isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 > Struct Template Reference
#include <messages.hpp>
Inheritance diagram for isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >:
Collaboration diagram for isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >:
Public Types | |
| enum | : MsgType_t { static_type =static_cast<MsgType_t>(ServerMsgType::ExecutionReport) } |
| enum | : std::size_t { header_t_size =sizeof(Header_t) } |
| using | Header_t = Header |
| using | ref_data_t = common::ref_data_t |
| using | specific1_t = Specific1 |
| using | specific2_t = Specific2 |
| using | RejectCode_t = typename specific1_t::RejectCode_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 | ExecutionReport () noexcept(true) FORCE_INLINE |
| constexpr | ExecutionReport (std::int32_t seqNum, ClientOrderID_t const &clID, AppID aID, ExecType eT, Price_t const price, SecurityID_t instID, Side s) noexcept(true) FORCE_INLINE |
| ExecType | execType () const noexcept(true) |
| void | execType (ExecType e) noexcept(true) |
| const ClientOrderID_t & | clientOrderID () const noexcept(true) |
| void | clientOrderID (ClientOrderID_t const &clID) noexcept(true) |
| SecurityID_t | instrumentID () const noexcept(true) |
| void | instrumentID (SecurityID_t i) noexcept(true) |
| Price_t | executedPrice () const noexcept(true) |
| void | executedPrice (Price_t p) noexcept(true) |
| OrderStatus | orderStatus () const noexcept(true) |
| void | orderStatus (OrderStatus os) noexcept(true) |
| int32_t | executedQty () const noexcept(true) |
| void | executedQty (std::int32_t eq) noexcept(true) |
| int32_t | leavesQty () const noexcept(true) |
| void | leavesQty (std::int32_t eq) noexcept(true) |
| Side | side () const noexcept(true) |
| void | side (Side s) noexcept(true) |
| RejectCode_t | orderRejectCode () const noexcept(true) |
| void | orderRejectCode (RejectCode_t r) 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 | |
| AppID | appID |
| int32_t | sequenceNumber |
| ExecutionID_t | executionID |
| ClientOrderID_t | clientOrderID_ |
| OrderID_t | orderID |
| ExecType | execType_ |
| ExecutionReportRefID_t | executionReportRefID |
| OrderStatus | orderStatus_ |
| RejectCode_t | orderRejectCode_ |
| Price_t | executedPrice_ |
| specific1_t | specific1 |
| SecurityID_t | instrumentID_ |
| RestatementReason | restatementReason |
| const std::int8_t | reservedField2 =0 |
| Side | side_ |
| uint64_t | secondaryOrderID =0 |
| Counterparty_t | counterparty |
| TradeLiquidityIndicator | tradeLiquidityIndicator |
| uint64_t | tradeMatchID |
| TransactTime_t | transactTime |
| specific2_t | specific2 |
| 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
template<class Specific1, class Specific2>
struct isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >
Definition at line 675 of file messages.hpp.
Member Typedef Documentation
◆ Header_t
template<class Specific1 , class Specific2 >
| using isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::Header_t = Header |
Definition at line 676 of file messages.hpp.
◆ ref_data_t
template<class Specific1 , class Specific2 >
| using isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::ref_data_t = common::ref_data_t |
Definition at line 677 of file messages.hpp.
◆ RejectCode_t
template<class Specific1 , class Specific2 >
| using isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::RejectCode_t = typename specific1_t::RejectCode_t |
Definition at line 686 of file messages.hpp.
◆ specific1_t
template<class Specific1 , class Specific2 >
| using isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::specific1_t = Specific1 |
Definition at line 684 of file messages.hpp.
◆ specific2_t
template<class Specific1 , class Specific2 >
| using isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::specific2_t = Specific2 |
Definition at line 685 of file messages.hpp.
Member Enumeration Documentation
◆ anonymous enum
template<class Specific1 , class Specific2 >
| anonymous enum : MsgType_t |
| Enumerator | |
|---|---|
| static_type | |
Definition at line 678 of file messages.hpp.
◆ anonymous enum
template<class Specific1 , class Specific2 >
| anonymous enum : std::size_t |
| Enumerator | |
|---|---|
| header_t_size | |
Definition at line 681 of file messages.hpp.
Constructor & Destructor Documentation
◆ ExecutionReport() [1/2]
template<class Specific1 , class Specific2 >
|
inlineconstexprnoexcept |
Definition at line 241 of file messages_impl.hpp.
◆ ExecutionReport() [2/2]
template<class Specific1 , class Specific2 >
|
inlineconstexprnoexcept |
Definition at line 247 of file messages_impl.hpp.
Member Function Documentation
◆ clientOrderID() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 720 of file messages.hpp.
◆ clientOrderID() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 723 of file messages.hpp.
◆ execType() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 713 of file messages.hpp.
◆ execType() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 716 of file messages.hpp.
◆ executedPrice() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 734 of file messages.hpp.
◆ executedPrice() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 737 of file messages.hpp.
◆ executedQty() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 748 of file messages.hpp.
◆ executedQty() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 751 of file messages.hpp.
◆ instrumentID() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 727 of file messages.hpp.
◆ instrumentID() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 730 of file messages.hpp.
◆ leavesQty() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 755 of file messages.hpp.
◆ leavesQty() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 758 of file messages.hpp.
◆ orderRejectCode() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 769 of file messages.hpp.
◆ orderRejectCode() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 772 of file messages.hpp.
◆ orderStatus() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 741 of file messages.hpp.
◆ orderStatus() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 744 of file messages.hpp.
◆ side() [1/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 762 of file messages.hpp.
◆ side() [2/2]
template<class Specific1 , class Specific2 >
|
inlinenoexcept |
Definition at line 765 of file messages.hpp.
Member Data Documentation
◆ appID
template<class Specific1 , class Specific2 >
| AppID isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::appID |
Definition at line 688 of file messages.hpp.
◆ clientOrderID_
template<class Specific1 , class Specific2 >
| ClientOrderID_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::clientOrderID_ |
Definition at line 691 of file messages.hpp.
◆ counterparty
template<class Specific1 , class Specific2 >
| Counterparty_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::counterparty |
Definition at line 704 of file messages.hpp.
◆ execType_
template<class Specific1 , class Specific2 >
| ExecType isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::execType_ |
Definition at line 693 of file messages.hpp.
◆ executedPrice_
template<class Specific1 , class Specific2 >
| Price_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::executedPrice_ |
Definition at line 697 of file messages.hpp.
◆ executionID
template<class Specific1 , class Specific2 >
| ExecutionID_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::executionID |
Definition at line 690 of file messages.hpp.
◆ executionReportRefID
template<class Specific1 , class Specific2 >
| ExecutionReportRefID_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::executionReportRefID |
Definition at line 694 of file messages.hpp.
◆ instrumentID_
template<class Specific1 , class Specific2 >
| SecurityID_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::instrumentID_ |
Definition at line 699 of file messages.hpp.
◆ orderID
template<class Specific1 , class Specific2 >
| OrderID_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::orderID |
Definition at line 692 of file messages.hpp.
◆ orderRejectCode_
template<class Specific1 , class Specific2 >
| RejectCode_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::orderRejectCode_ |
Definition at line 696 of file messages.hpp.
◆ orderStatus_
template<class Specific1 , class Specific2 >
| OrderStatus isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::orderStatus_ |
Definition at line 695 of file messages.hpp.
◆ reservedField2
template<class Specific1 , class Specific2 >
| const std::int8_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::reservedField2 =0 |
Definition at line 701 of file messages.hpp.
◆ restatementReason
template<class Specific1 , class Specific2 >
| RestatementReason isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::restatementReason |
Definition at line 700 of file messages.hpp.
◆ secondaryOrderID
template<class Specific1 , class Specific2 >
| uint64_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::secondaryOrderID =0 |
Definition at line 703 of file messages.hpp.
◆ sequenceNumber
template<class Specific1 , class Specific2 >
| int32_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::sequenceNumber |
Definition at line 689 of file messages.hpp.
◆ side_
template<class Specific1 , class Specific2 >
| Side isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::side_ |
Definition at line 702 of file messages.hpp.
◆ specific1
template<class Specific1 , class Specific2 >
| specific1_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::specific1 |
Definition at line 698 of file messages.hpp.
◆ specific2
template<class Specific1 , class Specific2 >
| specific2_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::specific2 |
Definition at line 708 of file messages.hpp.
◆ tradeLiquidityIndicator
template<class Specific1 , class Specific2 >
| TradeLiquidityIndicator isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::tradeLiquidityIndicator |
Definition at line 705 of file messages.hpp.
◆ tradeMatchID
template<class Specific1 , class Specific2 >
| uint64_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::tradeMatchID |
Definition at line 706 of file messages.hpp.
◆ transactTime
template<class Specific1 , class Specific2 >
| TransactTime_t isimud::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >::transactTime |
Definition at line 707 of file messages.hpp.
The documentation for this struct was generated from the following files:
- isimud/exchanges/MIT/common/messages.hpp
- isimud/exchanges/MIT/common/messages_impl.hpp
