#include <messages.hpp>

Inheritance diagram for isimud::exchanges::MIT::JSE::NewOrder:

Collaboration diagram for isimud::exchanges::MIT::JSE::NewOrder:

Public Types
enum	: common::MsgType_t { static_type =static_cast<common::MsgType_t>(common::ClientMsgType::NewOrder) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

using	Header_t = common::Header

using	order_qty_t = std::int32_t

using	ref_data_t = common::ref_data_t

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
constexpr __stdcall	NewOrder (common::ClientOrderID_t const &clID, common::OrderType const oT, common::TIF const t, common::Side const s, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t p) noexcept(true) FORCE_INLINE

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

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

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

order_qty_t	orderQty () const noexcept(true)

void	orderQty (order_qty_t i) noexcept(true)

common::OrderType	orderType () const noexcept(true)

void	orderType (common::OrderType i) noexcept(true)

common::Side	side () const noexcept(true)

void	side (common::Side i) noexcept(true)

const common::ClientOrderID_t &	clientOrderID () const noexcept(true)

void	clientOrderID (common::ClientOrderID_t const &clID) noexcept(true)

common::Price_t	limitPrice () const noexcept(true)

void	limitPrice (common::Price_t p) noexcept(true)

common::TIF	tif () const noexcept(true)

void	tif (common::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)

Public Attributes
common::ClientOrderID_t	clientOrderID_

common::SecurityID_t	instrumentID_

TraderMnemonic_t	traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

common::Account_t	account {"\0\0\0\0\0\0\0\0\0"}

common::OrderType	orderType_

common::TIF	tif_

ExpireDateTime_t	expireDateTime {}

common::Side	side_

order_qty_t	orderQty_

order_qty_t	displayQty {}

order_qty_t	minimumQty {}

common::Price_t	limitPrice_

common::Price_t	stoppedPrice =0

common::Capacity	capacity =common::Capacity::Principal

const common::AutoCancel	cancelOnDisconnect =common::AutoCancel::Cancel

const common::OrderBook	orderBook =common::OrderBook::Regular

common::ExecutionInstruction	executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders

common::OrderSubType	orderSubType =common::OrderSubType::Order

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_

Additional Inherited Members
Protected Member Functions inherited from isimud::exchanges::MIT::common::Header
template<class MsgT >
constexpr	Header (MsgT const *) noexcept(true) FORCE_INLINE

Detailed Description

Section: "6.5.1 New Order"

Definition at line 230 of file messages.hpp.

Member Typedef Documentation

◆ Header_t

using isimud::exchanges::MIT::JSE::NewOrder::Header_t = common::Header

Definition at line 231 of file messages.hpp.

◆ order_qty_t

using isimud::exchanges::MIT::JSE::NewOrder::order_qty_t = std::int32_t

Definition at line 238 of file messages.hpp.

◆ ref_data_t

using isimud::exchanges::MIT::JSE::NewOrder::ref_data_t = common::ref_data_t

Definition at line 239 of file messages.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 232 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 235 of file messages.hpp.

Constructor & Destructor Documentation

◆ NewOrder() [1/2]

constexpr isimud::exchanges::MIT::JSE::NewOrder::NewOrder	(	common::ClientOrderID_t const &	clID,
		common::OrderType const	oT,
		common::TIF const	t,
		common::Side const	s,
		common::SecurityID_t	instID,
		order_qty_t	ordQty,
		common::Price_t	p
	)

inlineconstexprnoexcept

Definition at line 126 of file messages_impl.hpp.

◆ NewOrder() [2/2]

template<class SrcMsg >

__stdcall isimud::exchanges::MIT::JSE::NewOrder::NewOrder	(	SrcMsg const &	msg,
		ref_data_t	rd
	)

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.

Member Function Documentation

◆ clientOrderID() [1/2]

const common::ClientOrderID_t& isimud::exchanges::MIT::JSE::NewOrder::clientOrderID ( ) const

inlinenoexcept

Definition at line 299 of file messages.hpp.

◆ clientOrderID() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::clientOrderID ( common::ClientOrderID_t const & clID )

inlinenoexcept

Definition at line 302 of file messages.hpp.

◆ instrumentID() [1/2]

common::SecurityID_t isimud::exchanges::MIT::JSE::NewOrder::instrumentID ( ) const

inlinenoexcept

Definition at line 271 of file messages.hpp.

◆ instrumentID() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::instrumentID ( common::SecurityID_t i )

inlinenoexcept

Definition at line 274 of file messages.hpp.

◆ limitPrice() [1/2]

common::Price_t isimud::exchanges::MIT::JSE::NewOrder::limitPrice ( ) const

inlinenoexcept

Definition at line 306 of file messages.hpp.

◆ limitPrice() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::limitPrice ( common::Price_t p )

inlinenoexcept

Definition at line 309 of file messages.hpp.

◆ orderQty() [1/2]

order_qty_t isimud::exchanges::MIT::JSE::NewOrder::orderQty ( ) const

inlinenoexcept

Definition at line 278 of file messages.hpp.

◆ orderQty() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::orderQty ( order_qty_t i )

inlinenoexcept

Definition at line 281 of file messages.hpp.

◆ orderType() [1/2]

common::OrderType isimud::exchanges::MIT::JSE::NewOrder::orderType ( ) const

inlinenoexcept

Definition at line 285 of file messages.hpp.

◆ orderType() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::orderType ( common::OrderType i )

inlinenoexcept

Definition at line 288 of file messages.hpp.

◆ side() [1/2]

common::Side isimud::exchanges::MIT::JSE::NewOrder::side ( ) const

inlinenoexcept

Definition at line 292 of file messages.hpp.

◆ side() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::side ( common::Side i )

inlinenoexcept

Definition at line 295 of file messages.hpp.

References isimud::exchanges::MIT::JSE::OrderCancelReplaceRequest::tif_.

◆ tif() [1/2]

common::TIF isimud::exchanges::MIT::JSE::NewOrder::tif ( ) const

inlinenoexcept

Definition at line 313 of file messages.hpp.

◆ tif() [2/2]

void isimud::exchanges::MIT::JSE::NewOrder::tif ( common::TIF t )

inlinenoexcept

Definition at line 316 of file messages.hpp.

Member Data Documentation

◆ account

common::Account_t isimud::exchanges::MIT::JSE::NewOrder::account {"\0\0\0\0\0\0\0\0\0"}

Definition at line 244 of file messages.hpp.

◆ cancelOnDisconnect

const common::AutoCancel isimud::exchanges::MIT::JSE::NewOrder::cancelOnDisconnect =common::AutoCancel::Cancel

Definition at line 255 of file messages.hpp.

◆ capacity

common::Capacity isimud::exchanges::MIT::JSE::NewOrder::capacity =common::Capacity::Principal

Definition at line 254 of file messages.hpp.

◆ clientOrderID_

common::ClientOrderID_t isimud::exchanges::MIT::JSE::NewOrder::clientOrderID_

Definition at line 241 of file messages.hpp.

◆ displayQty

order_qty_t isimud::exchanges::MIT::JSE::NewOrder::displayQty {}

Definition at line 250 of file messages.hpp.

◆ executionInstruction

common::ExecutionInstruction isimud::exchanges::MIT::JSE::NewOrder::executionInstruction =common::ExecutionInstruction::DoNotExcludeHiddenOrders

Definition at line 257 of file messages.hpp.

◆ expireDateTime

ExpireDateTime_t isimud::exchanges::MIT::JSE::NewOrder::expireDateTime {}

Definition at line 247 of file messages.hpp.

◆ instrumentID_

common::SecurityID_t isimud::exchanges::MIT::JSE::NewOrder::instrumentID_

Definition at line 242 of file messages.hpp.

◆ limitPrice_

common::Price_t isimud::exchanges::MIT::JSE::NewOrder::limitPrice_

Definition at line 252 of file messages.hpp.

◆ minimumQty

order_qty_t isimud::exchanges::MIT::JSE::NewOrder::minimumQty {}

Definition at line 251 of file messages.hpp.

◆ orderBook

const common::OrderBook isimud::exchanges::MIT::JSE::NewOrder::orderBook =common::OrderBook::Regular

Definition at line 256 of file messages.hpp.

◆ orderQty_

order_qty_t isimud::exchanges::MIT::JSE::NewOrder::orderQty_

Definition at line 249 of file messages.hpp.

◆ orderSubType

common::OrderSubType isimud::exchanges::MIT::JSE::NewOrder::orderSubType =common::OrderSubType::Order

Definition at line 258 of file messages.hpp.

◆ orderType_

common::OrderType isimud::exchanges::MIT::JSE::NewOrder::orderType_

Definition at line 245 of file messages.hpp.

◆ side_

common::Side isimud::exchanges::MIT::JSE::NewOrder::side_

Definition at line 248 of file messages.hpp.

◆ stoppedPrice

common::Price_t isimud::exchanges::MIT::JSE::NewOrder::stoppedPrice =0

Definition at line 253 of file messages.hpp.

◆ tif_

common::TIF isimud::exchanges::MIT::JSE::NewOrder::tif_

Definition at line 246 of file messages.hpp.

◆ traderMnemonic

TraderMnemonic_t isimud::exchanges::MIT::JSE::NewOrder::traderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 243 of file messages.hpp.

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

isimud/exchanges/MIT/JSE/messages.hpp
isimud/exchanges/MIT/JSE/messages_impl.hpp

Public Types

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Header_t

◆ order_qty_t

◆ ref_data_t

Member Enumeration Documentation

◆ anonymous enum

◆ anonymous enum

Constructor & Destructor Documentation

◆ NewOrder() [1/2]

◆ NewOrder() [2/2]

Member Function Documentation

◆ clientOrderID() [1/2]

◆ clientOrderID() [2/2]

◆ instrumentID() [1/2]

◆ instrumentID() [2/2]

◆ limitPrice() [1/2]

◆ limitPrice() [2/2]

◆ orderQty() [1/2]

◆ orderQty() [2/2]

◆ orderType() [1/2]

◆ orderType() [2/2]

◆ side() [1/2]

◆ side() [2/2]

◆ tif() [1/2]

◆ tif() [2/2]

Member Data Documentation

◆ account

◆ cancelOnDisconnect

◆ capacity

◆ clientOrderID_

◆ displayQty

◆ executionInstruction

◆ expireDateTime

◆ instrumentID_

◆ limitPrice_

◆ minimumQty

◆ orderBook

◆ orderQty_

◆ orderSubType

◆ orderType_

◆ side_

◆ stoppedPrice

◆ tif_

◆ traderMnemonic