#include <messages.hpp>

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

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

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

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

using	Header_t = common::Header

using	order_qty_t = std::int32_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	NewOrderCross (common::ClientOrderID_t const &origclID, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t const p, common::TIF t) noexcept(true) FORCE_INLINE

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

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

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

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

order_qty_t	orderQty () const noexcept(true)

void	orderQty (order_qty_t i) 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::CrossID_t	crossID {}

const common::CrossType	crossType =common::CrossType::InternalCross

common::ClientOrderID_t	buySideClientOrderID

common::Capacity	buySideCapacity {}

TraderMnemonic_t	buySideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

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

common::ClientOrderID_t	sellSideClientOrderID {}

common::Capacity	sellSideCapacity {}

TraderMnemonic_t	sellSideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

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

common::SecurityID_t	instrumentID_

common::OrderType	orderType_ {}

common::TIF	tif_

common::Price_t	limitPrice_

order_qty_t	orderQty_

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: "6.5.5 New Order Cross"

Definition at line 454 of file messages.hpp.

Member Typedef Documentation

◆ Header_t

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

Definition at line 455 of file messages.hpp.

◆ order_qty_t

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

Definition at line 462 of file messages.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum : common::MsgType_t

Enumerator
static_type

Definition at line 456 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 459 of file messages.hpp.

Constructor & Destructor Documentation

◆ NewOrderCross()

constexpr isimud::exchanges::MIT::JSE::NewOrderCross::NewOrderCross	(	common::ClientOrderID_t const &	origclID,
		common::SecurityID_t	instID,
		order_qty_t	ordQty,
		common::Price_t const	p,
		common::TIF	t
	)

inlineconstexprnoexcept

Definition at line 150 of file messages_impl.hpp.

Member Function Documentation

◆ instrumentID() [1/2]

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

inlinenoexcept

Definition at line 482 of file messages.hpp.

◆ instrumentID() [2/2]

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

inlinenoexcept

Definition at line 485 of file messages.hpp.

◆ limitPrice() [1/2]

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

inlinenoexcept

Definition at line 489 of file messages.hpp.

◆ limitPrice() [2/2]

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

inlinenoexcept

Definition at line 492 of file messages.hpp.

◆ orderQty() [1/2]

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

inlinenoexcept

Definition at line 496 of file messages.hpp.

◆ orderQty() [2/2]

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

inlinenoexcept

Definition at line 499 of file messages.hpp.

◆ tif() [1/2]

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

inlinenoexcept

Definition at line 503 of file messages.hpp.

◆ tif() [2/2]

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

inlinenoexcept

Definition at line 506 of file messages.hpp.

Member Data Documentation

◆ buySideCapacity

common::Capacity isimud::exchanges::MIT::JSE::NewOrderCross::buySideCapacity {}

Definition at line 467 of file messages.hpp.

◆ buySideccount

common::Account_t isimud::exchanges::MIT::JSE::NewOrderCross::buySideccount {"\0\0\0\0\0\0\0\0\0"}

Definition at line 469 of file messages.hpp.

◆ buySideClientOrderID

common::ClientOrderID_t isimud::exchanges::MIT::JSE::NewOrderCross::buySideClientOrderID

Definition at line 466 of file messages.hpp.

◆ buySideTraderMnemonic

TraderMnemonic_t isimud::exchanges::MIT::JSE::NewOrderCross::buySideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 468 of file messages.hpp.

◆ crossID

common::CrossID_t isimud::exchanges::MIT::JSE::NewOrderCross::crossID {}

Definition at line 464 of file messages.hpp.

◆ crossType

const common::CrossType isimud::exchanges::MIT::JSE::NewOrderCross::crossType =common::CrossType::InternalCross

Definition at line 465 of file messages.hpp.

◆ instrumentID_

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

Definition at line 474 of file messages.hpp.

◆ limitPrice_

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

Definition at line 477 of file messages.hpp.

◆ orderQty_

order_qty_t isimud::exchanges::MIT::JSE::NewOrderCross::orderQty_

Definition at line 478 of file messages.hpp.

◆ orderType_

common::OrderType isimud::exchanges::MIT::JSE::NewOrderCross::orderType_ {}

Definition at line 475 of file messages.hpp.

◆ sellSideAccount

common::Account_t isimud::exchanges::MIT::JSE::NewOrderCross::sellSideAccount {"\0\0\0\0\0\0\0\0\0"}

Definition at line 473 of file messages.hpp.

◆ sellSideCapacity

common::Capacity isimud::exchanges::MIT::JSE::NewOrderCross::sellSideCapacity {}

Definition at line 471 of file messages.hpp.

◆ sellSideClientOrderID

common::ClientOrderID_t isimud::exchanges::MIT::JSE::NewOrderCross::sellSideClientOrderID {}

Definition at line 470 of file messages.hpp.

◆ sellSideTraderMnemonic

TraderMnemonic_t isimud::exchanges::MIT::JSE::NewOrderCross::sellSideTraderMnemonic {"\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0"}

Definition at line 472 of file messages.hpp.

◆ tif_

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

Definition at line 476 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

Member Enumeration Documentation

◆ anonymous enum

◆ anonymous enum

Constructor & Destructor Documentation

◆ NewOrderCross()

Member Function Documentation

◆ instrumentID() [1/2]

◆ instrumentID() [2/2]

◆ limitPrice() [1/2]

◆ limitPrice() [2/2]

◆ orderQty() [1/2]

◆ orderQty() [2/2]

◆ tif() [1/2]

◆ tif() [2/2]

Member Data Documentation

◆ buySideCapacity

◆ buySideccount

◆ buySideClientOrderID

◆ buySideTraderMnemonic

◆ crossID

◆ crossType

◆ instrumentID_

◆ limitPrice_

◆ orderQty_

◆ orderType_

◆ sellSideAccount

◆ sellSideCapacity

◆ sellSideClientOrderID

◆ sellSideTraderMnemonic

◆ tif_