Order event is a snapshot for a full available market depth for a symbol. More...

#include <Order.hpp>

Inheritance diagram for dxfcpp::Order:

Public Types
using	Ptr = std::shared_ptr<Order>
	The alias to a type of shared pointer to the Order object.

using	Unique = std::unique_ptr<Order>
	The alias to a type of unique pointer to the Order object.

Public Types inherited from dxfcpp::MarketEvent
using	Ptr = std::shared_ptr<MarketEvent>
	The alias to a type of shared pointer to the MarketEvent object.

Public Types inherited from dxfcpp::EventTypeWithSymbol< std::string >
using	Ptr
	The alias to a type of shared pointer to the EventTypeWithSymbol's child object.

Public Types inherited from dxfcpp::EventType
using	Ptr = std::shared_ptr<EventType>
	The alias to a type of shared pointer to the EventType object.

Public Types inherited from dxfcpp::SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Types inherited from dxfcpp::IndexedEvent
using	Ptr = std::shared_ptr<IndexedEvent>
	The alias to a type of shared pointer to the IndexedEvent object.

Public Member Functions
void *	toGraal () const noexcept override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

	Order () noexcept=default
	Creates new order event with default values.

	Order (std::string eventSymbol) noexcept
	Creates new order event with the specified event symbol.

virtual Order &	withEventSymbol (const std::string &eventSymbol) noexcept
	Changes event's symbol and returns the current order.

Order::Ptr	withEventSymbolShared (const std::string &eventSymbol) noexcept
	Changes event's symbol and returns a shared pointer to the current order.

Order &	withEventTime (std::int64_t eventTime) noexcept
	Changes event's creation time and returns the current order.

Order::Ptr	withEventTimeShared (std::int64_t eventTime) noexcept
	Changes event's creation time and returns a shared pointer to the current order.

Order &	withSource (const OrderSource &source) noexcept
	Changes event's source and returns the current order.

Order::Ptr	withSourceShared (const OrderSource &source) noexcept
	Changes event's source and returns a shared pointer to the current order.

Order &	withEventFlags (std::int32_t eventFlags) noexcept
	Changes transactional event flags and returns the current order.

Order::Ptr	withEventFlagsShared (std::int32_t eventFlags) noexcept
	Changes transactional event flags and returns a shared pointer to the current order.

Order &	withEventFlags (const EventFlagsMask &eventFlags) noexcept
	Changes transactional event flags and returns the current order.

Order::Ptr	withEventFlagsShared (const EventFlagsMask &eventFlags) noexcept
	Changes transactional event flags and returns a shared pointer to the current order.

Order &	withIndex (std::int64_t index) noexcept
	Changes unique per-symbol index of this order and returns it.

Order::Ptr	withIndexShared (std::int64_t index) noexcept
	Changes unique per-symbol index of this order and returns a shared pointer to it.

Order &	withTime (std::int64_t time) noexcept
	Changes time of this order and returns it.

Order::Ptr	withTimeShared (std::int64_t time) noexcept
	Changes time of this order and returns a shared pointer to it.

Order &	withTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of this order.

Order::Ptr	withTimeNanoPartShared (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of this order.

Order &	withSequence (std::int32_t sequence) noexcept
	Changes sequence number of this order.

Order::Ptr	withSequenceShared (std::int32_t sequence) noexcept
	Changes sequence number of this order.

Order &	withTimeNanos (std::int64_t timeNanos) noexcept
	Changes time of this order and returns it.

Order::Ptr	withTimeNanosShared (std::int64_t timeNanos) noexcept
	Changes time of this order.

Order &	withAction (const OrderAction &action) noexcept
	Changes action of this order and returns it.

Order::Ptr	withActionShared (const OrderAction &action) noexcept
	Changes action of this order.

Order &	withActionTime (std::int64_t actionTime) noexcept
	Changes time of the last action and returns current order.

Order::Ptr	withActionTimeShared (std::int64_t actionTime) noexcept
	Changes time of the last action and returns a shared pointer to the current order.

Order &	withOrderId (std::int64_t orderId) noexcept
	Changes order ID.

Order::Ptr	withOrderIdShared (std::int64_t orderId) noexcept
	Changes order ID.

Order &	withAuxOrderId (std::int64_t auxOrderId) noexcept
	Changes auxiliary order ID.

Order::Ptr	withAuxOrderIdShared (std::int64_t auxOrderId) noexcept
	Changes auxiliary order ID.

Order &	withPrice (double price) noexcept
	Changes price of this order.

Order::Ptr	withPriceShared (double price) noexcept
	Changes price of this order.

Order &	withSize (double size) noexcept
	Changes size of this order.

Order::Ptr	withSizeShared (double size) noexcept
	Changes size of this order.

Order &	withExecutedSize (double executedSize) noexcept
	Changes executed size of this order.

Order::Ptr	withExecutedSizeShared (double executedSize) noexcept
	Changes executed size of this order.

Order &	withCount (std::int64_t count) noexcept
	Changes number of individual orders in this aggregate order.

Order::Ptr	withCountShared (std::int64_t count) noexcept
	Changes number of individual orders in this aggregate order.

Order &	withTradeId (std::int64_t tradeId) noexcept
	Changes trade ID.

Order::Ptr	withTradeShared (std::int64_t tradeId) noexcept
	Changes trade ID.

Order &	withTradePrice (double tradePrice) noexcept
	Changes trade price.

Order::Ptr	withTradePriceShared (double tradePrice) noexcept
	Changes trade price.

Order &	withTradeSize (double tradeSize) noexcept
	Changes trade size.

Order::Ptr	withTradeSizeShared (double tradeSize) noexcept
	Changes trade size.

Order &	withExchangeCode (char exchangeCode) noexcept
	Changes exchange code of this order.

Order::Ptr	withExchangeCodeShared (char exchangeCode) noexcept
	Changes exchange code of this order.

Order &	withExchangeCode (std::int16_t exchangeCode) noexcept
	Changes exchange code of this order.

Order::Ptr	withExchangeCodeShared (std::int16_t exchangeCode) noexcept
	Changes exchange code of this order.

Order &	withOrderSide (const Side &side) noexcept
	Changes side of this order.

Order::Ptr	withOrderSideShared (const Side &side) noexcept
	Changes side of this order.

Order &	withScope (const Scope &scope) noexcept
	Changes scope of this order.

Order::Ptr	withScopeShared (const Scope &scope) noexcept
	Changes scope of this order.

const std::string &	getMarketMaker () const &noexcept
	Returns market maker or other aggregate identifier of this order.

const std::optional< std::string > &	getMarketMakerOpt () const &noexcept
	Returns market maker or other aggregate identifier of this order.

void	setMarketMaker (std::string marketMaker) noexcept
	Changes market maker or other aggregate identifier of this order.

Order &	withMarketMaker (std::string marketMaker) noexcept
	Changes market maker or other aggregate identifier of this order.

Order::Ptr	withMarketMakerShared (std::string marketMaker) noexcept
	Changes market maker or other aggregate identifier of this order.

std::string	toString () const noexcept override
	Returns a string representation of the current object.

Public Member Functions inherited from dxfcpp::OrderBase
	OrderBase () noexcept=default
	Creates new order event with default values.

	OrderBase (std::string eventSymbol) noexcept
	Creates new order event with the specified event symbol.

const OrderSource &	getSource () const &noexcept override
	Returns source of this event.

void	setSource (const OrderSource &source) noexcept
	Changes source of this event.

std::int32_t	getEventFlags () const noexcept override
	Returns transactional event flags.

EventFlagsMask	getEventFlagsMask () const noexcept override
	Returns transactional event flags.

void	setEventFlags (std::int32_t eventFlags) noexcept override
	Changes transactional event flags.

void	setEventFlags (const EventFlagsMask &eventFlags) noexcept override
	Changes transactional event flags.

void	setIndex (std::int64_t index) noexcept override
	Changes unique per-symbol index of this order.

std::int64_t	getIndex () const noexcept override
	Returns unique per-symbol index of this order.

std::int64_t	getTimeSequence () const noexcept
	Returns time and sequence of this order packaged into single long value.

void	setTimeSequence (std::int64_t timeSequence) noexcept
	Changes time and sequence of this order.

std::int64_t	getTime () const noexcept
	Returns time of this order.

void	setTime (std::int64_t time) noexcept
	Changes time of this order.

void	setTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of this order.

std::int32_t	getTimeNanoPart () const noexcept
	Returns microseconds and nanoseconds time part of this order.

std::int32_t	getSequence () const noexcept
	Returns sequence number of this order to distinguish orders that have the same time.

void	setSequence (std::int32_t sequence) noexcept
	Changes sequence number of this order.

std::int64_t	getTimeNanos () const noexcept
	Returns time of this order in nanoseconds.

void	setTimeNanos (std::int64_t timeNanos) noexcept
	Changes time of this order.

const OrderAction &	getAction () const &noexcept
	Returns order action if available, otherwise - OrderAction::UNDEFINED.

void	setAction (const OrderAction &action) noexcept
	Changes action of this order.

std::int64_t	getActionTime () const noexcept
	Returns time of the last action.

void	setActionTime (std::int64_t actionTime) noexcept
	Changes time of the last action.

std::int64_t	getOrderId () const noexcept
	Returns order ID if available.

void	setOrderId (std::int64_t orderId) noexcept
	Changes order ID.

std::int64_t	getAuxOrderId () const noexcept
	Returns auxiliary order ID if available:

void	setAuxOrderId (std::int64_t auxOrderId) noexcept
	Changes auxiliary order ID.

double	getPrice () const noexcept
	Returns price of this order.

void	setPrice (double price) noexcept
	Changes price of this order.

double	getSize () const noexcept
	Returns size of this order.

void	setSize (double size) noexcept
	Changes size of this order.

bool	hasSize () const noexcept
	Returns `true` if this order has some size (sizeAsDouble is neither `0` nor `NaN`).

double	getExecutedSize () const noexcept
	Returns executed size of this order.

void	setExecutedSize (double executedSize) noexcept
	Changes executed size of this order.

std::int64_t	getCount () const noexcept
	Returns number of individual orders in this aggregate order.

void	setCount (std::int64_t count) noexcept
	Changes number of individual orders in this aggregate order.

std::int64_t	getTradeId () const noexcept
	Returns trade (order execution) ID for events containing trade-related action.

void	setTradeId (std::int64_t tradeId) noexcept
	Changes trade ID.

double	getTradePrice () const noexcept
	Returns trade price for events containing trade-related action.

void	setTradePrice (double tradePrice) noexcept
	Changes trade price.

double	getTradeSize () const noexcept
	Returns trade size for events containing trade-related action.

void	setTradeSize (double tradeSize) noexcept
	Changes trade size.

std::int16_t	getExchangeCode () const noexcept
	Returns exchange code of this order.

std::string	getExchangeCodeString () const noexcept
	Returns exchange code of this order as UTF8 string.

void	setExchangeCode (char exchangeCode) noexcept
	Changes exchange code of this order.

void	setExchangeCode (std::int16_t exchangeCode) noexcept
	Changes exchange code of this order.

const Side &	getOrderSide () const &noexcept
	Returns side of this order.

void	setOrderSide (const Side &side) noexcept
	Changes side of this order.

const Scope &	getScope () const &noexcept
	Returns scope of this order.

void	setScope (const Scope &scope) noexcept
	Changes scope of this order.

std::string	baseFieldsToString () const noexcept
	Returns string representation of this order event's fields.

Public Member Functions inherited from dxfcpp::MarketEvent
const std::string &	getEventSymbol () const &noexcept override
	Returns symbol of this event.

const std::optional< std::string > &	getEventSymbolOpt () const &noexcept override
	Returns symbol of this event.

void	setEventSymbol (const std::string &eventSymbol) noexcept override
	Changes symbol of this event.

std::int64_t	getEventTime () const noexcept override
	Returns time when event was created or zero when time is not available.

void	setEventTime (std::int64_t eventTime) noexcept override
	Changes event creation time.

Public Member Functions inherited from dxfcpp::SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T >
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T >
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

Public Member Functions inherited from dxfcpp::Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static void	freeGraal (void *graalNative) noexcept
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Static Public Attributes
static const EventTypeEnum &	TYPE = EventTypeEnum::ORDER
	Type identifier and additional information about the current event class.

Static Public Attributes inherited from dxfcpp::OrderBase
static constexpr std::uint32_t	MAX_SEQUENCE = (1U << 22U) - 1U
	Maximum allowed sequence value.

Static Public Attributes inherited from dxfcpp::IndexedEvent
static const EventFlag	TX_PENDING = EventFlag::TX_PENDING
	`0x01` - A bitmask to get transaction pending indicator from the value of eventFlags property.

static const EventFlag	REMOVE_EVENT = EventFlag::REMOVE_EVENT
	`0x02` - A bitmask to get removal indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_BEGIN = EventFlag::SNAPSHOT_BEGIN
	`0x04` - A bitmask to get snapshot begin indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_END = EventFlag::SNAPSHOT_END
	`0x08` - A bitmask to get snapshot end indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_SNIP = EventFlag::SNAPSHOT_SNIP
	`0x10` - A bitmask to get snapshot snip indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_MODE = EventFlag::SNAPSHOT_MODE
	`0x40` - A bitmask to set snapshot mode indicator into the value of eventFlags property.

Additional Inherited Members
Protected Member Functions inherited from dxfcpp::MarketEvent
	MarketEvent (std::string eventSymbol) noexcept
	Protected constructor for concrete implementation classes that initializes `eventSymbol` property.

Detailed Description

Order event is a snapshot for a full available market depth for a symbol.

The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. Order events give information on several levels of details, called scopes - see Scope. Scope of an order is available via scope property.

Order events arrive from multiple sources for the same market symbol and are distinguished by their index. Index is a unique per symbol identifier of the event. It is unique across all the sources of depth information for the symbol. The event with size either 0 or NaN is a signal to remove previously received order for the corresponding index. The method Order::hasSize() is a convenient method to test for size presence.

Events from finer-grained Scope of detail give more information and include events from coarse-grained Scope of detail. For a consistent representation of the market depth to the end-user, order events must be filtered to remove coarse-grained events that are superseded by the finer-grained events.

Event flags, transactions and snapshots

Some order event sources provide a consistent view of the price-level or detailed order book. Their updates may incorporate multiple changes to price levels or to individual orders that have to be processed at the same time. The corresponding information is carried in eventFlags property.

See Event Flags section of OrderBase class documentation for details.

The composite quotes with Scope::COMPOSITE and regional quotes with Scope::REGIONAL come individually from different venues and are not related to each other in any transactional way. The result of Order::getEventFlags method for them is always zero.

Publishing order books

When publishing an order event with DXPublisher::publishEvents() method, least significant 32 bits of order index must be in a range of from 0 to std::numeric_limits<std::int32_t>::max() inclusive. Use Order::setSource() method after Order::setIndex() to properly include source identifier into the index.

A snapshot has to be published in the descending order of index, starting with an event with the largest index and marking it with EventFlag::SNAPSHOT_BEGIN bit in eventFlags, and finishing the snapshot with an event that has zero 32 least significant bits of index. EventFlag::SNAPSHOT_END bit in eventFlags is optional during publishing. It will be properly set on receiving end anyway.

Limitations

This event type cannot be used with DXFeed::getLastEvent() method.

Full Order Book Support

Some feeds provide support for "Full Order Book" (FOB) where additional fields will be available:

action - event business meaning (see OrderAction for more details)
actionTime - time of the last action
orderId - ID of this order
auxOrderId - additional ID for this order
tradeId - trade (order execution) ID
tradePrice - price of the trade
tradeSize - size of the trade

Implementation details

This event is implemented on top of QDS record Quote for composite quotes with Scope::COMPOSITE, record Quote&X for regional exchange best quotes with Scope::REGIONAL, record MarketMaker for market-maker quotes and futures price level aggregates with Scope::AGGREGATE, record Order for the most fine-grained Scope::ORDER with zero source id, and records Order#<source-id> for specific source ids, where <source-id> is up to 4 ASCII characters with a mnemonic for the source like "NTV".

Constructor & Destructor Documentation

◆ Order()

dxfcpp::Order::Order ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new order event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ freeGraal()

void dxfcpp::Order::freeGraal ( void * graalNative )

staticnoexcept

Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

◆ getMarketMaker()

const std::string & dxfcpp::Order::getMarketMaker ( ) const &

inlinenoexcept

Returns market maker or other aggregate identifier of this order.

This value is defined for Scope::AGGREGATE and Scope::ORDER orders.

Returns: market maker or other aggregate identifier of this order or dxfcpp::String::NUL (std::string{"<null>"}).

◆ getMarketMakerOpt()

const std::optional< std::string > & dxfcpp::Order::getMarketMakerOpt ( ) const &

inlinenoexcept

Returns market maker or other aggregate identifier of this order.

This value is defined for Scope::AGGREGATE and Scope::ORDER orders.

Returns: market maker or other aggregate identifier of this order or std::nullopt.

◆ setMarketMaker()

void dxfcpp::Order::setMarketMaker ( std::string marketMaker )

inlinenoexcept

Changes market maker or other aggregate identifier of this order.

Parameters

marketMaker market maker or other aggregate identifier of this order.

◆ toGraal()

void * dxfcpp::Order::toGraal ( ) const

overridevirtualnoexcept

Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

Fills the dxFeed Graal SDK structure's fields by the data of the current entity (recursively if necessary). Returns the pointer to the filled structure.

Returns: The pointer to the filled dxFeed Graal SDK structure

Implements dxfcpp::EventType.

◆ toString()

std::string dxfcpp::Order::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from dxfcpp::EventType.

◆ withAction()

Order & dxfcpp::Order::withAction ( const OrderAction & action )

inlinenoexcept

Changes action of this order and returns it.

Parameters

action The side of this order.

Returns: The current order.

◆ withActionShared()

Order::Ptr dxfcpp::Order::withActionShared ( const OrderAction & action )

inlinenoexcept

Changes action of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

action The action of this order.

Returns: A shared pointer to the current order.

◆ withActionTime()

Order & dxfcpp::Order::withActionTime ( std::int64_t actionTime )

inlinenoexcept

Changes time of the last action and returns current order.

Parameters

actionTime The last order action time.

Returns: The current order.

◆ withActionTimeShared()

Order::Ptr dxfcpp::Order::withActionTimeShared ( std::int64_t actionTime )

inlinenoexcept

Changes time of the last action and returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

actionTime The last order action time.

Returns: A shared pointer to the current order.

◆ withAuxOrderId()

Order & dxfcpp::Order::withAuxOrderId ( std::int64_t auxOrderId )

inlinenoexcept

Changes auxiliary order ID.

Returns the current order.

Parameters

auxOrderId The auxiliary order ID.

Returns: The current order.

◆ withAuxOrderIdShared()

Order::Ptr dxfcpp::Order::withAuxOrderIdShared ( std::int64_t auxOrderId )

inlinenoexcept

Changes auxiliary order ID.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

auxOrderId The auxiliary order ID.

Returns: A shared pointer to the current order.

◆ withCount()

Order & dxfcpp::Order::withCount ( std::int64_t count )

inlinenoexcept

Changes number of individual orders in this aggregate order.

Returns the current order.

Parameters

count The number of individual orders in this aggregate order.

Returns: The current order.

◆ withCountShared()

Order::Ptr dxfcpp::Order::withCountShared ( std::int64_t count )

inlinenoexcept

Changes number of individual orders in this aggregate order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

count The number of individual orders in this aggregate order.

Returns: A shared pointer to the current order.

◆ withEventFlags() [1/2]

Order & dxfcpp::Order::withEventFlags ( const EventFlagsMask & eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Returns: The current order.

◆ withEventFlags() [2/2]

Order & dxfcpp::Order::withEventFlags ( std::int32_t eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Returns: The current order.

◆ withEventFlagsShared() [1/2]

Order::Ptr dxfcpp::Order::withEventFlagsShared ( const EventFlagsMask & eventFlags )

inlinenoexcept

Changes transactional event flags and returns a shared pointer to the current order.

See EventFlag "Event Flags" section.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

eventFlags transactional event flags' mask.

Returns: A shared pointer to the current order.

◆ withEventFlagsShared() [2/2]

Order::Ptr dxfcpp::Order::withEventFlagsShared ( std::int32_t eventFlags )

inlinenoexcept

Changes transactional event flags and returns a shared pointer to the current order.

See EventFlag "Event Flags" section.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

eventFlags transactional event flags.

Returns: A shared pointer to the current order.

◆ withEventSymbol()

virtual Order & dxfcpp::Order::withEventSymbol ( const std::string & eventSymbol )

inlinevirtualnoexcept

Changes event's symbol and returns the current order.

Parameters

eventSymbol The symbol of this event.

Returns: The current order.

Reimplemented in dxfcpp::AnalyticOrder.

◆ withEventSymbolShared()

Order::Ptr dxfcpp::Order::withEventSymbolShared ( const std::string & eventSymbol )

inlinenoexcept

Changes event's symbol and returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

eventSymbol The symbol of this event.

Returns: A shared pointer to the current order.

◆ withEventTime()

Order & dxfcpp::Order::withEventTime ( std::int64_t eventTime )

inlinenoexcept

Changes event's creation time and returns the current order.

Parameters

eventTime the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC.

Returns: The current order.

◆ withEventTimeShared()

Order::Ptr dxfcpp::Order::withEventTimeShared ( std::int64_t eventTime )

inlinenoexcept

Changes event's creation time and returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

eventTime the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC.

Returns: A shared pointer to the current order.

◆ withExchangeCode() [1/2]

Order & dxfcpp::Order::withExchangeCode ( char exchangeCode )

inlinenoexcept

Changes exchange code of this order.

Returns the current order.

Parameters

exchangeCode The exchange code of this order.

Returns: The current order.

◆ withExchangeCode() [2/2]

Order & dxfcpp::Order::withExchangeCode ( std::int16_t exchangeCode )

inlinenoexcept

Changes exchange code of this order.

Returns the current order.

Parameters

exchangeCode The exchange code of this order.

Returns: The current order.

◆ withExchangeCodeShared() [1/2]

Order::Ptr dxfcpp::Order::withExchangeCodeShared ( char exchangeCode )

inlinenoexcept

Changes exchange code of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

exchangeCode The exchange code of this order.

Returns: A shared pointer to the current order.

◆ withExchangeCodeShared() [2/2]

Order::Ptr dxfcpp::Order::withExchangeCodeShared ( std::int16_t exchangeCode )

inlinenoexcept

Changes exchange code of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

exchangeCode The exchange code of this order.

Returns: A shared pointer to the current order.

◆ withExecutedSize()

Order & dxfcpp::Order::withExecutedSize ( double executedSize )

inlinenoexcept

Changes executed size of this order.

Returns the current order.

Parameters

executedSize The executed size of this order.

Returns: The current order.

◆ withExecutedSizeShared()

Order::Ptr dxfcpp::Order::withExecutedSizeShared ( double executedSize )

inlinenoexcept

Changes executed size of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

executedSize The executed size of this order.

Returns: A shared pointer to the current order.

◆ withIndex()

Order & dxfcpp::Order::withIndex ( std::int64_t index )

inlinenoexcept

Changes unique per-symbol index of this order and returns it.

Note, that this method also changes source, whose id occupies highest bits of index. Use OrderBase::setSource() after invocation of this method to set the desired value of source.

Parameters

index unique per-symbol index of this order.

Returns: The current order.

◆ withIndexShared()

Order::Ptr dxfcpp::Order::withIndexShared ( std::int64_t index )

inlinenoexcept

Changes unique per-symbol index of this order and returns a shared pointer to it.

Note, that this method also changes source, whose id occupies highest bits of index. Use OrderBase::setSource() after invocation of this method to set the desired value of source.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

index unique per-symbol index of this order.

Returns: A shared pointer to the current order.

◆ withMarketMaker()

Order & dxfcpp::Order::withMarketMaker ( std::string marketMaker )

inlinenoexcept

Changes market maker or other aggregate identifier of this order.

Returns the current order.

Parameters

marketMaker The market maker or other aggregate identifier of this order.

Returns: The current order.

◆ withMarketMakerShared()

Order::Ptr dxfcpp::Order::withMarketMakerShared ( std::string marketMaker )

inlinenoexcept

Changes market maker or other aggregate identifier of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

marketMaker The market maker or other aggregate identifier of this order.

Returns: A shared pointer to the current order.

◆ withOrderId()

Order & dxfcpp::Order::withOrderId ( std::int64_t orderId )

inlinenoexcept

Changes order ID.

Returns the current order.

Parameters

orderId The order ID.

Returns: The current order.

◆ withOrderIdShared()

Order::Ptr dxfcpp::Order::withOrderIdShared ( std::int64_t orderId )

inlinenoexcept

Changes order ID.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

orderId order ID.

Returns: A shared pointer to the current order.

◆ withOrderSide()

Order & dxfcpp::Order::withOrderSide ( const Side & side )

inlinenoexcept

Changes side of this order.

Returns the current order.

Parameters

side	The side of this order.

Returns: The current order.

◆ withOrderSideShared()

Order::Ptr dxfcpp::Order::withOrderSideShared ( const Side & side )

inlinenoexcept

Changes side of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

side	The side of this order.

Returns: A shared pointer to the current order.

◆ withPrice()

Order & dxfcpp::Order::withPrice ( double price )

inlinenoexcept

Changes price of this order.

Returns the current order.

Parameters

price The price of this order.

Returns: The current order.

◆ withPriceShared()

Order::Ptr dxfcpp::Order::withPriceShared ( double price )

inlinenoexcept

Changes price of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

price The price of this order.

Returns: A shared pointer to the current order.

◆ withScope()

Order & dxfcpp::Order::withScope ( const Scope & scope )

inlinenoexcept

Changes scope of this order.

Returns the current order.

Parameters

scope The scope of this order.

Returns: The current order.

◆ withScopeShared()

Order::Ptr dxfcpp::Order::withScopeShared ( const Scope & scope )

inlinenoexcept

Changes scope of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

scope The scope of this order.

Returns: A shared pointer to the current order.

◆ withSequence()

Order & dxfcpp::Order::withSequence ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this order.

Returns the current order.

Parameters

sequence the sequence.

Returns: The current order.

See also: OrderBase::getSequence()

◆ withSequenceShared()

Order::Ptr dxfcpp::Order::withSequenceShared ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

sequence the sequence.

Returns: A shared pointer to the current order.

See also: OrderBase::getSequence()

◆ withSize()

Order & dxfcpp::Order::withSize ( double size )

inlinenoexcept

Changes size of this order.

Returns the current order.

Parameters

size	The size of this order.

Returns: The current order.

◆ withSizeShared()

Order::Ptr dxfcpp::Order::withSizeShared ( double size )

inlinenoexcept

Changes size of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

size	The size of this order.

Returns: A shared pointer to the current order.

◆ withSource()

Order & dxfcpp::Order::withSource ( const OrderSource & source )

inlinenoexcept

Changes event's source and returns the current order.

This method changes highest bits of the index of this event.

Parameters

source source of this event.

Returns: The current order.

◆ withSourceShared()

Order::Ptr dxfcpp::Order::withSourceShared ( const OrderSource & source )

inlinenoexcept

Changes event's source and returns a shared pointer to the current order.

This method changes highest bits of the index of this event.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

source source of this event.

Returns: A shared pointer to the current order.

◆ withTime()

Order & dxfcpp::Order::withTime ( std::int64_t time )

inlinenoexcept

Changes time of this order and returns it.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

time	time of this order.

Returns: The current order.

◆ withTimeNanoPart()

Order & dxfcpp::Order::withTimeNanoPart ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds time part of this order.

Returns the current order.

Parameters

timeNanoPart microseconds and nanoseconds time part of this order.

Returns: The current order.

◆ withTimeNanoPartShared()

Order::Ptr dxfcpp::Order::withTimeNanoPartShared ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds time part of this order.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

timeNanoPart microseconds and nanoseconds time part of this order.

Returns: A shared pointer to the current order.

◆ withTimeNanos()

Order & dxfcpp::Order::withTimeNanos ( std::int64_t timeNanos )

inlinenoexcept

Changes time of this order and returns it.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

timeNanos The time of this order in nanoseconds.

Returns: The current order.

◆ withTimeNanosShared()

Order::Ptr dxfcpp::Order::withTimeNanosShared ( std::int64_t timeNanos )

inlinenoexcept

Changes time of this order.

Returns a shared pointer to the current order. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

timeNanos time of this order in nanoseconds.

Returns: A shared pointer to the current order.

◆ withTimeShared()

Order::Ptr dxfcpp::Order::withTimeShared ( std::int64_t time )

inlinenoexcept

Changes time of this order and returns a shared pointer to it.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

time	time of this order.

Returns: A shared pointer to the current order.

◆ withTradeId()

Order & dxfcpp::Order::withTradeId ( std::int64_t tradeId )

inlinenoexcept

Changes trade ID.

Returns the current order.

Parameters

tradeId The trade ID.

Returns: The current order.

◆ withTradePrice()

Order & dxfcpp::Order::withTradePrice ( double tradePrice )

inlinenoexcept

Changes trade price.

Returns the current order.

Parameters

tradePrice The trade price.

Returns: The current order.

◆ withTradePriceShared()

Order::Ptr dxfcpp::Order::withTradePriceShared ( double tradePrice )

inlinenoexcept

Changes trade price.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

tradePrice The trade price.

Returns: A shared pointer to the current order.

◆ withTradeShared()

Order::Ptr dxfcpp::Order::withTradeShared ( std::int64_t tradeId )

inlinenoexcept

Changes trade ID.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

tradeId The trade ID.

Returns: A shared pointer to the current order.

◆ withTradeSize()

Order & dxfcpp::Order::withTradeSize ( double tradeSize )

inlinenoexcept

Changes trade size.

Returns the current order.

Parameters

tradeSize The trade size.

Returns: The current order.

◆ withTradeSizeShared()

Order::Ptr dxfcpp::Order::withTradeSizeShared ( double tradeSize )

inlinenoexcept

Changes trade size.

Returns a shared pointer to the current order.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Order>(new Order(...)) or std::make_shared<Order>(...)

Parameters

tradeSize The trade size.

Returns: A shared pointer to the current order.

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Event flags, transactions and snapshots

Publishing order books

Limitations

Full Order Book Support

Implementation details

Constructor & Destructor Documentation

◆ Order()

Member Function Documentation

◆ freeGraal()

◆ getMarketMaker()

◆ getMarketMakerOpt()

◆ setMarketMaker()

◆ toGraal()

◆ toString()

◆ withAction()

◆ withActionShared()

◆ withActionTime()

◆ withActionTimeShared()

◆ withAuxOrderId()

◆ withAuxOrderIdShared()

◆ withCount()

◆ withCountShared()

◆ withEventFlags() [1/2]

◆ withEventFlags() [2/2]

◆ withEventFlagsShared() [1/2]

◆ withEventFlagsShared() [2/2]

◆ withEventSymbol()

◆ withEventSymbolShared()

◆ withEventTime()

◆ withEventTimeShared()

◆ withExchangeCode() [1/2]

◆ withExchangeCode() [2/2]

◆ withExchangeCodeShared() [1/2]

◆ withExchangeCodeShared() [2/2]

◆ withExecutedSize()

◆ withExecutedSizeShared()

◆ withIndex()

◆ withIndexShared()

◆ withMarketMaker()

◆ withMarketMakerShared()

◆ withOrderId()

◆ withOrderIdShared()

◆ withOrderSide()

◆ withOrderSideShared()

◆ withPrice()

◆ withPriceShared()

◆ withScope()

◆ withScopeShared()

◆ withSequence()

◆ withSequenceShared()

◆ withSize()

◆ withSizeShared()

◆ withSource()

◆ withSourceShared()

◆ withTime()

◆ withTimeNanoPart()

◆ withTimeNanoPartShared()

◆ withTimeNanos()

◆ withTimeNanosShared()

◆ withTimeShared()

◆ withTradeId()

◆ withTradePrice()

◆ withTradePriceShared()

◆ withTradeShared()

◆ withTradeSize()

◆ withTradeSizeShared()