Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol. More...

#include <SpreadOrder.hpp>

Inheritance diagram for dxfcpp::SpreadOrder:

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

const std::string &	getSpreadSymbol () const &noexcept
	Returns spread symbol of this event.

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

void	setSpreadSymbol (std::string spreadSymbol) noexcept
	Changes spread symbol of this event.

SpreadOrder &	withSpreadSymbol (std::string spreadSymbol) noexcept
	Changes spread symbol of this event.

SpreadOrder::Ptr	withSpreadSymbolShared (std::string spreadSymbol) noexcept
	Changes spread symbol of this event.

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::SPREAD_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

Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol.

The collection of spread order events of a symbol represents the most recent information that is available about spread orders on the market at any given moment of time.

Spread order is similar to a regular Order, but it has a spreadSymbol property that contains the symbol of the actual spread that is being represented by spread order object. eventSymbol property contains the underlying symbol that was used in subscription.

Like regular orders, spread 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.

Event flags, transactions and snapshots

Some spread 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.

IndexedEventModel class handles all the snapshot and transaction logic and conveniently represents a list current of events. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.

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 SpreadOrder::SNAPSHOT_BEGIN bit in eventFlags, and finishing the snapshot with an event that has zero 32 least significant bits of index. SpreadOrder::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 records SpreadOrder#<source-id>, where <source-id> is up to 4 ASCII characters with a mnemonic for the source like "ISE".

Constructor & Destructor Documentation

◆ SpreadOrder()

dxfcpp::SpreadOrder::SpreadOrder ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new spread order event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ freeGraal()

void dxfcpp::SpreadOrder::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.

◆ getSpreadSymbol()

const std::string & dxfcpp::SpreadOrder::getSpreadSymbol ( ) const &

inlinenoexcept

Returns spread symbol of this event.

Returns: spread symbol of this event or dxfcpp::String::NUL (std::string{"<null>"}).

◆ getSpreadSymbolOpt()

const std::optional< std::string > & dxfcpp::SpreadOrder::getSpreadSymbolOpt ( ) const &

inlinenoexcept

Returns spread symbol of this event.

Returns: spread symbol of this event or std::nullopt

◆ setSpreadSymbol()

void dxfcpp::SpreadOrder::setSpreadSymbol ( std::string spreadSymbol )

inlinenoexcept

Changes spread symbol of this event.

Parameters

spreadSymbol spread symbol of this event.

◆ toGraal()

void * dxfcpp::SpreadOrder::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::SpreadOrder::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from dxfcpp::EventType.

◆ withAction()

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

inlinenoexcept

Changes action of this spread order and returns it.

Parameters

action The side of this spread order.

Returns: The current spread order.

◆ withActionShared()

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

inlinenoexcept

Changes action of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

action The action of this spread order.

Returns: A shared pointer to the current spread order.

◆ withActionTime()

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

inlinenoexcept

Changes time of the last action and returns current spread order.

Parameters

actionTime The last spread order action time.

Returns: The current spread order.

◆ withActionTimeShared()

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

inlinenoexcept

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

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

Parameters

actionTime The last spread order action time.

Returns: A shared pointer to the current spread order.

◆ withAuxOrderId()

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

inlinenoexcept

Changes auxiliary spread order ID.

Returns the current spread order.

Parameters

auxOrderId The auxiliary spread order ID.

Returns: The current spread order.

◆ withAuxOrderIdShared()

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

inlinenoexcept

Changes auxiliary spread order ID.

Returns a shared pointer to the current spread order.

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

Parameters

auxOrderId The auxiliary spread order ID.

Returns: A shared pointer to the current spread order.

◆ withCount()

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

inlinenoexcept

Changes number of individual spread orders in this aggregate spread order.

Returns the current spread order.

Parameters

count The number of individual orders in this aggregate spread order.

Returns: The current spread order.

◆ withCountShared()

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

inlinenoexcept

Changes number of individual spread orders in this aggregate spread order.

Returns a shared pointer to the current spread order.

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

Parameters

count The number of individual spread orders in this aggregate spread spread order.

Returns: A shared pointer to the current spread order.

◆ withEventFlags() [1/2]

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

inlinenoexcept

Changes transactional event flags and returns the current spread order.

See EventFlag "Event Flags" section.

Parameters

eventFlags The transactional event flags' mask.

Returns: The current spread order.

◆ withEventFlags() [2/2]

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

inlinenoexcept

Changes transactional event flags and returns the current spread order.

See EventFlag "Event Flags" section.

Parameters

eventFlags The transactional event flags.

Returns: The current spread order.

◆ withEventFlagsShared() [1/2]

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

inlinenoexcept

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

See EventFlag "Event Flags" section.

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

Parameters

eventFlags The transactional event flags' mask.

Returns: A shared pointer to the current spread order.

◆ withEventFlagsShared() [2/2]

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

inlinenoexcept

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

See EventFlag "Event Flags" section.

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

Parameters

eventFlags The transactional event flags.

Returns: A shared pointer to the current spread order.

◆ withEventSymbol()

SpreadOrder & dxfcpp::SpreadOrder::withEventSymbol ( const std::string & eventSymbol )

inlinenoexcept

Changes event's symbol and returns the current spread order.

Parameters

eventSymbol The symbol of this event.

Returns: The current spread order.

◆ withEventSymbolShared()

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

inlinenoexcept

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

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

Parameters

eventSymbol The symbol of this event.

Returns: A shared pointer to the current spread order.

◆ withEventTime()

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

inlinenoexcept

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

Parameters

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

Returns: The current spread order.

◆ withEventTimeShared()

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

inlinenoexcept

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

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

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 spread order.

◆ withExchangeCode() [1/2]

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

inlinenoexcept

Changes exchange code of this spread order.

Returns the current spread order.

Parameters

exchangeCode The exchange code of this spread order.

Returns: The current spread order.

◆ withExchangeCode() [2/2]

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

inlinenoexcept

Changes exchange code of this spread order.

Returns the current spread order.

Parameters

exchangeCode The exchange code of this spread order.

Returns: The current spread order.

◆ withExchangeCodeShared() [1/2]

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

inlinenoexcept

Changes exchange code of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

exchangeCode The exchange code of this spread order.

Returns: A shared pointer to the current spread order.

◆ withExchangeCodeShared() [2/2]

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

inlinenoexcept

Changes exchange code of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

exchangeCode The exchange code of this spread order.

Returns: A shared pointer to the current spread order.

◆ withExecutedSize()

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

inlinenoexcept

Changes executed size of this spread order.

Returns the current spread order.

Parameters

executedSize The executed size of this spread order.

Returns: The current spread order.

◆ withExecutedSizeShared()

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

inlinenoexcept

Changes executed size of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

executedSize The executed size of this spread order.

Returns: A shared pointer to the current spread order.

◆ withIndex()

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

inlinenoexcept

Changes unique per-symbol index of this spread 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 The unique per-symbol index of this spread order.

Returns: The current spread order.

◆ withIndexShared()

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

inlinenoexcept

Changes unique per-symbol index of this spread 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<SpreadOrder>(new SpreadOrder(...)) or std::make_shared<SpreadOrder>(...)

Parameters

index The unique per-symbol index of this order.

Returns: A shared pointer to the current spread order.

◆ withOrderId()

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

inlinenoexcept

Changes order ID.

Returns the current spread order.

Parameters

orderId The spread order ID.

Returns: The current spread order.

◆ withOrderIdShared()

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

inlinenoexcept

Changes spread order ID.

Returns a shared pointer to the current spread order.

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

Parameters

orderId The spread order ID.

Returns: A shared pointer to the current spread order.

◆ withOrderSide()

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

inlinenoexcept

Changes side of this spread order.

Returns the current spread order.

Parameters

side	The side of this spread order.

Returns: The current spread order.

◆ withOrderSideShared()

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

inlinenoexcept

Changes side of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

side	The side of this spread order.

Returns: A shared pointer to the current spread order.

◆ withPrice()

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

inlinenoexcept

Changes price of this spread order.

Returns the current spread order.

Parameters

price The price of this spread order.

Returns: The current spread order.

◆ withPriceShared()

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

inlinenoexcept

Changes price of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

price The price of this spread order.

Returns: A shared pointer to the current spread order.

◆ withScope()

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

inlinenoexcept

Changes scope of this spread order.

Returns the current spread order.

Parameters

scope The scope of this spread order.

Returns: The current spread order.

◆ withScopeShared()

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

inlinenoexcept

Changes scope of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

scope The scope of this spread order.

Returns: A shared pointer to the current spread order.

◆ withSequence()

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

inlinenoexcept

Changes sequence number of this spread order.

Returns the current spread order.

Parameters

sequence The sequence.

Returns: The current spread order.

See also: OrderBase::getSequence()

◆ withSequenceShared()

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

inlinenoexcept

Changes sequence number of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

sequence The sequence.

Returns: A shared pointer to the current spread order.

See also: OrderBase::getSequence()

◆ withSize()

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

inlinenoexcept

Changes size of this spread order.

Returns the current spread order.

Parameters

size	The size of this spread order.

Returns: The current spread order.

◆ withSizeShared()

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

inlinenoexcept

Changes size of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

size	The size of this spread order.

Returns: A shared pointer to the current spread order.

◆ withSource()

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

inlinenoexcept

Changes event's source and returns the current spread order.

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

Parameters

source The source of this event.

Returns: The current spread order.

◆ withSourceShared()

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

inlinenoexcept

Changes event's source and returns a shared pointer to the current spread 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<SpreadOrder>(new SpreadOrder(...)) or std::make_shared<SpreadOrder>(...)

Parameters

source The source of this event.

Returns: A shared pointer to the current spread order.

◆ withSpreadSymbol()

SpreadOrder & dxfcpp::SpreadOrder::withSpreadSymbol ( std::string spreadSymbol )

inlinenoexcept

Changes spread symbol of this event.

Returns the current spread order.

Parameters

spreadSymbol spread symbol of this event.

Returns: The current spread order.

◆ withSpreadSymbolShared()

SpreadOrder::Ptr dxfcpp::SpreadOrder::withSpreadSymbolShared ( std::string spreadSymbol )

inlinenoexcept

Changes spread symbol of this event.

Returns a shared pointer to the current spread order.

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

Parameters

spreadSymbol spread symbol of this event.

Returns: A shared pointer to the current spread order.

◆ withTime()

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

inlinenoexcept

Changes time of this spread order and returns it.

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

Parameters

time	The time of this spread order.

Returns: The current spread order.

◆ withTimeNanoPart()

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

inlinenoexcept

Changes microseconds and nanoseconds time part of this spread order.

Returns the current spread order.

Parameters

timeNanoPart The microseconds and nanoseconds time part of this spread order.

Returns: The current spread order.

◆ withTimeNanoPartShared()

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

inlinenoexcept

Changes microseconds and nanoseconds time part of this spread order.

Returns a shared pointer to the current spread order.

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

Parameters

timeNanoPart The microseconds and nanoseconds time part of this spread order.

Returns: A shared pointer to the current spread order.

◆ withTimeNanos()

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

inlinenoexcept

Changes time of this spread 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 spread order.

◆ withTimeNanosShared()

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

inlinenoexcept

Changes time of this spread order.

Returns a shared pointer to the current spread 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<SpreadOrder>(new SpreadOrder(...)) or std::make_shared<SpreadOrder>(...)

Parameters

timeNanos The time of this spread order in nanoseconds.

Returns: A shared pointer to the current spread order.

◆ withTimeShared()

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

inlinenoexcept

Changes time of this spread 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<SpreadOrder>(new SpreadOrder(...)) or std::make_shared<SpreadOrder>(...)

Parameters

time	The time of this spread order.

Returns: A shared pointer to the current spread order.

◆ withTradeId()

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

inlinenoexcept

Changes trade ID.

Returns the current spread order.

Parameters

tradeId The trade ID.

Returns: The current spread order.

◆ withTradePrice()

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

inlinenoexcept

Changes trade price.

Returns the current spread order.

Parameters

tradePrice The trade price.

Returns: The current spread order.

◆ withTradePriceShared()

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

inlinenoexcept

Changes trade price.

Returns a shared pointer to the current spread order.

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

Parameters

tradePrice The trade price.

Returns: A shared pointer to the current spread order.

◆ withTradeShared()

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

inlinenoexcept

Changes trade ID.

Returns a shared pointer to the current spread order.

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

Parameters

tradeId The trade ID.

Returns: A shared pointer to the current spread order.

◆ withTradeSize()

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

inlinenoexcept

Changes trade size.

Returns the current spread order.

Parameters

tradeSize The trade size.

Returns: The current spread order.

◆ withTradeSizeShared()

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

inlinenoexcept

Changes trade size.

Returns a shared pointer to the current spread order.

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

Parameters

tradeSize The trade size.

Returns: A shared pointer to the current spread 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

◆ SpreadOrder()

Member Function Documentation

◆ freeGraal()

◆ getSpreadSymbol()

◆ getSpreadSymbolOpt()

◆ setSpreadSymbol()

◆ 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()

◆ withOrderId()

◆ withOrderIdShared()

◆ withOrderSide()

◆ withOrderSideShared()

◆ withPrice()

◆ withPriceShared()

◆ withScope()

◆ withScopeShared()

◆ withSequence()

◆ withSequenceShared()

◆ withSize()

◆ withSizeShared()

◆ withSource()

◆ withSourceShared()

◆ withSpreadSymbol()

◆ withSpreadSymbolShared()

◆ withTime()

◆ withTimeNanoPart()

◆ withTimeNanoPartShared()

◆ withTimeNanos()

◆ withTimeNanosShared()

◆ withTimeShared()

◆ withTradeId()

◆ withTradePrice()

◆ withTradePriceShared()

◆ withTradeShared()

◆ withTradeSize()

◆ withTradeSizeShared()