Represents an extension of Order introducing analytic information, e.g. More...

#include <AnalyticOrder.hpp>

Inheritance diagram for AnalyticOrder:

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

double	getIcebergPeakSize () const noexcept
	Returns iceberg peak size of this analytic order.

void	setIcebergPeakSize (double icebergPeakSize) noexcept
	Changes iceberg peak size of this analytic order.

AnalyticOrder &	withIcebergPeakSize (double icebergPeakSize) noexcept
	Changes iceberg peak size and returns the current analytic order.

double	getIcebergHiddenSize () const noexcept
	Returns iceberg hidden size of this analytic order.

void	setIcebergHiddenSize (double icebergHiddenSize) noexcept
	Changes iceberg hidden size of this analytic order.

AnalyticOrder &	withIcebergHiddenSize (double icebergHiddenSize) noexcept
	Changes iceberg hidden size and returns the current analytic order.

double	getIcebergExecutedSize () const noexcept
	Returns iceberg executed size of this analytic order.

void	setIcebergExecutedSize (double icebergExecutedSize) noexcept
	Changes iceberg executed size of this analytic order.

AnalyticOrder &	withIcebergExecutedSize (double icebergExecutedSize) noexcept
	Changes iceberg executed size and returns the current analytic order.

const IcebergType &	getIcebergType () const &noexcept
	Returns iceberg type of this analytic order.

void	setIcebergType (const IcebergType &icebergType) noexcept
	Changes iceberg type of this analytic order.

AnalyticOrder &	withIcebergType (const IcebergType &icebergType) noexcept
	Changes iceberg type and returns the current analytic order.

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

Public Member Functions inherited from Order
void *	toGraal () const 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.

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.

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

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::ANALYTIC_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 introducing analytic information, e.g.

adding to this order iceberg related information (icebergPeakSize, icebergHiddenSize, icebergExecutedSize). The collection of analytic order events of a symbol represents the most recent analytic information that is available about orders on the market at any given moment of time.

Analytic order is similar to a regular Order. In addition this event has few additional properties:

icebergPeakSize - the size of the peak, i.e. the visible part of the iceberg, that is being continually refilled until the order is fully traded or cancelled;
icebergHiddenSize - the prediction of current hidden size of the iceberg, as inferred by the model;
icebergExecutedSize - the executed size of the iceberg order. For IcebergType::SYNTHETIC type represents total executed size of all orders composing current iceberg;
AnalyticOrder::getIcebergType() - type of the iceberg, either native (exchange-managed) or synthetic (managed outside of the exchange).

Implementation details

This event is implemented on top of QDS records AnalyticOrder#<source-id>, where <source-id> is up to 4 ASCII characters with a mnemonic for the source like "GLBX".

Constructor & Destructor Documentation

◆ AnalyticOrder()

AnalyticOrder::AnalyticOrder ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new analytic order event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ freeGraal()

void AnalyticOrder::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()

std::shared_ptr< AnalyticOrder > AnalyticOrder::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

◆ getIcebergExecutedSize()

double AnalyticOrder::getIcebergExecutedSize ( ) const

inlinenoexcept

Returns iceberg executed size of this analytic order.

Returns: iceberg executed size of this analytic order.

◆ getIcebergHiddenSize()

double AnalyticOrder::getIcebergHiddenSize ( ) const

inlinenoexcept

Returns iceberg hidden size of this analytic order.

Returns: iceberg hidden size of this analytic order.

◆ getIcebergPeakSize()

double AnalyticOrder::getIcebergPeakSize ( ) const

inlinenoexcept

Returns iceberg peak size of this analytic order.

Returns: iceberg peak size of this analytic order.

◆ getIcebergType()

const IcebergType & AnalyticOrder::getIcebergType ( ) const &

inlinenoexcept

Returns iceberg type of this analytic order.

Returns: iceberg type of this analytic order.

◆ setIcebergExecutedSize()

void AnalyticOrder::setIcebergExecutedSize ( double icebergExecutedSize )

inlinenoexcept

Changes iceberg executed size of this analytic order.

Parameters

icebergExecutedSize iceberg executed size of this analytic order.

Referenced by withIcebergExecutedSize().

◆ setIcebergHiddenSize()

void AnalyticOrder::setIcebergHiddenSize ( double icebergHiddenSize )

inlinenoexcept

Changes iceberg hidden size of this analytic order.

Parameters

icebergHiddenSize iceberg hidden size of this analytic order.

Referenced by withIcebergHiddenSize().

◆ setIcebergPeakSize()

void AnalyticOrder::setIcebergPeakSize ( double icebergPeakSize )

inlinenoexcept

Changes iceberg peak size of this analytic order.

Parameters

icebergPeakSize iceberg peak size of this analytic order.

Referenced by withIcebergPeakSize().

◆ setIcebergType()

void AnalyticOrder::setIcebergType ( const IcebergType & icebergType )

inlinenoexcept

Changes iceberg type of this analytic order.

Parameters

icebergType iceberg type of this analytic order.

Referenced by withIcebergType().

◆ toGraal()

void * AnalyticOrder::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

Implements EventType.

◆ toString()

std::string AnalyticOrder::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from SharedEntity.

◆ withAction()

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

inlinenoexcept

Changes action of this analytic order and returns it.

Parameters

action The side of this analytic order.

Returns: The current analytic order.

References Order::withAction().

◆ withActionTime()

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

inlinenoexcept

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

Parameters

actionTime The last order action time.

Returns: The current analytic order.

References Order::withActionTime().

◆ withAuxOrderId()

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

inlinenoexcept

Changes auxiliary order ID.

Returns the current analytic order.

Parameters

auxOrderId The auxiliary order ID.

Returns: The current analytic order.

References Order::withAuxOrderId().

◆ withCount()

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

inlinenoexcept

Changes number of individual orders in this aggregate order.

Returns the current analytic order.

Parameters

count The number of individual orders in this aggregate order.

Returns: The current analytic order.

References Order::withCount().

◆ withEventFlags() [1/2]

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

inlinenoexcept

Changes transactional event flags and returns the current analytic order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Returns: The current analytic order.

◆ withEventFlags() [2/2]

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

inlinenoexcept

Changes transactional event flags and returns the current analytic order.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Returns: The current analytic order.

◆ withEventSymbol()

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

inlineoverridevirtualnoexcept

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

Parameters

eventSymbol The symbol of this event.

Returns: The current analytic order.

Reimplemented from Order.

References Order::withEventSymbol().

◆ withEventTime()

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

inlinenoexcept

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

Parameters

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

Returns: The current analytic order.

References Order::withEventTime().

◆ withExchangeCode() [1/2]

AnalyticOrder & AnalyticOrder::withExchangeCode ( char exchangeCode )

inlinenoexcept

Changes exchange code of this analytic order.

Returns the current analytic order.

Parameters

exchangeCode The exchange code of this analytic order.

Returns: The current analytic order.

◆ withExchangeCode() [2/2]

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

inlinenoexcept

Changes exchange code of this analytic order.

Returns the current analytic order.

Parameters

exchangeCode The exchange code of this analytic order.

Returns: The current analytic order.

◆ withExecutedSize()

AnalyticOrder & AnalyticOrder::withExecutedSize ( double executedSize )

inlinenoexcept

Changes executed size of this analytic order.

Returns the current analytic order.

Parameters

executedSize The executed size of this analytic order.

Returns: The current analytic order.

References Order::withExecutedSize().

◆ withIcebergExecutedSize()

AnalyticOrder & AnalyticOrder::withIcebergExecutedSize ( double icebergExecutedSize )

inlinenoexcept

Changes iceberg executed size and returns the current analytic order.

Parameters

icebergExecutedSize iceberg executed size of this analytic order.

Returns: The current analytic order.

References setIcebergExecutedSize().

◆ withIcebergHiddenSize()

AnalyticOrder & AnalyticOrder::withIcebergHiddenSize ( double icebergHiddenSize )

inlinenoexcept

Changes iceberg hidden size and returns the current analytic order.

Parameters

icebergHiddenSize iceberg hidden size of this analytic order.

Returns: The current analytic order.

References setIcebergHiddenSize().

◆ withIcebergPeakSize()

AnalyticOrder & AnalyticOrder::withIcebergPeakSize ( double icebergPeakSize )

inlinenoexcept

Changes iceberg peak size and returns the current analytic order.

Parameters

icebergPeakSize iceberg peak size of this analytic order.

Returns: The current analytic order.

References setIcebergPeakSize().

◆ withIcebergType()

AnalyticOrder & AnalyticOrder::withIcebergType ( const IcebergType & icebergType )

inlinenoexcept

Changes iceberg type and returns the current analytic order.

Parameters

icebergType iceberg type of this analytic order.

Returns: The current analytic order.

References setIcebergType().

◆ withIndex()

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

inlinenoexcept

Changes unique per-symbol index of this analytic 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 analytic order.

Returns: The current analytic order.

References Order::withIndex().

◆ withMarketMaker()

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

inlinenoexcept

Changes market maker or other aggregate identifier of this analytic order.

Returns the current analytic order.

Parameters

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

Returns: The current analytic order.

◆ withOrderId()

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

inlinenoexcept

Changes order ID.

Returns the current analytic order.

Parameters

orderId The order ID.

Returns: The current analytic order.

References Order::withOrderId().

◆ withOrderSide()

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

inlinenoexcept

Changes side of this analytic order.

Returns the current analytic order.

Parameters

side	The side of this analytic order.

Returns: The current analytic order.

References Order::withOrderSide().

◆ withPrice()

AnalyticOrder & AnalyticOrder::withPrice ( double price )

inlinenoexcept

Changes price of this analytic order.

Returns the current analytic order.

Parameters

price The price of this analytic order.

Returns: The current analytic order.

References Order::withPrice().

◆ withScope()

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

inlinenoexcept

Changes scope of this analytic order.

Returns the current analytic order.

Parameters

scope The scope of this analytic order.

Returns: The current analytic order.

References Order::withScope().

◆ withSequence()

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

inlinenoexcept

Changes sequence number of this analytic order.

Returns the current analytic order.

Parameters

sequence the sequence.

Returns: The current analytic order.

See also: OrderBase::getSequence()

References Order::withSequence().

◆ withSize()

AnalyticOrder & AnalyticOrder::withSize ( double size )

inlinenoexcept

Changes size of this analytic order.

Returns the current analytic order.

Parameters

size	The size of this analytic order.

Returns: The current analytic order.

References Order::withSize().

◆ withSource()

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

inlinenoexcept

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

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

Parameters

source source of this event.

Returns: The current analytic order.

References Order::withSource().

◆ withTime()

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

inlinenoexcept

Changes time of this analytic order and returns it.

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

Parameters

time	time of this analytic order.

Returns: The current analytic order.

References Order::withTime().

◆ withTimeNanoPart()

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

inlinenoexcept

Changes microseconds and nanoseconds time part of this analytic order.

Returns the current analytic order.

Parameters

timeNanoPart microseconds and nanoseconds time part of this analytic order.

Returns: The current analytic order.

References Order::withTimeNanoPart().

◆ withTimeNanos()

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

inlinenoexcept

Changes time of this analytic 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 analytic order in nanoseconds.

Returns: The current analytic order.

References Order::withTimeNanos().

◆ withTradeId()

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

inlinenoexcept

Changes trade ID.

Returns the current analytic order.

Parameters

tradeId The trade ID.

Returns: The current analytic order.

References Order::withTradeId().

◆ withTradePrice()

AnalyticOrder & AnalyticOrder::withTradePrice ( double tradePrice )

inlinenoexcept

Changes trade price.

Returns the current analytic order.

Parameters

tradePrice The trade price.

Returns: The current analytic order.

References Order::withTradePrice().

◆ withTradeSize()

AnalyticOrder & AnalyticOrder::withTradeSize ( double tradeSize )

inlinenoexcept

Changes trade size.

Returns the current analytic order.

Parameters

tradeSize The trade size.

Returns: The current analytic order.

References Order::withTradeSize().

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Implementation details

Constructor & Destructor Documentation

◆ AnalyticOrder()

Member Function Documentation

◆ freeGraal()

◆ fromGraal()

◆ getIcebergExecutedSize()

◆ getIcebergHiddenSize()

◆ getIcebergPeakSize()

◆ getIcebergType()

◆ setIcebergExecutedSize()

◆ setIcebergHiddenSize()

◆ setIcebergPeakSize()

◆ setIcebergType()

◆ toGraal()

◆ toString()

◆ withAction()

◆ withActionTime()

◆ withAuxOrderId()

◆ withCount()

◆ withEventFlags() [1/2]

◆ withEventFlags() [2/2]

◆ withEventSymbol()

◆ withEventTime()

◆ withExchangeCode() [1/2]

◆ withExchangeCode() [2/2]

◆ withExecutedSize()

◆ withIcebergExecutedSize()

◆ withIcebergHiddenSize()

◆ withIcebergPeakSize()

◆ withIcebergType()

◆ withIndex()

◆ withMarketMaker()

◆ withOrderId()

◆ withOrderSide()

◆ withPrice()

◆ withScope()

◆ withSequence()

◆ withSize()

◆ withSource()

◆ withTime()

◆ withTimeNanoPart()

◆ withTimeNanos()

◆ withTradeId()

◆ withTradePrice()

◆ withTradeSize()