Represents an extension of Order for the symbols traded on the OTC Markets. More...

#include <OtcMarketsOrder.hpp>

Inheritance diagram for OtcMarketsOrder:

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

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

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

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

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

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

Public Types inherited from 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 override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

	OtcMarketsOrder () noexcept=default
	Creates new OTC Markets order event with default values.

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

OtcMarketsOrder &	withEventSymbol (const std::string &eventSymbol) noexcept override
	Changes event's symbol and returns the current OTC Markets order.

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

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

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

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

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

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

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

OtcMarketsOrder &	withSequence (std::int32_t sequence) noexcept
	Changes sequence number of this OTC Markets order.

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

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

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

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

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

OtcMarketsOrder &	withPrice (double price) noexcept
	Changes price of this OTC Markets order.

OtcMarketsOrder &	withSize (double size) noexcept
	Changes size of this OTC Markets order.

OtcMarketsOrder &	withExecutedSize (double executedSize) noexcept
	Changes executed size of this OTC Markets order.

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

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

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

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

OtcMarketsOrder &	withExchangeCode (char exchangeCode) noexcept
	Changes exchange code of this OTC Markets order.

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

OtcMarketsOrder &	withOrderSide (const Side &side) noexcept
	Changes side of this OTC Markets order.

OtcMarketsOrder &	withScope (const Scope &scope) noexcept
	Changes scope of this OTC Markets order.

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

std::int32_t	getQuoteAccessPayment () const noexcept
	Returns Quote Access Payment (QAP) of this OTC Markets order.

void	setQuoteAccessPayment (std::int32_t quoteAccessPayment) noexcept
	Changes Quote Access Payment (QAP) of this OTC Markets order.

OtcMarketsOrder &	withQuoteAccessPayment (std::int32_t quoteAccessPayment) noexcept
	Changes Quote Access Payment (QAP) and returns the current OTC Markets order.

bool	isOpen () const noexcept
	Returns whether this event is available for business within the operating hours of the OTC Link system.

void	setOpen (bool open) noexcept
	Changes whether this event is available for business within the operating hours of the OTC Link system.

OtcMarketsOrder &	withOpen (bool open) noexcept
	Changes whether this event is available for business within the operating hours of the OTC Link system.

bool	isUnsolicited () const noexcept
	Returns whether this event is unsolicited.

void	setUnsolicited (bool unsolicited) noexcept
	Changes whether this event is unsolicited.

OtcMarketsOrder &	withUnsolicited (bool unsolicited) noexcept
	Changes whether this event is unsolicited.

const OtcMarketsPriceType &	getOtcMarketsPriceType () const &noexcept
	Returns OTC Markets price type of this OTC Markets order events.

void	setOtcMarketsPriceType (const OtcMarketsPriceType &otcPriceType) noexcept
	Changes OTC Markets price type of this OTC Markets order events.

OtcMarketsOrder &	withOtcMarketsPriceType (const OtcMarketsPriceType &otcPriceType) noexcept
	Changes OTC Markets price type of this OTC Markets order events.

bool	isSaturated () const noexcept
	Returns whether this event should NOT be considered for the inside price.

void	setSaturated (bool saturated) noexcept
	Changes whether this event should NOT be considered for the inside price.

OtcMarketsOrder &	withSaturated (bool saturated) noexcept
	Changes whether this event should NOT be considered for the inside price.

bool	isAutoExecution () const noexcept
	Returns whether this event is in 'AutoEx' mode.

void	setAutoExecution (bool autoExecution) noexcept
	Changes whether this event is in 'AutoEx' mode.

OtcMarketsOrder &	withAutoExecution (bool autoExecution) noexcept
	Changes whether this event is in 'AutoEx' mode.

bool	isNmsConditional () const noexcept
	Returns whether this event represents a NMS conditional.

void	setNmsConditional (bool nmsConditional) noexcept
	Changes whether this event represents a NMS conditional.

OtcMarketsOrder &	withNmsConditional (bool nmsConditional) noexcept
	Changes whether this event represents a NMS conditional.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Order &	withScope (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.

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

Static Public Member Functions
static Ptr	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

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

Static Public Member Functions inherited from Order
static Ptr	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

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

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

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

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

Static Public Attributes inherited from 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 MarketEvent
	MarketEvent (std::string eventSymbol) noexcept
	Protected constructor for concrete implementation classes that initializes `eventSymbol` property.

Detailed Description

Represents an extension of Order for the symbols traded on the OTC Markets.

It includes the OTC Markets specific quote data, such as Quote Access Payment (QAP) value, Quote Price Type, Open/Closed status, and Unsolicited quote indicator. The original event (OTC Quote) published by the exchange is presented in the form of two separate OTCMarketsOrder events (bid and ask side). Note that the description of the fields (e.g. QAP) uses the original "quote" term.

For more information about original fields, QAP, Quote Flags and Extended Quote Flags, see OTC Markets Multicast Data Feed.

For more information about display requirements, see OTC Markets Display Requirements.

Like regular orders, OTC Markets order events arrive from multiple sources for the same market symbol and are distinguished by their index. 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 hasSize() is a convenient method to test for size presence.

Quote Flags

Quote Flags from OTC Markets are mapped to the access methods of this class as follows:

Update Side - orderSide
State - open
Ask/Bid Unsolicited - unsolicited
Ask/Bid Priced, Aks/Bid OW/BW - otcMarketsPriceType

Extended Quote Flags

Extended Quote Flags from OTC Markets are mapped to the access methods of this class as follows:

QuoteSaturatedFlag - saturated
Bid/Offer AutoExFlag - autoExecution
NMSConditionalQuoteFlag - nmsConditional

Event flags, transactions and snapshots

OTC Markets order event sources provide a consistent view of the order book. Their updates may incorporate multiple changes to individual orders that have to be processed at the same time. The corresponding information is carried in eventFlags property.

See the "Event Flags" section of OrderBase class documentation for details.

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 setSource() method after 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 OTC Markets order
auxOrderId - additional ID for this OTC Markets 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 records OtcMarketsOrder#<source-id>, where <source-id> is up to 4 ASCII characters with a mnemonic for the source like "pink".

Constructor & Destructor Documentation

◆ OtcMarketsOrder()

OtcMarketsOrder::OtcMarketsOrder ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new OTC Markets order event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ freeGraal()

void OtcMarketsOrder::freeGraal ( void * graalNative )

static

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

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

◆ fromGraal()

OtcMarketsOrder::Ptr OtcMarketsOrder::fromGraal ( void * graalNative )

static

Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Returns: The object of current type.

Exceptions

std::invalid_argument

◆ getOtcMarketsPriceType()

const OtcMarketsPriceType & OtcMarketsOrder::getOtcMarketsPriceType ( ) const &

inlinenoexcept

Returns OTC Markets price type of this OTC Markets order events.

Returns: OTC Markets price type of this OTC Markets order events.

◆ getQuoteAccessPayment()

std::int32_t OtcMarketsOrder::getQuoteAccessPayment ( ) const

inlinenoexcept

Returns Quote Access Payment (QAP) of this OTC Markets order.

QAP functionality allows participants to dynamically set access fees or rebates, in real-time and on a per-security basis through OTC Dealer or OTC FIX connections. Positive integers (1 to 30) indicate a rebate, and negative integers (-1 to -30) indicate an access fee. 0 indicates no rebate or access fee.

Returns: QAP of this OTC Markets order.

◆ isAutoExecution()

bool OtcMarketsOrder::isAutoExecution ( ) const

inlinenoexcept

Returns whether this event is in 'AutoEx' mode.

If this event is in 'AutoEx' mode then a response to an OTC Link trade message will be immediate.

Returns: true if this event is in 'AutoEx' mode.

◆ isNmsConditional()

bool OtcMarketsOrder::isNmsConditional ( ) const

inlinenoexcept

Returns whether this event represents a NMS conditional.

This flag indicates the displayed size is a round lot at least two times greater than the minimum round lot size in the security and a trade message relating to the event cannot be sent or filled for less than the displayed size.

Returns: true if this event represents a NMS conditional.

◆ isOpen()

bool OtcMarketsOrder::isOpen ( ) const

inlinenoexcept

Returns whether this event is available for business within the operating hours of the OTC Link system.

All quotes will be closed at the start of the trading day and will remain closed until the traders open theirs.

Returns: true if this event is available for business within the operating hours of the OTC Link system.

◆ isSaturated()

bool OtcMarketsOrder::isSaturated ( ) const

inlinenoexcept

Returns whether this event should NOT be considered for the inside price.

Returns: true if this event should NOT be considered for the inside price.

◆ isUnsolicited()

bool OtcMarketsOrder::isUnsolicited ( ) const

inlinenoexcept

Returns whether this event is unsolicited.

Returns: true if this event is unsolicited.

◆ setAutoExecution()

void OtcMarketsOrder::setAutoExecution ( bool autoExecution )

inlinenoexcept

Changes whether this event is in 'AutoEx' mode.

Parameters

autoExecution true if this event is in 'AutoEx' mode.

Referenced by withAutoExecution().

◆ setNmsConditional()

void OtcMarketsOrder::setNmsConditional ( bool nmsConditional )

inlinenoexcept

Changes whether this event represents a NMS conditional.

Parameters

nmsConditional true if this event represents a NMS conditional.

Referenced by withNmsConditional().

◆ setOpen()

void OtcMarketsOrder::setOpen ( bool open )

inlinenoexcept

Changes whether this event is available for business within the operating hours of the OTC Link system.

Parameters

open	`true` if this event is available for business within the operating hours of the OTC Link system.

Referenced by withOpen().

◆ setOtcMarketsPriceType()

void OtcMarketsOrder::setOtcMarketsPriceType ( const OtcMarketsPriceType & otcPriceType )

inlinenoexcept

Changes OTC Markets price type of this OTC Markets order events.

Parameters

otcPriceType OTC Markets price type of this OTC Markets order events.

Referenced by withOtcMarketsPriceType().

◆ setQuoteAccessPayment()

void OtcMarketsOrder::setQuoteAccessPayment ( std::int32_t quoteAccessPayment )

inlinenoexcept

Changes Quote Access Payment (QAP) of this OTC Markets order.

Parameters

quoteAccessPayment QAP of this OTC Markets order.

Referenced by withQuoteAccessPayment().

◆ setSaturated()

void OtcMarketsOrder::setSaturated ( bool saturated )

inlinenoexcept

Changes whether this event should NOT be considered for the inside price.

Parameters

saturated true if this event should NOT be considered for the inside price.

Referenced by withSaturated().

◆ setUnsolicited()

void OtcMarketsOrder::setUnsolicited ( bool unsolicited )

inlinenoexcept

Changes whether this event is unsolicited.

Parameters

unsolicited true if this event is unsolicited.

Referenced by withUnsolicited().

◆ toGraal()

void * OtcMarketsOrder::toGraal ( ) const

overridevirtual

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

Reimplemented from Order.

◆ toString()

std::string OtcMarketsOrder::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from Order.

◆ withAction()

OtcMarketsOrder & OtcMarketsOrder::withAction ( const OrderAction & action )

inlinenoexcept

Changes action of this OTC Markets order and returns it.

Parameters

action The side of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withAction().

◆ withActionTime()

OtcMarketsOrder & OtcMarketsOrder::withActionTime ( std::int64_t actionTime )

inlinenoexcept

Changes time of the last action and returns current OTC Markets order.

Parameters

actionTime The last order action time.

Returns: The current OTC Markets order.

References Order::withActionTime().

◆ withAutoExecution()

OtcMarketsOrder & OtcMarketsOrder::withAutoExecution ( bool autoExecution )

inlinenoexcept

Changes whether this event is in 'AutoEx' mode.

Returns the current OTC Markets order.

Parameters

autoExecution true if this event is in 'AutoEx' mode.

Returns: The current OTC Markets order.

References setAutoExecution().

◆ withAuxOrderId()

OtcMarketsOrder & OtcMarketsOrder::withAuxOrderId ( std::int64_t auxOrderId )

inlinenoexcept

Changes auxiliary order ID.

Returns the current OTC Markets order.

Parameters

auxOrderId The auxiliary order ID.

Returns: The current OTC Markets order.

References Order::withAuxOrderId().

◆ withCount()

OtcMarketsOrder & OtcMarketsOrder::withCount ( std::int64_t count )

inlinenoexcept

Changes number of individual orders in this aggregate order.

Returns the current OTC Markets order.

Parameters

count The number of individual orders in this aggregate order.

Returns: The current OTC Markets order.

References Order::withCount().

◆ withEventFlags() [1/2]

OtcMarketsOrder & OtcMarketsOrder::withEventFlags ( const EventFlagsMask & eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current OTC Markets order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Returns: The current OTC Markets order.

◆ withEventFlags() [2/2]

OtcMarketsOrder & OtcMarketsOrder::withEventFlags ( std::int32_t eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current OTC Markets order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Returns: The current OTC Markets order.

◆ withEventSymbol()

OtcMarketsOrder & OtcMarketsOrder::withEventSymbol ( const std::string & eventSymbol )

inlineoverridevirtualnoexcept

Changes event's symbol and returns the current OTC Markets order.

Parameters

eventSymbol The symbol of this event.

Returns: The current OTC Markets order.

Reimplemented from Order.

References Order::withEventSymbol().

◆ withEventTime()

OtcMarketsOrder & OtcMarketsOrder::withEventTime ( std::int64_t eventTime )

inlinenoexcept

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

Parameters

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

Returns: The current OTC Markets order.

References Order::withEventTime().

◆ withExchangeCode() [1/2]

OtcMarketsOrder & OtcMarketsOrder::withExchangeCode ( char exchangeCode )

inlinenoexcept

Changes exchange code of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

exchangeCode The exchange code of this OTC Markets order.

Returns: The current OTC Markets order.

◆ withExchangeCode() [2/2]

OtcMarketsOrder & OtcMarketsOrder::withExchangeCode ( std::int16_t exchangeCode )

inlinenoexcept

Changes exchange code of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

exchangeCode The exchange code of this OTC Markets order.

Returns: The current OTC Markets order.

◆ withExecutedSize()

OtcMarketsOrder & OtcMarketsOrder::withExecutedSize ( double executedSize )

inlinenoexcept

Changes executed size of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

executedSize The executed size of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withExecutedSize().

◆ withIndex()

OtcMarketsOrder & OtcMarketsOrder::withIndex ( std::int64_t index )

inlinenoexcept

Changes unique per-symbol index of this OTC Markets 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 OTC Markets order.

Returns: The current OTC Markets order.

References Order::withIndex().

◆ withMarketMaker()

OtcMarketsOrder & OtcMarketsOrder::withMarketMaker ( std::string marketMaker )

inlinenoexcept

Changes market maker or other aggregate identifier of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

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

Returns: The current OTC Markets order.

◆ withNmsConditional()

OtcMarketsOrder & OtcMarketsOrder::withNmsConditional ( bool nmsConditional )

inlinenoexcept

Changes whether this event represents a NMS conditional.

Returns the current OTC Markets order.

Parameters

nmsConditional true if this event represents a NMS conditional.

Returns: The current OTC Markets order.

References setNmsConditional().

◆ withOpen()

OtcMarketsOrder & OtcMarketsOrder::withOpen ( bool open )

inlinenoexcept

Changes whether this event is available for business within the operating hours of the OTC Link system.

Returns the current OTC Markets order.

Parameters

open	`true` if this event is available for business within the operating hours of the OTC Link system.

Returns: The current OTC Markets order.

References setOpen().

◆ withOrderId()

OtcMarketsOrder & OtcMarketsOrder::withOrderId ( std::int64_t orderId )

inlinenoexcept

Changes order ID.

Returns the current OTC Markets order.

Parameters

orderId The order ID.

Returns: The current OTC Markets order.

References Order::withOrderId().

◆ withOrderSide()

OtcMarketsOrder & OtcMarketsOrder::withOrderSide ( const Side & side )

inlinenoexcept

Changes side of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

side	The side of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withOrderSide().

◆ withOtcMarketsPriceType()

OtcMarketsOrder & OtcMarketsOrder::withOtcMarketsPriceType ( const OtcMarketsPriceType & otcPriceType )

inlinenoexcept

Changes OTC Markets price type of this OTC Markets order events.

Returns the current OTC Markets order.

Parameters

otcPriceType OTC Markets price type of this OTC Markets order events.

Returns: The current OTC Markets order.

References setOtcMarketsPriceType().

◆ withPrice()

OtcMarketsOrder & OtcMarketsOrder::withPrice ( double price )

inlinenoexcept

Changes price of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

price The price of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withPrice().

◆ withQuoteAccessPayment()

OtcMarketsOrder & OtcMarketsOrder::withQuoteAccessPayment ( std::int32_t quoteAccessPayment )

inlinenoexcept

Changes Quote Access Payment (QAP) and returns the current OTC Markets order.

Parameters

quoteAccessPayment QAP of this OTC Markets order.

Returns: The current OTC Markets order.

References setQuoteAccessPayment().

◆ withSaturated()

OtcMarketsOrder & OtcMarketsOrder::withSaturated ( bool saturated )

inlinenoexcept

Changes whether this event should NOT be considered for the inside price.

Returns the current OTC Markets order.

Parameters

saturated true if this event should NOT be considered for the inside price.

Returns: The current OTC Markets order.

References setSaturated().

◆ withScope()

OtcMarketsOrder & OtcMarketsOrder::withScope ( const Scope & scope )

inlinenoexcept

Changes scope of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

scope The scope of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withScope().

◆ withSequence()

OtcMarketsOrder & OtcMarketsOrder::withSequence ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

sequence the sequence.

Returns: The current OTC Markets order.

See also: OrderBase::getSequence()

References Order::withSequence().

◆ withSize()

OtcMarketsOrder & OtcMarketsOrder::withSize ( double size )

inlinenoexcept

Changes size of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

size	The size of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withSize().

◆ withSource()

OtcMarketsOrder & OtcMarketsOrder::withSource ( const OrderSource & source )

inlinenoexcept

Changes event's source and returns the current OTC Markets order.

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

Parameters

source source of this event.

Returns: The current OTC Markets order.

References Order::withSource().

◆ withTime()

OtcMarketsOrder & OtcMarketsOrder::withTime ( std::int64_t time )

inlinenoexcept

Changes time of this OTC Markets order and returns it.

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

Parameters

time	time of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withTime().

◆ withTimeNanoPart()

OtcMarketsOrder & OtcMarketsOrder::withTimeNanoPart ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds time part of this OTC Markets order.

Returns the current OTC Markets order.

Parameters

timeNanoPart microseconds and nanoseconds time part of this OTC Markets order.

Returns: The current OTC Markets order.

References Order::withTimeNanoPart().

◆ withTimeNanos()

OtcMarketsOrder & OtcMarketsOrder::withTimeNanos ( std::int64_t timeNanos )

inlinenoexcept

Changes time of this OTC Markets 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 OTC Markets order in nanoseconds.

Returns: The current OTC Markets order.

References Order::withTimeNanos().

◆ withTradeId()

OtcMarketsOrder & OtcMarketsOrder::withTradeId ( std::int64_t tradeId )

inlinenoexcept

Changes trade ID.

Returns the current OTC Markets order.

Parameters

tradeId The trade ID.

Returns: The current OTC Markets order.

References Order::withTradeId().

◆ withTradePrice()

OtcMarketsOrder & OtcMarketsOrder::withTradePrice ( double tradePrice )

inlinenoexcept

Changes trade price.

Returns the current OTC Markets order.

Parameters

tradePrice The trade price.

Returns: The current OTC Markets order.

References Order::withTradePrice().

◆ withTradeSize()

OtcMarketsOrder & OtcMarketsOrder::withTradeSize ( double tradeSize )

inlinenoexcept

Changes trade size.

Returns the current OTC Markets order.

Parameters

tradeSize The trade size.

Returns: The current OTC Markets order.

References Order::withTradeSize().

◆ withUnsolicited()

OtcMarketsOrder & OtcMarketsOrder::withUnsolicited ( bool unsolicited )

inlinenoexcept

Changes whether this event is unsolicited.

Returns the current OTC Markets order.

Parameters

unsolicited true if this event is unsolicited.

Returns: The current OTC Markets order.

References setUnsolicited().

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Quote Flags

Extended Quote Flags

Event flags, transactions and snapshots

Publishing order books

Limitations

Full Order Book Support

Implementation details

Constructor & Destructor Documentation

◆ OtcMarketsOrder()

Member Function Documentation

◆ freeGraal()

◆ fromGraal()

◆ getOtcMarketsPriceType()

◆ getQuoteAccessPayment()

◆ isAutoExecution()

◆ isNmsConditional()

◆ isOpen()

◆ isSaturated()

◆ isUnsolicited()

◆ setAutoExecution()

◆ setNmsConditional()

◆ setOpen()

◆ setOtcMarketsPriceType()

◆ setQuoteAccessPayment()

◆ setSaturated()

◆ setUnsolicited()

◆ toGraal()

◆ toString()

◆ withAction()

◆ withActionTime()

◆ withAutoExecution()

◆ withAuxOrderId()

◆ withCount()

◆ withEventFlags() [1/2]

◆ withEventFlags() [2/2]

◆ withEventSymbol()

◆ withEventTime()

◆ withExchangeCode() [1/2]

◆ withExchangeCode() [2/2]

◆ withExecutedSize()

◆ withIndex()

◆ withMarketMaker()

◆ withNmsConditional()

◆ withOpen()

◆ withOrderId()

◆ withOrderSide()

◆ withOtcMarketsPriceType()

◆ withPrice()

◆ withQuoteAccessPayment()

◆ withSaturated()

◆ withScope()

◆ withSequence()

◆ withSize()

◆ withSource()

◆ withTime()

◆ withTimeNanoPart()

◆ withTimeNanos()

◆ withTradeId()

◆ withTradePrice()

◆ withTradeSize()

◆ withUnsolicited()