libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
Public Types | Public Member Functions | Public Attributes | List of all members
isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 > Struct Template Reference

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >:
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Collaboration diagram for isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >:
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Public Types

enum  : MsgType_t { static_type =static_cast<MsgType_t>(ClientMsgType::OrderCancelReplaceRequest) }
 
enum  : std::size_t { header_t_size =sizeof(Header_t) }
 
using Header_t = Header
 
using specific1_t = Specific1
 
using specific2_t = Specific2
 
using specific3_t = Specific3
 
- 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 OrderCancelReplaceRequest (common::ClientOrderID_t const &clID, ClientOrderID_t const &origclID, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t const p, TIF t, Side s) noexcept(true) FORCE_INLINE
 
SecurityID_t instrumentID () const noexcept(true)
 
void instrumentID (SecurityID_t i) noexcept(true)
 
const ClientOrderID_t & clientOrderID () const noexcept(true)
 
void clientOrderID (ClientOrderID_t const &clID) noexcept(true)
 
const ClientOrderID_t & originalClientOrderID () const noexcept(true)
 
void originalClientOrderID (ClientOrderID_t const &clID) noexcept(true)
 
Price_t limitPrice () const noexcept(true)
 
void limitPrice (Price_t p) noexcept(true)
 
specific2_t::order_qty_t orderQty () const noexcept(true)
 
void orderQty (typename specific2_t::order_qty_t i) noexcept(true)
 
Side side () const noexcept(true)
 
void side (Side i) 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)
 

Public Attributes

ClientOrderID_t clientOrderID_
 
ClientOrderID_t originalClientOrderID_
 
OrderID_t orderID
 
specific1_t specific1
 
ExpireDateTime_t expireDateTime
 
specific2_t specific2
 
Price_t limitPrice_
 
Account_t account
 
TIF tif_
 
Side side_
 
Price_t stoppedPrice
 
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_
 

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, class Specific3>
struct isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >

Definition at line 508 of file messages.hpp.

Member Typedef Documentation

◆ Header_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::Header_t = Header

Definition at line 509 of file messages.hpp.

◆ specific1_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific1_t = Specific1

Definition at line 516 of file messages.hpp.

◆ specific2_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific2_t = Specific2

Definition at line 517 of file messages.hpp.

◆ specific3_t

template<class Specific1, class Specific2, class Specific3>
using isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific3_t = Specific3

Definition at line 518 of file messages.hpp.

Member Enumeration Documentation

◆ anonymous enum

template<class Specific1, class Specific2, class Specific3>
anonymous enum : MsgType_t
Enumerator
static_type 

Definition at line 510 of file messages.hpp.

◆ anonymous enum

template<class Specific1, class Specific2, class Specific3>
anonymous enum : std::size_t
Enumerator
header_t_size 

Definition at line 513 of file messages.hpp.

Constructor & Destructor Documentation

◆ OrderCancelReplaceRequest()

template<class Specific1 , class Specific2 , class Specific3 >
constexpr isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::OrderCancelReplaceRequest ( common::ClientOrderID_t const &  clID,
ClientOrderID_t const &  origclID,
SecurityID_t  instID,
typename specific2_t::order_qty_t  ordQty,
Price_t const  p,
TIF  t,
Side  s 
)
inlineconstexprnoexcept

Definition at line 213 of file messages_impl.hpp.

Member Function Documentation

◆ clientOrderID() [1/2]

template<class Specific1, class Specific2, class Specific3>
const ClientOrderID_t& isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID ( ) const
inlinenoexcept

Definition at line 542 of file messages.hpp.

◆ clientOrderID() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID ( ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 545 of file messages.hpp.

◆ instrumentID() [1/2]

template<class Specific1, class Specific2, class Specific3>
SecurityID_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::instrumentID ( ) const
inlinenoexcept

Definition at line 535 of file messages.hpp.

◆ instrumentID() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::instrumentID ( SecurityID_t  i)
inlinenoexcept

Definition at line 538 of file messages.hpp.

◆ limitPrice() [1/2]

template<class Specific1, class Specific2, class Specific3>
Price_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice ( ) const
inlinenoexcept

Definition at line 556 of file messages.hpp.

◆ limitPrice() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice ( Price_t  p)
inlinenoexcept

Definition at line 559 of file messages.hpp.

◆ orderQty() [1/2]

template<class Specific1, class Specific2, class Specific3>
specific2_t::order_qty_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderQty ( ) const
inlinenoexcept

Definition at line 563 of file messages.hpp.

◆ orderQty() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderQty ( typename specific2_t::order_qty_t  i)
inlinenoexcept

Definition at line 566 of file messages.hpp.

◆ originalClientOrderID() [1/2]

template<class Specific1, class Specific2, class Specific3>
const ClientOrderID_t& isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID ( ) const
inlinenoexcept

Definition at line 549 of file messages.hpp.

◆ originalClientOrderID() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID ( ClientOrderID_t const &  clID)
inlinenoexcept

Definition at line 552 of file messages.hpp.

◆ side() [1/2]

template<class Specific1, class Specific2, class Specific3>
Side isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side ( ) const
inlinenoexcept

Definition at line 570 of file messages.hpp.

◆ side() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side ( Side  i)
inlinenoexcept

Definition at line 573 of file messages.hpp.

◆ tif() [1/2]

template<class Specific1, class Specific2, class Specific3>
TIF isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif ( ) const
inlinenoexcept

Definition at line 577 of file messages.hpp.

◆ tif() [2/2]

template<class Specific1, class Specific2, class Specific3>
void isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif ( TIF  t)
inlinenoexcept

Definition at line 580 of file messages.hpp.

Member Data Documentation

◆ account

template<class Specific1, class Specific2, class Specific3>
Account_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::account

Definition at line 527 of file messages.hpp.

◆ clientOrderID_

template<class Specific1, class Specific2, class Specific3>
ClientOrderID_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::clientOrderID_

Definition at line 520 of file messages.hpp.

◆ expireDateTime

template<class Specific1, class Specific2, class Specific3>
ExpireDateTime_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::expireDateTime

Definition at line 524 of file messages.hpp.

◆ limitPrice_

template<class Specific1, class Specific2, class Specific3>
Price_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::limitPrice_

Definition at line 526 of file messages.hpp.

◆ orderID

template<class Specific1, class Specific2, class Specific3>
OrderID_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::orderID

Definition at line 522 of file messages.hpp.

◆ originalClientOrderID_

template<class Specific1, class Specific2, class Specific3>
ClientOrderID_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::originalClientOrderID_

Definition at line 521 of file messages.hpp.

◆ side_

template<class Specific1, class Specific2, class Specific3>
Side isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::side_

Definition at line 529 of file messages.hpp.

◆ specific1

template<class Specific1, class Specific2, class Specific3>
specific1_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific1

Definition at line 523 of file messages.hpp.

◆ specific2

template<class Specific1, class Specific2, class Specific3>
specific2_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific2

Definition at line 525 of file messages.hpp.

◆ specific3

template<class Specific1, class Specific2, class Specific3>
specific3_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::specific3

Definition at line 531 of file messages.hpp.

◆ stoppedPrice

template<class Specific1, class Specific2, class Specific3>
Price_t isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::stoppedPrice

Definition at line 530 of file messages.hpp.

◆ tif_

template<class Specific1, class Specific2, class Specific3>
TIF isimud::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >::tif_

Definition at line 528 of file messages.hpp.

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