definition at line 255 of file messages.hpp.
◆ ref_data_t
Definition at line 256 of file messages.hpp.
Constructor & Destructor Documentation
◆ NewOrder() [1/7]
template<class SrcMsg >
|
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() [2/7]
template<>
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inlinenoexcept |
Note that only ISIN symbology is supported.
Definition at line 207 of file fix_to_batsboe_common_conversions.hpp.
◆ NewOrder() [3/7]
template<>
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inlinenoexcept |
Definition at line 215 of file fix_to_mit_conversions.hpp.
◆ NewOrder() [4/7]
template<>
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inlinenoexcept |
Definition at line 268 of file fix_to_mit_conversions.hpp.
◆ NewOrder() [5/7]
template<>
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inlinenoexcept |
Definition at line 310 of file fix_to_mit_conversions.hpp.
◆ NewOrder() [6/7]
template<>
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inlinenoexcept |
Definition at line 353 of file fix_to_mit_conversions.hpp.
◆ NewOrder() [7/7]
template<>
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inlinenoexcept |
Definition at line 396 of file fix_to_mit_conversions.hpp.
The documentation for this struct was generated from the following files:
- isimud/exchanges/MIT/BIT/messages.hpp
- isimud/exchanges/conversions/fix_to_batsboe_common_conversions.hpp
- isimud/exchanges/conversions/fix_to_mit_conversions.hpp
