base_add_order_message.hpp File Reference

#include <jb/fixed_string.hpp>
#include <boost/endian/buffers.hpp>

Go to the source code of this file.

Classes
struct	jb::pitch2::base_add_order_message< quantity_t, symbol_t, price_t >
	Common type for the 'Add Order' messages in the PITCH-2.X protocol. More...

Namespaces
	jb
	The top-level namespace for the JayBeams library.
	jb::pitch2

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Class Documentation

jb::pitch2::base_add_order_message

struct jb::pitch2::base_add_order_message

template<typename quantity_t, typename symbol_t, typename price_t>
struct jb::pitch2::base_add_order_message< quantity_t, symbol_t, price_t >

Common type for the 'Add Order' messages in the PITCH-2.X protocol.

The protocol defines 3 different 'Add Order' messages, which are largely identical except for the width of some of the fields. We use this template class to represent the common structure of these messages.

Template Parameters

quantity_t	the type used for the quantity field.
price_t	the type used for the price field.
symbol_t	the type used for the symbol field.

Definition at line 23 of file base_add_order_message.hpp.

Class Members
typedef price_t	price_type	Capture the price_type template parameter as a trait.
typedef quantity_t	quantity_type	Capture the quantity_type template parameter as a trait.
typedef symbol_t	symbol_type	The type for the symbol field.

Class Members
little_uint8_buf_t	add_flags
little_uint8_buf_t	length
little_uint8_buf_t	message_type
little_uint64_buf_t	order_id
price_type	price
quantity_type	quantity
little_uint8_buf_t	side_indicator
symbol_type	symbol
little_uint32_buf_t	time_offset