dxfcpp::EventType.
+
+
+
+◆ withEventFlags() [1/2]
+
+
+
+
+
+ |
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes transactional event flags and returns the current series.
+
See EventFlag "Event Flags" section.
+
- Parameters
-
+
+ | eventFlags | transactional event flags' mask. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withEventFlags() [2/2]
+
+
+
+
+
+
+
+
+ | Series & dxfcpp::Series::withEventFlags |
+ ( |
+ std::int32_t |
+ eventFlags | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes transactional event flags and returns the current series.
+
See EventFlag "Event Flags" section.
+
- Parameters
-
+
+ | eventFlags | transactional event flags. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withEventFlagsShared() [1/2]
+
+
+
+
+
+ |
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes transactional event flags and returns a shared pointer to the current series.
+
See EventFlag "Event Flags" section.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | eventFlags | transactional event flags' mask. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
+
+
◆ withEventFlagsShared() [2/2]
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withEventFlagsShared |
+ ( |
+ std::int32_t |
+ eventFlags | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes transactional event flags and returns a shared pointer to the current series.
+
See EventFlag "Event Flags" section.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | eventFlags | transactional event flags. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
+
+
◆ withEventSymbol()
+
+
+
+
+
+
+
+
+ | virtual Series & dxfcpp::Series::withEventSymbol |
+ ( |
+ const std::string & |
+ eventSymbol | ) |
+ |
+
+
+ |
+
+inlinevirtualnoexcept |
+
+
+
+
+
Changes event's symbol and returns the current series.
+
- Parameters
-
+
+ | eventSymbol | The symbol of this event. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withEventSymbolShared()
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withEventSymbolShared |
+ ( |
+ const std::string & |
+ eventSymbol | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes event's symbol and returns a shared pointer to the current series.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | eventSymbol | The symbol of this event. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
+
+
◆ withEventTime()
+
+
+
+
+
+
+
+
+ | Series & dxfcpp::Series::withEventTime |
+ ( |
+ std::int64_t |
+ eventTime | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes event's creation time and returns the current series.
+
- Parameters
-
+
+ | eventTime | the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withEventTimeShared()
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withEventTimeShared |
+ ( |
+ std::int64_t |
+ eventTime | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes event's creation time and returns a shared pointer to the current series.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- 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 series.
+
+
+
◆ withIndex()
+
+
+
+
+
+
+
+
+ | Series & dxfcpp::Series::withIndex |
+ ( |
+ std::int64_t |
+ index | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes unique per-symbol index of this series and returns it.
+
- Parameters
-
+
+ | index | unique per-symbol index of this series. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withIndexShared()
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withIndexShared |
+ ( |
+ std::int64_t |
+ index | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes unique per-symbol index of this series and returns a shared pointer to it.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | index | unique per-symbol index of this order. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
+
+
◆ withSequence()
+
+
+
+
+
+
+
+
+ | Series & dxfcpp::Series::withSequence |
+ ( |
+ std::int32_t |
+ sequence | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
◆ withSequenceShared()
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withSequenceShared |
+ ( |
+ std::int32_t |
+ sequence | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes sequence number of this series.
+
Returns a shared pointer to the current series.
+
- Warning
- Please do not use this method unless the object was created with
std::shared_ptr<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | sequence | the sequence. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
- See also
- Series::getSequence()
+
+
+
◆ withTime()
+
+
+
+
+
+
+
+
+ | Series & dxfcpp::Series::withTime |
+ ( |
+ std::int64_t |
+ time | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes time of this series and returns it.
+
Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
+
- Parameters
-
+
+ | time | time of this series. |
+
+
+
+
- Returns
- The current series.
+
+
+
◆ withTimeShared()
+
+
+
+
+
+
+
+
+ | Series::Ptr dxfcpp::Series::withTimeShared |
+ ( |
+ std::int64_t |
+ time | ) |
+ |
+
+
+ |
+
+inlinenoexcept |
+
+
+
+
+
Changes time of this series 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<Series>(new Series(...)) or std::make_shared<Series>(...)
+
- Parameters
-
+
+ | time | time of this series. |
+
+
+
+
- Returns
- A shared pointer to the current series.
+
191
192
193 void setTime(std::int64_t time)
noexcept {
- 194 data_.index = orOp(orOp(sal(time_util::getSecondsFromTime(time), SECONDS_SHIFT),
- 195 sal(time_util::getMillisFromTime(time), MILLISECONDS_SHIFT)),
+ 194 data_.index = orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 195 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
diff --git a/docs/d2/d02/_theo_price_8hpp_source.html b/docs/d2/d02/_theo_price_8hpp_source.html
index c3b874d2..a71f5aa8 100644
--- a/docs/d2/d02/_theo_price_8hpp_source.html
+++ b/docs/d2/d02/_theo_price_8hpp_source.html
@@ -304,8 +304,8 @@
198
199
200 void setTime(std::int64_t time)
noexcept {
- 201 data_.index = orOp(orOp(sal(time_util::getSecondsFromTime(time), SECONDS_SHIFT),
- 202 sal(time_util::getMillisFromTime(time), MILLISECONDS_SHIFT)),
+ 201 data_.index = orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 202 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
diff --git a/docs/d3/d00/_option_sale_8hpp_source.html b/docs/d3/d00/_option_sale_8hpp_source.html
index d8ba9728..f0116c40 100644
--- a/docs/d3/d00/_option_sale_8hpp_source.html
+++ b/docs/d3/d00/_option_sale_8hpp_source.html
@@ -114,8 +114,8 @@
-
-
+
+
14#include "../../internal/Common.hpp"
15#include "../EventTypeEnum.hpp"
@@ -325,522 +325,524 @@
219
220
221 void setTime(std::int64_t time)
noexcept {
- 222 data_.timeSequence = orOp(
- 223 sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
- 224 orOp(sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_MASK), getSequence()));
-
-
-
- 228
- 229
- 230
- 231
- 232
-
- 234 return time_nanos_util::getNanosFromMillisAndNanoPart(getTime(), data_.timeNanoPart);
-
-
-
- 238
- 239
- 240
- 241
- 242
-
- 244 setTime(time_nanos_util::getMillisFromNanos(timeNanos)
);
- 245 data_.timeNanoPart = time_nanos_util::getNanoPartFromNanos(timeNanos);
-
-
-
- 249
- 250
- 251
- 252
-
- 254 data_.timeNanoPart = timeNanoPart;
-
-
-
- 258
- 259
- 260
- 261
-
- 263 return data_.timeNanoPart;
-
-
-
- 267
- 268
- 269
- 270
- 271
- 272
-
- 274 return static_cast<std::int32_t>(andOp(data_.index, MAX_SEQUENCE));
-
-
-
- 278
- 279
- 280
- 281
- 282
-
-
-
-
- 287 data_.index = orOp(andOp(data_.index, ~MAX_SEQUENCE), sequence);
-
-
-
- 291
- 292
- 293
- 294
-
- 296 return data_.exchangeCode;
-
-
-
- 300
- 301
- 302
- 303
-
-
-
- 307 return dxfcpp::utf16toUtf8String(data_.exchangeCode);
-
-
-
- 311
- 312
- 313
- 314
-
-
-
- 318
- 319
- 320
- 321
-
- 323 data_.exchangeCode = exchangeCode;
-
-
-
- 327
- 328
- 329
- 330
-
-
-
-
-
- 336
- 337
- 338
- 339
- 340 void setPrice(
double price)
noexcept {
-
-
-
-
- 345
- 346
- 347
- 348
- 349 double getSize()
const noexcept {
-
-
-
-
- 354
- 355
- 356
- 357
- 358 void setSize(
double size)
noexcept {
-
-
-
-
- 363
- 364
- 365
- 366
-
- 368 return data_.bidPrice;
-
-
-
- 372
- 373
- 374
- 375
-
- 377 data_.bidPrice = bidPrice;
-
-
-
- 381
- 382
- 383
- 384
-
- 386 return data_.askPrice;
-
-
-
- 390
- 391
- 392
- 393
- 394
-
- 396 data_.askPrice = askPrice;
-
-
-
- 400
- 401
- 402
- 403
- 404
-
- 406 if (!data_.exchangeSaleConditions) {
- 407 return dxfcpp::String::NUL;
-
-
- 410 return data_.exchangeSaleConditions.value();
-
-
-
- 414
- 415
- 416
- 417
- 418
-
- 420 return data_.exchangeSaleConditions;
-
-
-
- 424
- 425
- 426
- 427
-
- 429 data_.exchangeSaleConditions = std::move(exchangeSaleConditions);
-
-
-
- 433
- 434
- 435
- 436
-
- 438 return static_cast<
char>(
- 439 static_cast<
unsigned char>(getBits(data_.flags, TimeAndSale::TTE_MASK, TimeAndSale::TTE_SHIFT)));
-
-
-
- 443
- 444
- 445
- 446
-
-
-
- 450 data_.flags = setBits(data_.flags, TimeAndSale::TTE_MASK, TimeAndSale::TTE_SHIFT, tradeThroughExempt);
-
-
-
- 454
- 455
- 456
- 457
-
- 459 return Side::valueOf(getBits(data_.flags, TimeAndSale::SIDE_MASK, TimeAndSale::SIDE_SHIFT));
-
-
-
- 463
- 464
- 465
- 466
-
- 468 data_.flags = setBits(data_.flags, TimeAndSale::SIDE_MASK, TimeAndSale::SIDE_SHIFT, side.getCode());
-
-
-
- 472
- 473
- 474
- 475
-
- 477 return andOp(data_.flags, TimeAndSale::SPREAD_LEG) != 0;
-
-
-
- 481
- 482
- 483
- 484
-
-
- 487 spreadLeg ? orOp(data_.flags, TimeAndSale::SPREAD_LEG) : andOp(data_.flags, ~TimeAndSale::SPREAD_LEG);
-
-
-
- 491
- 492
- 493
- 494
-
- 496 return andOp(data_.flags, TimeAndSale::ETH) != 0;
-
-
-
- 500
- 501
- 502
- 503
-
-
- 506 extendedTradingHours ? orOp(data_.flags, TimeAndSale::ETH) : andOp(data_.flags, ~TimeAndSale::ETH);
-
-
-
- 510
- 511
- 512
- 513
- 514
- 515
-
- 517 return andOp(data_.flags, TimeAndSale::VALID_TICK) != 0;
-
-
-
- 521
- 522
- 523
- 524
-
-
- 527 validTick ? orOp(data_.flags, TimeAndSale::VALID_TICK) : andOp(data_.flags, ~TimeAndSale::VALID_TICK);
-
-
-
- 531
- 532
- 533
- 534
-
- 536 return TimeAndSaleType::valueOf(getBits(data_.flags, TimeAndSale::TYPE_MASK, TimeAndSale::TYPE_SHIFT));
-
-
-
- 540
- 541
- 542
- 543
-
- 545 data_.flags = setBits(data_.flags, TimeAndSale::TYPE_MASK, TimeAndSale::TYPE_SHIFT, type.getCode());
-
-
-
- 549
- 550
- 551
- 552
- 553
- 554 bool isNew()
const noexcept {
-
-
-
-
- 559
- 560
- 561
- 562
- 563
-
-
-
-
-
- 569
- 570
- 571
- 572
-
-
-
-
-
- 578
- 579
- 580
- 581
-
- 583 return data_.underlyingPrice;
-
-
-
- 587
- 588
- 589
- 590
-
- 592 data_.underlyingPrice = underlyingPrice;
-
-
-
- 596
- 597
- 598
- 599
-
- 601 return data_.volatility;
-
-
-
- 605
- 606
- 607
- 608
-
- 610 data_.volatility = volatility;
-
-
-
- 614
- 615
- 616
- 617
- 618
-
-
-
-
-
- 624
- 625
- 626
- 627
- 628 void setDelta(
double delta)
noexcept {
-
-
-
-
- 633
- 634
- 635
- 636
-
- 638 if (!data_.optionSymbol) {
- 639 return dxfcpp::String::NUL;
-
-
- 642 return data_.optionSymbol.value();
-
-
-
- 646
- 647
- 648
- 649
-
- 651 return data_.optionSymbol;
-
-
-
- 655
- 656
- 657
- 658
-
- 660 data_.optionSymbol = std::move(optionSymbol);
-
-
-
- 664
- 665
- 666
- 667
-
-
-
-
+
+ 223 orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 224 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
+
+
+
+
+ 229
+ 230
+ 231
+ 232
+ 233
+
+ 235 return time_nanos_util::getNanosFromMillisAndNanoPart(getTime(), data_.timeNanoPart);
+
+
+
+ 239
+ 240
+ 241
+ 242
+ 243
+
+ 245 setTime(time_nanos_util::getMillisFromNanos(timeNanos)
);
+ 246 data_.timeNanoPart = time_nanos_util::getNanoPartFromNanos(timeNanos);
+
+
+
+ 250
+ 251
+ 252
+ 253
+
+ 255 data_.timeNanoPart = timeNanoPart;
+
+
+
+ 259
+ 260
+ 261
+ 262
+
+ 264 return data_.timeNanoPart;
+
+
+
+ 268
+ 269
+ 270
+ 271
+ 272
+ 273
+
+ 275 return static_cast<std::int32_t>(andOp(data_.timeSequence, MAX_SEQUENCE));
+
+
+
+ 279
+ 280
+ 281
+ 282
+ 283
+
+
+
+
+ 288 data_.timeSequence = orOp(andOp(data_.timeSequence, ~MAX_SEQUENCE), sequence);
+
+
+
+ 292
+ 293
+ 294
+ 295
+
+ 297 return data_.exchangeCode;
+
+
+
+ 301
+ 302
+ 303
+ 304
+
+
+
+ 308 return dxfcpp::utf16toUtf8String(data_.exchangeCode);
+
+
+
+ 312
+ 313
+ 314
+ 315
+
+
+
+ 319
+ 320
+ 321
+ 322
+
+ 324 data_.exchangeCode = exchangeCode;
+
+
+
+ 328
+ 329
+ 330
+ 331
+
+
+
+
+
+ 337
+ 338
+ 339
+ 340
+ 341 void setPrice(
double price)
noexcept {
+
+
+
+
+ 346
+ 347
+ 348
+ 349
+ 350 double getSize()
const noexcept {
+
+
+
+
+ 355
+ 356
+ 357
+ 358
+ 359 void setSize(
double size)
noexcept {
+
+
+
+
+ 364
+ 365
+ 366
+ 367
+
+ 369 return data_.bidPrice;
+
+
+
+ 373
+ 374
+ 375
+ 376
+
+ 378 data_.bidPrice = bidPrice;
+
+
+
+ 382
+ 383
+ 384
+ 385
+
+ 387 return data_.askPrice;
+
+
+
+ 391
+ 392
+ 393
+ 394
+ 395
+
+ 397 data_.askPrice = askPrice;
+
+
+
+ 401
+ 402
+ 403
+ 404
+ 405
+
+ 407 if (!data_.exchangeSaleConditions) {
+ 408 return dxfcpp::String::NUL;
+
+
+ 411 return data_.exchangeSaleConditions.value();
+
+
+
+ 415
+ 416
+ 417
+ 418
+ 419
+
+ 421 return data_.exchangeSaleConditions;
+
+
+
+ 425
+ 426
+ 427
+ 428
+
+ 430 data_.exchangeSaleConditions = std::move(exchangeSaleConditions);
+
+
+
+ 434
+ 435
+ 436
+ 437
+
+ 439 return static_cast<
char>(
+ 440 static_cast<
unsigned char>(getBits(data_.flags, TimeAndSale::TTE_MASK, TimeAndSale::TTE_SHIFT)));
+
+
+
+ 444
+ 445
+ 446
+ 447
+
+
+
+
+ 452 data_.flags = setBits(data_.flags, TimeAndSale::TTE_MASK, TimeAndSale::TTE_SHIFT, tradeThroughExempt);
+
+
+
+ 456
+ 457
+ 458
+ 459
+
+ 461 return Side::valueOf(getBits(data_.flags, TimeAndSale::SIDE_MASK, TimeAndSale::SIDE_SHIFT));
+
+
+
+ 465
+ 466
+ 467
+ 468
+
+ 470 data_.flags = setBits(data_.flags, TimeAndSale::SIDE_MASK, TimeAndSale::SIDE_SHIFT, side.getCode());
+
+
+
+ 474
+ 475
+ 476
+ 477
+
+ 479 return andOp(data_.flags, TimeAndSale::SPREAD_LEG) != 0;
+
+
+
+ 483
+ 484
+ 485
+ 486
+
+
+ 489 spreadLeg ? orOp(data_.flags, TimeAndSale::SPREAD_LEG) : andOp(data_.flags, ~TimeAndSale::SPREAD_LEG);
+
+
+
+ 493
+ 494
+ 495
+ 496
+
+ 498 return andOp(data_.flags, TimeAndSale::ETH) != 0;
+
+
+
+ 502
+ 503
+ 504
+ 505
+
+
+ 508 extendedTradingHours ? orOp(data_.flags, TimeAndSale::ETH) : andOp(data_.flags, ~TimeAndSale::ETH);
+
+
+
+ 512
+ 513
+ 514
+ 515
+ 516
+ 517
+
+ 519 return andOp(data_.flags, TimeAndSale::VALID_TICK) != 0;
+
+
+
+ 523
+ 524
+ 525
+ 526
+
+
+ 529 validTick ? orOp(data_.flags, TimeAndSale::VALID_TICK) : andOp(data_.flags, ~TimeAndSale::VALID_TICK);
+
+
+
+ 533
+ 534
+ 535
+ 536
+
+ 538 return TimeAndSaleType::valueOf(getBits(data_.flags, TimeAndSale::TYPE_MASK, TimeAndSale::TYPE_SHIFT));
+
+
+
+ 542
+ 543
+ 544
+ 545
+
+ 547 data_.flags = setBits(data_.flags, TimeAndSale::TYPE_MASK, TimeAndSale::TYPE_SHIFT, type.getCode());
+
+
+
+ 551
+ 552
+ 553
+ 554
+ 555
+ 556 bool isNew()
const noexcept {
+
+
+
+
+ 561
+ 562
+ 563
+ 564
+ 565
+
+
+
+
+
+ 571
+ 572
+ 573
+ 574
+
+
+
+
+
+ 580
+ 581
+ 582
+ 583
+
+ 585 return data_.underlyingPrice;
+
+
+
+ 589
+ 590
+ 591
+ 592
+
+ 594 data_.underlyingPrice = underlyingPrice;
+
+
+
+ 598
+ 599
+ 600
+ 601
+
+ 603 return data_.volatility;
+
+
+
+ 607
+ 608
+ 609
+ 610
+
+ 612 data_.volatility = volatility;
+
+
+
+ 616
+ 617
+ 618
+ 619
+ 620
+
+
+
+
+
+ 626
+ 627
+ 628
+ 629
+ 630 void setDelta(
double delta)
noexcept {
+
+
+
+
+ 635
+ 636
+ 637
+ 638
+
+ 640 if (!data_.optionSymbol) {
+ 641 return dxfcpp::String::NUL;
+
+
+ 644 return data_.optionSymbol.value();
+
+
+
+ 648
+ 649
+ 650
+ 651
+
+ 653 return data_.optionSymbol;
+
+
+
+ 657
+ 658
+ 659
+ 660
+
+ 662 data_.optionSymbol = std::move(optionSymbol);
+
+
+
+ 666
+ 667
+ 668
+ 669
+
+
+
+
#define DXFCPP_EXPORT
Definition Conf.hpp:33
The enumeration type that provides additional information about the dxFeed Graal C++-API event type.
Definition EventTypeEnum.hpp:19
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:18
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:26
void setAskPrice(double askPrice) noexcept
Changes price of this time and sale event.the current ask price on the market when this option sale e...
Definition OptionSale.hpp:395
const std::optional< std::string > & getOptionSymbolOpt() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:650
void setAskPrice(double askPrice) noexcept
Changes price of this time and sale event.the current ask price on the market when this option sale e...
Definition OptionSale.hpp:396
const std::optional< std::string > & getOptionSymbolOpt() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:652
std::string toString() const noexcept override
Returns a string representation of the current object.
Definition OptionSale.cpp:115
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this option sale event.
Definition OptionSale.hpp:467
double getDelta() const noexcept
Return option delta at the time of this option sale event.
Definition OptionSale.hpp:619
void setOptionSymbol(std::string optionSymbol) noexcept
Changes option symbol of this event.
Definition OptionSale.hpp:659
void setAggressorSide(const Side &side) noexcept
Changes aggressor side of this option sale event.
Definition OptionSale.hpp:469
double getDelta() const noexcept
Return option delta at the time of this option sale event.
Definition OptionSale.hpp:621
void setOptionSymbol(std::string optionSymbol) noexcept
Changes option symbol of this event.
Definition OptionSale.hpp:661
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OptionSale.hpp:144
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition OptionSale.hpp:554
bool isNew() const noexcept
Returns whether this is a new event (not cancellation or correction).
Definition OptionSale.hpp:556
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into single long value.
Definition OptionSale.hpp:188
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition OptionSale.hpp:165
OptionSale(std::string eventSymbol) noexcept
Creates new option sale event with the specified event symbol.
Definition OptionSale.hpp:130
const Side & getAggressorSide() const &noexcept
Returns aggressor side of this option sale event.
Definition OptionSale.hpp:458
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition OptionSale.hpp:516
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition OptionSale.hpp:564
const Side & getAggressorSide() const &noexcept
Returns aggressor side of this option sale event.
Definition OptionSale.hpp:460
bool isValidTick() const noexcept
Returns whether this event represents a valid intraday tick.
Definition OptionSale.hpp:518
bool isCorrection() const noexcept
Returns whether this is a correction of a previous event.
Definition OptionSale.hpp:566
void setTime(std::int64_t time) noexcept
Changes time of this event.
Definition OptionSale.hpp:221
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.hpp:154
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition OptionSale.hpp:233
std::int64_t getTimeNanos() const noexcept
Returns time of the original event in nanoseconds.
Definition OptionSale.hpp:234
void * toGraal() const noexcept override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:129
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition OptionSale.hpp:120
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition OptionSale.hpp:525
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:253
double getAskPrice() const noexcept
Returns the current ask price on the market when this option sale event had occurred.
Definition OptionSale.hpp:385
void setValidTick(bool validTick) noexcept
Changes whether this event represents a valid intraday tick.
Definition OptionSale.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:254
double getAskPrice() const noexcept
Returns the current ask price on the market when this option sale event had occurred.
Definition OptionSale.hpp:386
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this event.
Definition OptionSale.hpp:179
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition OptionSale.hpp:273
std::int32_t getSequence() const noexcept
Returns the sequence number of this event to distinguish events that have the same time.
Definition OptionSale.hpp:274
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OptionSale.hpp:111
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:262
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of the original event.
Definition OptionSale.hpp:263
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition OptionSale.hpp:200
void setType(const TimeAndSaleType &type) noexcept
Changes type of this option sale event.
Definition OptionSale.hpp:544
void setType(const TimeAndSaleType &type) noexcept
Changes type of this option sale event.
Definition OptionSale.hpp:546
OptionSale() noexcept=default
Creates new option sale event with default values.
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition OptionSale.hpp:134
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:504
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:609
double getUnderlyingPrice() const noexcept
Returns underlying price at the time of this option sale event.
Definition OptionSale.hpp:582
std::string getExchangeCodeString() const noexcept
Returns exchange code of this option sale as UTF8 string.
Definition OptionSale.hpp:304
void setExtendedTradingHours(bool extendedTradingHours) noexcept
Changes whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:506
void setVolatility(double volatility) noexcept
Changes Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:611
double getUnderlyingPrice() const noexcept
Returns underlying price at the time of this option sale event.
Definition OptionSale.hpp:584
std::string getExchangeCodeString() const noexcept
Returns exchange code of this option sale as UTF8 string.
Definition OptionSale.hpp:305
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OptionSale.hpp:149
double getSize() const noexcept
Returns size of this option sale event.
Definition OptionSale.hpp:349
double getPrice() const noexcept
Returns price of this option sale event.
Definition OptionSale.hpp:331
double getBidPrice() const noexcept
Returns the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:367
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.hpp:322
void setDelta(double delta) noexcept
Changes option delta at the time of this option sale event.
Definition OptionSale.hpp:628
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:419
void setTradeThroughExempt(char tradeThroughExempt) noexcept
Changes TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:447
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition OptionSale.hpp:485
void setUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of this option sale event.
Definition OptionSale.hpp:591
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition OptionSale.hpp:476
double getSize() const noexcept
Returns size of this option sale event.
Definition OptionSale.hpp:350
double getPrice() const noexcept
Returns price of this option sale event.
Definition OptionSale.hpp:332
double getBidPrice() const noexcept
Returns the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:368
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.hpp:323
void setDelta(double delta) noexcept
Changes option delta at the time of this option sale event.
Definition OptionSale.hpp:630
const std::optional< std::string > & getExchangeSaleConditionsOpt() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:420
void setTradeThroughExempt(char tradeThroughExempt) noexcept
Changes TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:448
void setSpreadLeg(bool spreadLeg) noexcept
Changes whether this event represents a spread leg.
Definition OptionSale.hpp:487
void setUnderlyingPrice(double underlyingPrice) noexcept
Changes underlying price at the time of this option sale event.
Definition OptionSale.hpp:593
bool isSpreadLeg() const noexcept
Returns whether this event represents a spread leg.
Definition OptionSale.hpp:478
static void freeGraal(void *graalNative) noexcept
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition OptionSale.cpp:148
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:437
char getTradeThroughExempt() const noexcept
Returns TradeThroughExempt flag of this option sale event.
Definition OptionSale.hpp:438
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this option sale event.
Definition OptionSale.cpp:111
void setExchangeSaleConditions(std::string exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition OptionSale.hpp:428
double getVolatility() const noexcept
Returns Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:600
const std::string & getExchangeSaleConditions() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:405
void setSize(double size) noexcept
Changes size of this option sale event.
Definition OptionSale.hpp:358
void setExchangeSaleConditions(std::string exchangeSaleConditions) noexcept
Changes sale conditions provided for this event by data feed.
Definition OptionSale.hpp:429
double getVolatility() const noexcept
Returns Black-Scholes implied volatility of the option at the time of this option sale event.
Definition OptionSale.hpp:602
const std::string & getExchangeSaleConditions() const &noexcept
Returns sale conditions provided for this event by data feed.
Definition OptionSale.hpp:406
void setSize(double size) noexcept
Changes size of this option sale event.
Definition OptionSale.hpp:359
std::int64_t getTime() const noexcept
Returns time of this event.
Definition OptionSale.hpp:210
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition OptionSale.hpp:573
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:376
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition OptionSale.hpp:243
void setSequence(int sequence) noexcept
Changes sequence number of this event.
Definition OptionSale.hpp:283
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this option sale event.
Definition OptionSale.hpp:295
const TimeAndSaleType & getType() const &noexcept
Returns type of this option sale event.
Definition OptionSale.hpp:535
void setPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.hpp:340
const std::string & getOptionSymbol() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:637
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:495
bool isCancel() const noexcept
Returns whether this is a cancellation of a previous event.
Definition OptionSale.hpp:575
void setBidPrice(double bidPrice) noexcept
Changes the current bid price on the market when this option sale event had occurred.
Definition OptionSale.hpp:377
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of the original event.
Definition OptionSale.hpp:244
void setSequence(int sequence) noexcept
Changes sequence number of this event.
Definition OptionSale.hpp:284
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this option sale event.
Definition OptionSale.hpp:296
const TimeAndSaleType & getType() const &noexcept
Returns type of this option sale event.
Definition OptionSale.hpp:537
void setPrice(double price) noexcept
Changes price of this option sale event.
Definition OptionSale.hpp:341
const std::string & getOptionSymbol() const &noexcept
Returns option symbol of this event.
Definition OptionSale.hpp:639
bool isExtendedTradingHours() const noexcept
Returns whether this event represents an extended trading hours sale.
Definition OptionSale.hpp:497
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OptionSale.hpp:139
Represents an indexed collection of up-to-date information about some condition or state of an extern...
Definition IndexedEvent.hpp:39
Base class for all market events.
Definition MarketEvent.hpp:23
| TX_PENDING | dxfcpp::IndexedEvent | static |
| TYPE | dxfcpp::Series | static |
| Unique typedef | dxfcpp::Series | |
+ | withEventFlags(std::int32_t eventFlags) noexcept | dxfcpp::Series | inline |
+ | withEventFlags(const EventFlagsMask &eventFlags) noexcept | dxfcpp::Series | inline |
+ | withEventFlagsShared(std::int32_t eventFlags) noexcept | dxfcpp::Series | inline |
+ | withEventFlagsShared(const EventFlagsMask &eventFlags) noexcept | dxfcpp::Series | inline |
+ | withEventSymbol(const std::string &eventSymbol) noexcept | dxfcpp::Series | inlinevirtual |
+ | withEventSymbolShared(const std::string &eventSymbol) noexcept | dxfcpp::Series | inline |
+ | withEventTime(std::int64_t eventTime) noexcept | dxfcpp::Series | inline |
+ | withEventTimeShared(std::int64_t eventTime) noexcept | dxfcpp::Series | inline |
+ | withIndex(std::int64_t index) noexcept | dxfcpp::Series | inline |
+ | withIndexShared(std::int64_t index) noexcept | dxfcpp::Series | inline |
+ | withSequence(std::int32_t sequence) noexcept | dxfcpp::Series | inline |
+ | withSequenceShared(std::int32_t sequence) noexcept | dxfcpp::Series | inline |
+ | withTime(std::int64_t time) noexcept | dxfcpp::Series | inline |
+ | withTimeShared(std::int64_t time) noexcept | dxfcpp::Series | inline |
| ~Entity() noexcept=default | dxfcpp::Entity | virtual |
diff --git a/docs/d3/d01/_indexed_event_8hpp_source.html b/docs/d3/d01/_indexed_event_8hpp_source.html
index 60c00808..63b49f93 100644
--- a/docs/d3/d01/_indexed_event_8hpp_source.html
+++ b/docs/d3/d01/_indexed_event_8hpp_source.html
@@ -242,58 +242,58 @@
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
143 return data_.eventFlags;
-
-
-
-
- 148 return EventFlagsMask(data_.eventFlags);
-
-
-
- 152 void setEventFlags(std::int32_t eventFlags)
noexcept override {
- 153 data_.eventFlags = eventFlags;
-
-
-
- 157 void setEventFlags(
const EventFlagsMask &eventFlags)
noexcept override {
- 158 data_.eventFlags =
static_cast<std::int32_t>(eventFlags
.getMask());
-
-
-
- 162
- 163
- 164
+
+ 137
+ 138
+ 139
+ 140
+ 141
+ 142 virtual Series &
withEventSymbol(
const std::string &eventSymbol)
noexcept {
+
+
+
+
+
+
+ 149
+ 150
+ 151
+ 152
+ 153
+ 154
+ 155
+ 156
+
+
+
+ 160 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 164
165
- 166
- 167
- 168 std::int64_t
getIndex()
const noexcept override {
-
-
-
-
- 173
- 174
- 175
- 176
- 177
+ 166
+ 167
+ 168
+ 169
+
+
+
+
+
+
+
+ 177
178
- 179
- 180
- 181
- 182 void setIndex(std::int64_t index)
noexcept override {
-
-
-
-
- 187
- 188
- 189
- 190
-
- 192 return data_.timeSequence;
-
-
-
- 196
- 197
- 198
- 199
- 200
- 201
- 202
-
- 204 data_.timeSequence = timeSequence;
+ 179
+ 180
+ 181
+ 182
+ 183
+ 184
+ 185
+
+
+
+ 189 return shared_from_this()->sharedAs<Series>();
+
+
+
+
+
+
+
+
+
+ 199 return data_.eventFlags;
+
+
+
+
+ 204 return EventFlagsMask(data_.eventFlags);
-
- 208
- 209
- 210
- 211
- 212
- 213 std::int64_t
getTime()
const noexcept {
- 214 return sar(data_.timeSequence, SECONDS_SHIFT) * 1000 +
- 215 andOp(sar(data_.timeSequence, MILLISECONDS_SHIFT), MILLISECONDS_MASK);
-
-
-
- 219
- 220
- 221
- 222
+
+ 208 void setEventFlags(std::int32_t eventFlags)
noexcept override {
+ 209 data_.eventFlags = eventFlags;
+
+
+
+ 213 void setEventFlags(
const EventFlagsMask &eventFlags)
noexcept override {
+ 214 data_.eventFlags =
static_cast<std::int32_t>(eventFlags
.getMask());
+
+
+
+ 218
+ 219
+ 220
+ 221
+ 222
223
- 224 void setTime(std::int64_t time)
noexcept {
- 225 data_.timeSequence = orOp(
- 226 sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
- 227 orOp(sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_MASK),
getSequence()));
+
+
+
+
- 231
- 232
- 233
- 234
- 235
- 236
-
- 238 return static_cast<std::int32_t>(andOp(data_.timeSequence,
MAX_SEQUENCE));
-
-
-
- 242
- 243
- 244
- 245
- 246
-
-
-
-
- 251 data_.timeSequence = orOp(andOp(data_.timeSequence, ~
MAX_SEQUENCE), sequence);
-
-
-
- 255
- 256
- 257
- 258
- 259
- 260
-
- 262 return data_.expiration;
-
-
-
- 266
- 267
- 268
- 269
-
- 271 data_.expiration = expiration;
-
-
-
- 275
- 276
- 277
- 278
-
- 280 return data_.volatility;
-
-
-
- 284
- 285
- 286
- 287
-
- 289 data_.volatility = volatility;
-
-
-
- 293
- 294
- 295
- 296
-
- 298 return data_.callVolume;
-
-
-
- 302
- 303
- 304
- 305
-
- 307 data_.callVolume = callVolume;
-
-
-
- 311
- 312
- 313
- 314
-
- 316 return data_.putVolume;
-
-
-
- 320
- 321
- 322
- 323
-
- 325 data_.putVolume = putVolume;
-
-
-
- 329
- 330
- 331
- 332
-
- 334 if (std::isnan(data_.putVolume)) {
- 335 return data_.callVolume;
-
-
- 338 if (std::isnan(data_.callVolume)) {
- 339 return data_.putVolume;
-
-
- 342 return data_.putVolume + data_.callVolume;
-
-
-
- 346
+ 231
+ 232
+ 233
+ 234
+ 235
+ 236
+ 237
+ 238
+ 239
+
+
+
+ 243 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 247
+ 248
+ 249
+ 250
+ 251
+ 252
+ 253 Series &
withEventFlags(
const EventFlagsMask &eventFlags)
noexcept {
+
+
+
+
+
+
+ 260
+ 261
+ 262
+ 263
+ 264
+ 265
+ 266
+ 267
+ 268
+
+
+
+ 272 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 276
+ 277
+ 278
+ 279
+ 280
+ 281
+ 282 std::int64_t
getIndex()
const noexcept override {
+
+
+
+
+ 287
+ 288
+ 289
+ 290
+ 291
+ 292 void setIndex(std::int64_t index)
noexcept override {
+
+
+
+
+ 297
+ 298
+ 299
+ 300
+ 301
+ 302 Series &
withIndex(std::int64_t index)
noexcept {
+
+
+
+
+
+
+ 309
+ 310
+ 311
+ 312
+ 313
+ 314
+ 315
+ 316
+
+
+
+ 320 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 324
+ 325
+ 326
+ 327
+
+ 329 return data_.timeSequence;
+
+
+
+ 333
+ 334
+ 335
+ 336
+ 337
+ 338
+ 339
+
+ 341 data_.timeSequence = timeSequence;
+
+
+
+ 345
+ 346
347
- 348
+ 348
349
-
- 351 return data_.putCallRatio;
-
-
-
- 355
- 356
- 357
- 358
-
- 360 data_.putCallRatio = putCallRatio;
-
-
-
- 364
- 365
- 366
- 367
-
- 369 return data_.forwardPrice;
-
-
-
- 373
- 374
- 375
- 376
-
- 378 data_.forwardPrice = forwardPrice;
+ 350 std::int64_t
getTime()
const noexcept {
+ 351 return sar(data_.timeSequence, SECONDS_SHIFT) * 1000 +
+ 352 andOp(sar(data_.timeSequence, MILLISECONDS_SHIFT), MILLISECONDS_MASK);
+
+
+
+ 356
+ 357
+ 358
+ 359
+ 360
+ 361 void setTime(std::int64_t time)
noexcept {
+
+ 363 orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 364 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
+
+
+
+
+ 369
+ 370
+ 371
+ 372
+ 373
+ 374
+ 375 Series &
withTime(std::int64_t time)
noexcept {
+
+
+
- 382
- 383
- 384
- 385
-
- 387 return data_.dividend;
-
-
-
- 391
- 392
- 393
- 394
-
- 396 data_.dividend = dividend;
-
-
-
- 400
+ 382
+ 383
+ 384
+ 385
+ 386
+ 387
+ 388
+ 389
+ 390
+
+
+
+ 394 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 398
+ 399
+ 400
401
- 402
+ 402
403
-
- 405 return data_.interest;
+
+ 405 return static_cast<std::int32_t>(andOp(data_.timeSequence,
MAX_SEQUENCE));
- 409
+ 409
410
- 411
- 412
-
- 414 data_.interest = interest;
-
-
-
- 418
- 419
- 420
- 421
-
-
-
-
+ 411
+ 412
+ 413
+
+
+
+
+ 418 data_.timeSequence = orOp(andOp(data_.timeSequence, ~
MAX_SEQUENCE), sequence);
+
+
+
+ 422
+ 423
+ 424
+ 425
+ 426
+ 427
+ 428
+
+
+
+
+
+
+
+ 436
+ 437
+ 438
+ 439
+ 440
+ 441
+ 442
+ 443
+ 444
+ 445
+
+
+
+ 449 return shared_from_this()->sharedAs<Series>();
+
+
+
+ 453
+ 454
+ 455
+ 456
+ 457
+ 458
+
+ 460 return data_.expiration;
+
+
+
+ 464
+ 465
+ 466
+ 467
+
+ 469 data_.expiration = expiration;
+
+
+
+ 473
+ 474
+ 475
+ 476
+
+ 478 return data_.volatility;
+
+
+
+ 482
+ 483
+ 484
+ 485
+
+ 487 data_.volatility = volatility;
+
+
+
+ 491
+ 492
+ 493
+ 494
+
+ 496 return data_.callVolume;
+
+
+
+ 500
+ 501
+ 502
+ 503
+
+ 505 data_.callVolume = callVolume;
+
+
+
+ 509
+ 510
+ 511
+ 512
+
+ 514 return data_.putVolume;
+
+
+
+ 518
+ 519
+ 520
+ 521
+
+ 523 data_.putVolume = putVolume;
+
+
+
+ 527
+ 528
+ 529
+ 530
+
+ 532 if (std::isnan(data_.putVolume)) {
+ 533 return data_.callVolume;
+
+
+ 536 if (std::isnan(data_.callVolume)) {
+ 537 return data_.putVolume;
+
+
+ 540 return data_.putVolume + data_.callVolume;
+
+
+
+ 544
+ 545
+ 546
+ 547
+
+ 549 return data_.putCallRatio;
+
+
+
+ 553
+ 554
+ 555
+ 556
+
+ 558 data_.putCallRatio = putCallRatio;
+
+
+
+ 562
+ 563
+ 564
+ 565
+
+ 567 return data_.forwardPrice;
+
+
+
+ 571
+ 572
+ 573
+ 574
+
+ 576 data_.forwardPrice = forwardPrice;
+
+
+
+ 580
+ 581
+ 582
+ 583
+
+ 585 return data_.dividend;
+
+
+
+ 589
+ 590
+ 591
+ 592
+
+ 594 data_.dividend = dividend;
+
+
+
+ 598
+ 599
+ 600
+ 601
+
+ 603 return data_.interest;
+
+
+
+ 607
+ 608
+ 609
+ 610
+
+ 612 data_.interest = interest;
+
+
+
+ 616
+ 617
+ 618
+ 619
+
+
+
+
#define DXFCPP_EXPORT
Definition Conf.hpp:33
constexpr std::uint32_t getMask() const noexcept
Returns an integer representation of event mask.
Definition EventFlag.hpp:378
The enumeration type that provides additional information about the dxFeed Graal C++-API event type.
Definition EventTypeEnum.hpp:19
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:18
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:26
void setVolatility(double volatility) noexcept
Changes implied volatility index for this series based on VIX methodology.
Definition Series.hpp:288
double getOptionVolume() const noexcept
Returns options traded volume for a day.
Definition Series.hpp:333
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:152
void setForwardPrice(double forwardPrice) noexcept
Changes implied forward price for this option series.
Definition Series.hpp:377
std::int64_t getTime() const noexcept
Returns time of this series event.
Definition Series.hpp:213
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this series event.
Definition Series.hpp:247
double getDividend() const noexcept
Returns implied simple dividend return of the corresponding option series.
Definition Series.hpp:386
double getPutCallRatio() const noexcept
Returns ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:350
void setTime(std::int64_t time) noexcept
Changes time of this series event.
Definition Series.hpp:224
void setVolatility(double volatility) noexcept
Changes implied volatility index for this series based on VIX methodology.
Definition Series.hpp:486
double getOptionVolume() const noexcept
Returns options traded volume for a day.
Definition Series.hpp:531
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:208
Series::Ptr withEventFlagsShared(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns a shared pointer to the current series.
Definition Series.hpp:240
Series::Ptr withEventSymbolShared(const std::string &eventSymbol) noexcept
Changes event's symbol and returns a shared pointer to the current series.
Definition Series.hpp:157
void setForwardPrice(double forwardPrice) noexcept
Changes implied forward price for this option series.
Definition Series.hpp:575
std::int64_t getTime() const noexcept
Returns time of this series event.
Definition Series.hpp:350
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this series event.
Definition Series.hpp:414
double getDividend() const noexcept
Returns implied simple dividend return of the corresponding option series.
Definition Series.hpp:584
double getPutCallRatio() const noexcept
Returns ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:548
void setTime(std::int64_t time) noexcept
Changes time of this series event.
Definition Series.hpp:361
Series & withTime(std::int64_t time) noexcept
Changes time of this series and returns it.
Definition Series.hpp:375
Series & withEventTime(std::int64_t eventTime) noexcept
Changes event's creation time and returns the current series.
Definition Series.hpp:170
static const EventTypeEnum & TYPE
Type identifier and additional information about the current event class.
Definition Series.hpp:123
std::string toString() const noexcept override
Returns a string representation of the current object.
Definition Series.cpp:90
void setInterest(double interest) noexcept
Changes implied simple interest return of the corresponding option series.
Definition Series.hpp:413
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Series.hpp:147
std::int32_t getExpiration() const noexcept
Returns day id of expiration.
Definition Series.hpp:261
double getForwardPrice() const noexcept
Returns implied forward price for this option series.
Definition Series.hpp:368
double getPutVolume() const noexcept
Returns put options traded volume for a day.
Definition Series.hpp:315
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition Series.hpp:203
void setInterest(double interest) noexcept
Changes implied simple interest return of the corresponding option series.
Definition Series.hpp:611
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition Series.hpp:203
std::int32_t getExpiration() const noexcept
Returns day id of expiration.
Definition Series.hpp:459
double getForwardPrice() const noexcept
Returns implied forward price for this option series.
Definition Series.hpp:566
double getPutVolume() const noexcept
Returns put options traded volume for a day.
Definition Series.hpp:513
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this event.
Definition Series.hpp:340
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition Series.hpp:114
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into single long value.
Definition Series.hpp:191
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this event packaged into single long value.
Definition Series.hpp:328
Series::Ptr withTimeShared(std::int64_t time) noexcept
Changes time of this series and returns a shared pointer to it.
Definition Series.hpp:391
void * toGraal() const noexcept override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:101
static void freeGraal(void *graalNative) noexcept
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition Series.cpp:120
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this event.
Definition Series.hpp:182
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this event.
Definition Series.hpp:292
Series & withSequence(std::int32_t sequence) noexcept
Changes sequence number of this series.
Definition Series.hpp:429
Series() noexcept=default
Creates new series event with default values.
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Series.hpp:324
std::int32_t getSequence() const noexcept
Returns sequence number of this series event to distinguish trades that have the same time.
Definition Series.hpp:237
void setExpiration(std::int32_t expiration) noexcept
Changes day id of expiration.
Definition Series.hpp:270
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Series.hpp:142
void setDividend(double dividend) noexcept
Changes implied simple dividend return of the corresponding option series.
Definition Series.hpp:395
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition Series.hpp:137
Series & withEventFlags(std::int32_t eventFlags) noexcept
Changes transactional event flags and returns the current series.
Definition Series.hpp:224
void setPutVolume(double putVolume) noexcept
Changes put options traded volume for a day.
Definition Series.hpp:522
std::int32_t getSequence() const noexcept
Returns sequence number of this series event to distinguish trades that have the same time.
Definition Series.hpp:404
void setExpiration(std::int32_t expiration) noexcept
Changes day id of expiration.
Definition Series.hpp:468
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition Series.hpp:198
void setDividend(double dividend) noexcept
Changes implied simple dividend return of the corresponding option series.
Definition Series.hpp:593
const IndexedEventSource & getSource() const &noexcept override
Returns the source of this event.
Definition Series.hpp:193
Series(std::string eventSymbol) noexcept
Creates new series event with the specified event symbol.
Definition Series.hpp:133
void setCallVolume(double callVolume) noexcept
Changes call options traded volume for a day.
Definition Series.hpp:306
double getVolatility() const noexcept
Returns implied volatility index for this series based on VIX methodology.
Definition Series.hpp:279
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Series.hpp:168
double getCallVolume() const noexcept
Returns call options traded volume for a day.
Definition Series.hpp:297
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:359
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:157
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition Series.hpp:404
void setCallVolume(double callVolume) noexcept
Changes call options traded volume for a day.
Definition Series.hpp:504
double getVolatility() const noexcept
Returns implied volatility index for this series based on VIX methodology.
Definition Series.hpp:477
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition Series.hpp:282
virtual Series & withEventSymbol(const std::string &eventSymbol) noexcept
Changes event's symbol and returns the current series.
Definition Series.hpp:142
Series & withEventFlags(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns the current series.
Definition Series.hpp:253
double getCallVolume() const noexcept
Returns call options traded volume for a day.
Definition Series.hpp:495
Series::Ptr withEventFlagsShared(const EventFlagsMask &eventFlags) noexcept
Changes transactional event flags and returns a shared pointer to the current series.
Definition Series.hpp:269
void setPutCallRatio(double putCallRatio) noexcept
Changes ratio of put options traded volume to call options traded volume for a day.
Definition Series.hpp:557
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition Series.hpp:213
double getInterest() const noexcept
Returns implied simple interest return of the corresponding option series.
Definition Series.hpp:602
Series & withIndex(std::int64_t index) noexcept
Changes unique per-symbol index of this series and returns it.
Definition Series.hpp:302
Series::Ptr withSequenceShared(std::int32_t sequence) noexcept
Changes sequence number of this series.
Definition Series.hpp:446
Series::Ptr withEventTimeShared(std::int64_t eventTime) noexcept
Changes event's creation time and returns a shared pointer to the current series.
Definition Series.hpp:186
Series::Ptr withIndexShared(std::int64_t index) noexcept
Changes unique per-symbol index of this series and returns a shared pointer to it.
Definition Series.hpp:317
Represents an indexed collection of up-to-date information about some condition or state of an extern...
Definition IndexedEvent.hpp:39
Base class for all market events.
Definition MarketEvent.hpp:23
void setEventSymbol(const std::string &eventSymbol) noexcept override
Changes symbol of this event.
Definition MarketEvent.hpp:74
void setEventTime(std::int64_t eventTime) noexcept override
Changes event creation time.
Definition MarketEvent.hpp:85
MarketEvent(std::string eventSymbol) noexcept
Protected constructor for concrete implementation classes that initializes eventSymbol property.
Definition MarketEvent.hpp:39
378
379
380 void setTime(std::int64_t time)
noexcept {
- 381 data_.index = orOp(orOp(sal(time_util::getSecondsFromTime(time), SECONDS_SHIFT),
- 382 sal(time_util::getMillisFromTime(time), MILLISECONDS_SHIFT)),
+ 381 data_.index = orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 382 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
diff --git a/docs/d8/d00/_order_base_8hpp_source.html b/docs/d8/d00/_order_base_8hpp_source.html
index 215d5f5c..7afdbcef 100644
--- a/docs/d8/d00/_order_base_8hpp_source.html
+++ b/docs/d8/d00/_order_base_8hpp_source.html
@@ -386,8 +386,8 @@
280
281
282 std::int64_t
getTime()
const noexcept {
- 283 return sar(orderBaseData_.index, SECONDS_SHIFT) * 1000 +
- 284 andOp(sar(orderBaseData_.index, MILLISECONDS_SHIFT), MILLISECONDS_MASK);
+ 283 return sar(orderBaseData_.timeSequence, SECONDS_SHIFT) * 1000 +
+ 284 andOp(sar(orderBaseData_.timeSequence, MILLISECONDS_SHIFT), MILLISECONDS_MASK);
@@ -397,387 +397,389 @@
291
292
293 void setTime(std::int64_t time)
noexcept {
- 294 orderBaseData_.index = orOp(orOp(sal(time_util::getSecondsFromTime(time), SECONDS_SHIFT),
- 295 sal(time_util::getMillisFromTime(time), MILLISECONDS_SHIFT)),
-
-
-
-
- 300
- 301
- 302
- 303
-
- 305 orderBaseData_.timeNanoPart = timeNanoPart;
-
-
-
- 309
- 310
- 311
- 312
-
- 314 return orderBaseData_.timeNanoPart;
-
-
-
- 318
- 319
- 320
- 321
- 322
- 323
-
- 325 return static_cast<std::int32_t>(andOp(orderBaseData_.timeSequence,
MAX_SEQUENCE));
-
-
-
- 329
- 330
- 331
- 332
- 333
- 334
-
-
-
-
-
-
-
- 342 orderBaseData_.timeSequence = orOp(andOp(orderBaseData_.timeSequence, ~
MAX_SEQUENCE), sequence);
-
-
-
- 346
- 347
- 348
- 349
- 350
-
- 352 return time_nanos_util::getNanosFromMillisAndNanoPart(
getTime(), orderBaseData_.timeNanoPart);
-
-
-
- 356
- 357
- 358
- 359
- 360
-
- 362 setTime(time_nanos_util::getMillisFromNanos(timeNanos)
);
- 363 orderBaseData_.timeNanoPart = time_nanos_util::getNanoPartFromNanos(timeNanos);
-
-
-
- 367
- 368
- 369
- 370
- 371
-
- 373 return OrderAction::valueOf(getBits(orderBaseData_.flags, ACTION_MASK, ACTION_SHIFT));
-
-
-
- 377
- 378
- 379
- 380
-
- 382 orderBaseData_.flags = setBits(orderBaseData_.flags, ACTION_MASK, ACTION_SHIFT, action.getCode());
-
-
-
- 386
- 387
- 388
- 389
- 390
-
- 392 return orderBaseData_.actionTime;
-
-
-
- 396
- 397
- 398
- 399
-
- 401 orderBaseData_.actionTime = actionTime;
-
-
-
- 405
- 406
- 407
- 408
- 409
- 410
-
- 412 return orderBaseData_.orderId;
-
-
-
- 416
- 417
- 418
- 419
- 420 void setOrderId(std::int64_t orderId)
noexcept {
- 421 orderBaseData_.orderId = orderId;
-
-
-
- 425
- 426
- 427
- 428
- 429
- 430
- 431
- 432
- 433
- 434
- 435
-
- 437 return orderBaseData_.auxOrderId;
-
-
-
- 441
- 442
- 443
- 444
-
- 446 orderBaseData_.auxOrderId = auxOrderId;
-
-
-
- 450
- 451
- 452
- 453
-
- 455 return orderBaseData_.price;
-
-
-
- 459
- 460
- 461
- 462
- 463 void setPrice(
double price)
noexcept {
- 464 orderBaseData_.price = price;
-
-
-
- 468
- 469
- 470
- 471
- 472 double getSize()
const noexcept {
- 473 return orderBaseData_.size;
-
-
-
- 477
- 478
- 479
- 480
- 481 void setSize(
double size)
noexcept {
- 482 orderBaseData_.size = size;
-
-
-
- 486
- 487
- 488
- 489
- 490 bool hasSize()
const noexcept {
- 491 return orderBaseData_.size != 0 && !std::isnan(orderBaseData_.size);
-
-
-
- 495
- 496
- 497
- 498
-
- 500 return orderBaseData_.executedSize;
-
-
-
- 504
- 505
- 506
- 507
-
- 509 orderBaseData_.executedSize = executedSize;
-
-
-
- 513
- 514
- 515
- 516
- 517 std::int64_t
getCount()
const noexcept {
- 518 return orderBaseData_.count;
-
-
-
- 522
- 523
- 524
- 525
- 526 void setCount(std::int64_t count)
noexcept {
- 527 orderBaseData_.count = count;
-
-
-
- 531
- 532
- 533
- 534
- 535
-
- 537 return orderBaseData_.tradeId;
-
-
-
- 541
- 542
- 543
- 544
- 545 void setTradeId(std::int64_t tradeId)
noexcept {
- 546 orderBaseData_.tradeId = tradeId;
-
-
-
- 550
- 551
- 552
- 553
- 554
-
- 556 return orderBaseData_.tradePrice;
-
-
-
- 560
- 561
- 562
- 563
-
- 565 orderBaseData_.tradePrice = tradePrice;
-
-
-
- 569
- 570
- 571
- 572
- 573
-
- 575 return orderBaseData_.tradeSize;
-
-
-
- 579
- 580
- 581
- 582
-
- 584 orderBaseData_.tradeSize = tradeSize;
-
-
-
- 588
- 589
- 590
- 591
-
- 593 return utf8to16(
static_cast<
char>(
- 594 static_cast<
unsigned char>(getBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT))));
-
-
-
- 598
- 599
- 600
- 601
-
-
-
- 605 return std::string(1ULL,
static_cast<
char>(
- 606 static_cast<
unsigned char>(getBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT))));
-
-
-
- 610
- 611
- 612
- 613
-
-
-
- 617 orderBaseData_.flags =
- 618 setBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT,
static_cast<
unsigned char>(exchangeCode));
-
-
-
- 622
- 623
- 624
- 625
-
-
-
-
-
- 631
- 632
- 633
- 634
-
- 636 return Side::valueOf(getBits(orderBaseData_.flags, SIDE_MASK, SIDE_SHIFT));
-
-
-
- 640
- 641
- 642
- 643
-
- 645 orderBaseData_.flags = setBits(orderBaseData_.flags, SIDE_MASK, SIDE_SHIFT, side.getCode());
-
-
-
- 649
- 650
- 651
- 652
-
- 654 return Scope::valueOf(getBits(orderBaseData_.flags, SCOPE_MASK, SCOPE_SHIFT));
-
-
-
- 658
- 659
- 660
- 661
-
- 663 orderBaseData_.flags = setBits(orderBaseData_.flags, SCOPE_MASK, SCOPE_SHIFT, scope.getCode());
-
-
-
- 667
- 668
- 669
- 670
-
-
-
-
+ 294 orderBaseData_.timeSequence =
+ 295 orOp(orOp(sal(
static_cast<std::int64_t>(time_util::getSecondsFromTime(time)), SECONDS_SHIFT),
+ 296 sal(
static_cast<std::int64_t>(time_util::getMillisFromTime(time)), MILLISECONDS_SHIFT)),
+
+
+
+
+ 301
+ 302
+ 303
+ 304
+
+ 306 orderBaseData_.timeNanoPart = timeNanoPart;
+
+
+
+ 310
+ 311
+ 312
+ 313
+
+ 315 return orderBaseData_.timeNanoPart;
+
+
+
+ 319
+ 320
+ 321
+ 322
+ 323
+ 324
+
+ 326 return static_cast<std::int32_t>(andOp(orderBaseData_.timeSequence,
MAX_SEQUENCE));
+
+
+
+ 330
+ 331
+ 332
+ 333
+ 334
+ 335
+
+
+
+
+
+
+
+ 343 orderBaseData_.timeSequence = orOp(andOp(orderBaseData_.timeSequence, ~
MAX_SEQUENCE), sequence);
+
+
+
+ 347
+ 348
+ 349
+ 350
+ 351
+
+ 353 return time_nanos_util::getNanosFromMillisAndNanoPart(
getTime(), orderBaseData_.timeNanoPart);
+
+
+
+ 357
+ 358
+ 359
+ 360
+ 361
+
+ 363 setTime(time_nanos_util::getMillisFromNanos(timeNanos)
);
+ 364 orderBaseData_.timeNanoPart = time_nanos_util::getNanoPartFromNanos(timeNanos);
+
+
+
+ 368
+ 369
+ 370
+ 371
+ 372
+
+ 374 return OrderAction::valueOf(getBits(orderBaseData_.flags, ACTION_MASK, ACTION_SHIFT));
+
+
+
+ 378
+ 379
+ 380
+ 381
+
+ 383 orderBaseData_.flags = setBits(orderBaseData_.flags, ACTION_MASK, ACTION_SHIFT, action.getCode());
+
+
+
+ 387
+ 388
+ 389
+ 390
+ 391
+
+ 393 return orderBaseData_.actionTime;
+
+
+
+ 397
+ 398
+ 399
+ 400
+
+ 402 orderBaseData_.actionTime = actionTime;
+
+
+
+ 406
+ 407
+ 408
+ 409
+ 410
+ 411
+
+ 413 return orderBaseData_.orderId;
+
+
+
+ 417
+ 418
+ 419
+ 420
+ 421 void setOrderId(std::int64_t orderId)
noexcept {
+ 422 orderBaseData_.orderId = orderId;
+
+
+
+ 426
+ 427
+ 428
+ 429
+ 430
+ 431
+ 432
+ 433
+ 434
+ 435
+ 436
+
+ 438 return orderBaseData_.auxOrderId;
+
+
+
+ 442
+ 443
+ 444
+ 445
+
+ 447 orderBaseData_.auxOrderId = auxOrderId;
+
+
+
+ 451
+ 452
+ 453
+ 454
+
+ 456 return orderBaseData_.price;
+
+
+
+ 460
+ 461
+ 462
+ 463
+ 464 void setPrice(
double price)
noexcept {
+ 465 orderBaseData_.price = price;
+
+
+
+ 469
+ 470
+ 471
+ 472
+ 473 double getSize()
const noexcept {
+ 474 return orderBaseData_.size;
+
+
+
+ 478
+ 479
+ 480
+ 481
+ 482 void setSize(
double size)
noexcept {
+ 483 orderBaseData_.size = size;
+
+
+
+ 487
+ 488
+ 489
+ 490
+ 491 bool hasSize()
const noexcept {
+ 492 return orderBaseData_.size != 0 && !std::isnan(orderBaseData_.size);
+
+
+
+ 496
+ 497
+ 498
+ 499
+
+ 501 return orderBaseData_.executedSize;
+
+
+
+ 505
+ 506
+ 507
+ 508
+
+ 510 orderBaseData_.executedSize = executedSize;
+
+
+
+ 514
+ 515
+ 516
+ 517
+ 518 std::int64_t
getCount()
const noexcept {
+ 519 return orderBaseData_.count;
+
+
+
+ 523
+ 524
+ 525
+ 526
+ 527 void setCount(std::int64_t count)
noexcept {
+ 528 orderBaseData_.count = count;
+
+
+
+ 532
+ 533
+ 534
+ 535
+ 536
+
+ 538 return orderBaseData_.tradeId;
+
+
+
+ 542
+ 543
+ 544
+ 545
+ 546 void setTradeId(std::int64_t tradeId)
noexcept {
+ 547 orderBaseData_.tradeId = tradeId;
+
+
+
+ 551
+ 552
+ 553
+ 554
+ 555
+
+ 557 return orderBaseData_.tradePrice;
+
+
+
+ 561
+ 562
+ 563
+ 564
+
+ 566 orderBaseData_.tradePrice = tradePrice;
+
+
+
+ 570
+ 571
+ 572
+ 573
+ 574
+
+ 576 return orderBaseData_.tradeSize;
+
+
+
+ 580
+ 581
+ 582
+ 583
+
+ 585 orderBaseData_.tradeSize = tradeSize;
+
+
+
+ 589
+ 590
+ 591
+ 592
+
+ 594 return utf8to16(
static_cast<
char>(
+ 595 static_cast<
unsigned char>(getBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT))));
+
+
+
+ 599
+ 600
+ 601
+ 602
+
+
+
+
+ 607 1ULL,
static_cast<
char>(
+ 608 static_cast<
unsigned char>(getBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT))));
+
+
+
+ 612
+ 613
+ 614
+ 615
+
+
+
+ 619 orderBaseData_.flags =
+ 620 setBits(orderBaseData_.flags, EXCHANGE_MASK, EXCHANGE_SHIFT,
static_cast<
unsigned char>(exchangeCode));
+
+
+
+ 624
+ 625
+ 626
+ 627
+
+
+
+
+
+ 633
+ 634
+ 635
+ 636
+
+ 638 return Side::valueOf(getBits(orderBaseData_.flags, SIDE_MASK, SIDE_SHIFT));
+
+
+
+ 642
+ 643
+ 644
+ 645
+
+ 647 orderBaseData_.flags = setBits(orderBaseData_.flags, SIDE_MASK, SIDE_SHIFT, side.getCode());
+
+
+
+ 651
+ 652
+ 653
+ 654
+
+ 656 return Scope::valueOf(getBits(orderBaseData_.flags, SCOPE_MASK, SCOPE_SHIFT));
+
+
+
+ 660
+ 661
+ 662
+ 663
+
+ 665 orderBaseData_.flags = setBits(orderBaseData_.flags, SCOPE_MASK, SCOPE_SHIFT, scope.getCode());
+
+
+
+ 669
+ 670
+ 671
+ 672
+
+
+
+
#define DXFCPP_EXPORT
Definition Conf.hpp:33
AnalyticOrder::Ptr withEventSymbolShared(const std::string &eventSymbol) noexcept
Changes event's symbol and returns a shared pointer to the current analytic order.
Definition AnalyticOrder.hpp:136
void setIcebergPeakSize(double icebergPeakSize) noexcept
Changes iceberg peak size of this analytic order.
Definition AnalyticOrder.hpp:156
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
6#include "../../internal/Conf.hpp"
-
-
+
+
@@ -158,7 +158,7 @@
52
53
- 55 return hasExchangeCode(symbol) ? symbol[getLengthWithoutAttributesInternal(symbol) - 1] : 0;
+ 55 return hasExchangeCode(symbol) ? symbol[getLengthWithoutAttributesInternal(symbol) - 1] :
'\0';
@@ -171,8 +171,8 @@
66 char exchangeCode)
noexcept {
67 auto i = getLengthWithoutAttributesInternal(symbol);
- 68 auto result = exchangeCode == 0 ? getBaseSymbolInternal(symbol, i)
- 69 : getBaseSymbolInternal(symbol, i) + EXCHANGE_SEPARATOR + exchangeCode;
+ 68 auto result = exchangeCode ==
'\0' ? getBaseSymbolInternal(symbol, i)
+ 69 : getBaseSymbolInternal(symbol, i) + EXCHANGE_SEPARATOR + exchangeCode;
70 return i == symbol.length() ? result : result + symbol.substr(i);
@@ -286,144 +286,148 @@
-
-
-
-
-
- 188 std::size_t i)
noexcept {
- 189 auto valuePos = symbol.find_first_of(ATTRIBUTE_VALUE, i) + 1;
- 190 auto separatorPos = symbol.find_first_of(ATTRIBUTES_SEPARATOR, valuePos);
-
- 192 return separatorPos == std::string::npos ? symbol.length() : separatorPos + 1;
-
-
-
-
- 197 auto valueOffset = symbol.find_first_of(ATTRIBUTE_VALUE, i) + 1;
-
- 199 return symbol.substr(valueOffset, j - 1 - valueOffset);
-
-
-
- 203 dropKeyAndValueInternal(
const std::string &symbol, std::size_t length, std::size_t i, std::size_t j)
noexcept {
-
- 205 if (j == symbol.length()) {
- 206 if (i == length + 1) {
- 207 return symbol.substr(0, length);
-
- 209 return symbol.substr(0, i - 1) + symbol.substr(j - 1);
-
-
-
- 213 return symbol.substr(0, i) + symbol.substr(j);
-
-
-
-
+
+
+
+
+
+
+
+ 190 std::size_t i)
noexcept {
+ 191 auto valuePos = symbol.find_first_of(ATTRIBUTE_VALUE, i) + 1;
+ 192 auto separatorPos = symbol.find_first_of(ATTRIBUTES_SEPARATOR, valuePos);
+
+ 194 return separatorPos == std::string::npos ? symbol.length() : separatorPos + 1;
+
+
+
+
+ 199 auto valueOffset = symbol.find_first_of(ATTRIBUTE_VALUE, i) + 1;
+
+ 201 return symbol.substr(valueOffset, j - 1 - valueOffset);
+
+
+
+ 205 dropKeyAndValueInternal(
const std::string &symbol, std::size_t length, std::size_t i, std::size_t j)
noexcept {
+
+ 207 if (j == symbol.length()) {
+ 208 if (i == length + 1) {
+ 209 return symbol.substr(0, length);
+
+ 211 return symbol.substr(0, i - 1) + symbol.substr(j - 1);
+
+
+
+ 215 return symbol.substr(0, i) + symbol.substr(j);
+
+
-
- 220 getAttributeInternal(
const std::string &symbol, std::size_t lengthWithoutAttributes,
const std::string &key) {
- 221 if (lengthWithoutAttributes == symbol.length()) {
-
-
-
- 225 auto i = lengthWithoutAttributes + 1;
-
- 227 while (i < symbol.length()) {
- 228 auto currentKey = getKeyInternal(symbol, i);
-
-
-
-
+
+
+
+
+
+ 224 getAttributeInternal(
const std::string &symbol, std::size_t lengthWithoutAttributes,
const std::string &key) {
+ 225 if (lengthWithoutAttributes == symbol.length()) {
+
+
+
+ 229 auto i = lengthWithoutAttributes + 1;
+
+ 231 while (i < symbol.length()) {
+ 232 auto currentKey = getKeyInternal(symbol, i);
- 234 auto j = getNextKeyInternal(symbol, i);
-
- 236 if (key == currentKey.value()) {
- 237 return getValueInternal(symbol, i, j);
-
+
+
+
+
+ 238 auto j = getNextKeyInternal(symbol, i);
-
-
-
-
-
-
-
- 247 removeAttributeInternal(std::string symbol, std::size_t lengthWithoutAttributes,
const std::string &key)
noexcept {
- 248 if (lengthWithoutAttributes == symbol.length()) {
-
-
-
- 252 auto i = lengthWithoutAttributes + 1;
-
- 254 while (i < symbol.length()) {
- 255 auto currentKey = getKeyInternal(symbol, i);
-
-
-
-
+ 240 if (key == currentKey.value()) {
+ 241 return getValueInternal(symbol, i, j);
+
+
+
+
+
+
+
+
+
+ 251 removeAttributeInternal(std::string symbol, std::size_t lengthWithoutAttributes,
const std::string &key)
noexcept {
+ 252 if (lengthWithoutAttributes == symbol.length()) {
+
+
+
+ 256 auto i = lengthWithoutAttributes + 1;
+
+ 258 while (i < symbol.length()) {
+ 259 auto currentKey = getKeyInternal(symbol, i);
- 261 auto j = getNextKeyInternal(symbol, i);
-
- 263 if (key == currentKey.value()) {
- 264 symbol = dropKeyAndValueInternal(symbol, lengthWithoutAttributes, i, j);
-
-
-
-
-
-
-
-
-
- 274 std::size_t lengthWithoutAttributes,
- 275 const std::string &key,
- 276 const std::string &value) {
- 277 if (lengthWithoutAttributes == symbol.length()) {
- 278 return symbol + ATTRIBUTES_OPEN + key + ATTRIBUTE_VALUE + value + ATTRIBUTES_CLOSE;
-
-
- 281 auto i = lengthWithoutAttributes + 1;
-
-
- 284 while (i < symbol.length()) {
- 285 auto currentKey = getKeyInternal(symbol, i);
-
-
-
-
+
+
+
+
+ 265 auto j = getNextKeyInternal(symbol, i);
+
+ 267 if (key == currentKey.value()) {
+ 268 symbol = dropKeyAndValueInternal(symbol, lengthWithoutAttributes, i, j);
+
+
+
+
+
+
+
+
+
+ 278 std::size_t lengthWithoutAttributes,
+ 279 const std::string &key,
+ 280 const std::string &value) {
+ 281 if (lengthWithoutAttributes == symbol.length()) {
+ 282 return symbol + ATTRIBUTES_OPEN + key + ATTRIBUTE_VALUE + value + ATTRIBUTES_CLOSE;
+
+
+ 285 auto i = lengthWithoutAttributes + 1;
+
+
+ 288 while (i < symbol.length()) {
+ 289 auto currentKey = getKeyInternal(symbol, i);
- 291 auto j = getNextKeyInternal(symbol, i);
- 292 auto cmp = currentKey.value().compare(key);
-
-
-
-
- 297 symbol = dropKeyAndValueInternal(symbol, lengthWithoutAttributes, i, j);
-
-
- 300 symbol = symbol.substr(0, i) + key + ATTRIBUTE_VALUE + value + symbol.substr(j - 1);
-
- 302 i += key.length() + value.length() + 2;
-
- 304 }
else if (cmp > 0 && !added) {
-
- 306 symbol = symbol.substr(0, i) + key + ATTRIBUTE_VALUE + value + ATTRIBUTES_SEPARATOR + symbol.substr(i);
-
- 308 i += key.length() + value.length() + 2;
-
-
-
-
-
- 314 return added ? symbol
- 315 : symbol.substr(0, i - 1) + ATTRIBUTES_SEPARATOR + key + ATTRIBUTE_VALUE + value +
- 316 symbol.substr(i - 1);
-
-
-
-
+
+
+
+
+ 295 auto j = getNextKeyInternal(symbol, i);
+ 296 auto cmp = currentKey.value().compare(key);
+
+
+
+
+ 301 symbol = dropKeyAndValueInternal(symbol, lengthWithoutAttributes, i, j);
+
+
+ 304 symbol = symbol.substr(0, i) + key + ATTRIBUTE_VALUE + value + symbol.substr(j - 1);
+
+ 306 i += key.length() + value.length() + 2;
+
+ 308 }
else if (cmp > 0 && !added) {
+
+ 310 symbol = symbol.substr(0, i) + key + ATTRIBUTE_VALUE + value + ATTRIBUTES_SEPARATOR + symbol.substr(i);
+
+ 312 i += key.length() + value.length() + 2;
+
+
+
+
+
+ 318 return added ? symbol
+ 319 : symbol.substr(0, i - 1) + ATTRIBUTES_SEPARATOR + key + ATTRIBUTE_VALUE + value +
+ 320 symbol.substr(i - 1);
+
+
+
+
#define DXFCPP_EXPORT
Definition Conf.hpp:33
#define DXFCPP_CXX20_CONSTEXPR_STRING
Definition Conf.hpp:42
#define DXFCPP_TRACE_ISOLATES
Definition Debug.hpp:17
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:45
Base class for common fields of Order, AnalyticOrder and SpreadOrder events.
Definition OrderBase.hpp:76
void setTimeSequence(std::int64_t timeSequence) noexcept
Changes time and sequence of this order.
Definition OrderBase.hpp:272
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:508
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:526
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:304
void setExecutedSize(double executedSize) noexcept
Changes executed size of this order.
Definition OrderBase.hpp:509
void setCount(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition OrderBase.hpp:527
void setTimeNanoPart(std::int32_t timeNanoPart) noexcept
Changes microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:305
void setSource(const OrderSource &source) noexcept
Changes source of this event.
Definition OrderBase.hpp:199
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:662
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:555
void setScope(const Scope &scope) noexcept
Changes scope of this order.
Definition OrderBase.hpp:664
double getTradePrice() const noexcept
Returns trade price for events containing trade-related action.
Definition OrderBase.hpp:556
std::int64_t getTime() const noexcept
Returns time of this order.
Definition OrderBase.hpp:282
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:313
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:481
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:472
std::int32_t getTimeNanoPart() const noexcept
Returns microseconds and nanoseconds time part of this order.
Definition OrderBase.hpp:314
void setSize(double size) noexcept
Changes size of this order.
Definition OrderBase.hpp:482
double getSize() const noexcept
Returns size of this order.
Definition OrderBase.hpp:473
static constexpr std::uint32_t MAX_SEQUENCE
Maximum allowed sequence value.
Definition OrderBase.hpp:164
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:644
void setOrderSide(const Side &side) noexcept
Changes side of this order.
Definition OrderBase.hpp:646
void setIndex(std::int64_t index) noexcept override
Changes unique per-symbol index of this order.
Definition OrderBase.hpp:236
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:545
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:454
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:361
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:420
void setTradeId(std::int64_t tradeId) noexcept
Changes trade ID.
Definition OrderBase.hpp:546
double getPrice() const noexcept
Returns price of this order.
Definition OrderBase.hpp:455
void setTimeNanos(std::int64_t timeNanos) noexcept
Changes time of this order.
Definition OrderBase.hpp:362
void setOrderId(std::int64_t orderId) noexcept
Changes order ID.
Definition OrderBase.hpp:421
void setTime(std::int64_t time) noexcept
Changes time of this order.
Definition OrderBase.hpp:293
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:614
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:574
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:602
void setExchangeCode(char exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:616
double getTradeSize() const noexcept
Returns trade size for events containing trade-related action.
Definition OrderBase.hpp:575
std::string getExchangeCodeString() const noexcept
Returns exchange code of this order as UTF8 string.
Definition OrderBase.hpp:603
std::int32_t getEventFlags() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:210
std::int64_t getTimeSequence() const noexcept
Returns time and sequence of this order packaged into single long value.
Definition OrderBase.hpp:260
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:626
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:436
void setExchangeCode(std::int16_t exchangeCode) noexcept
Changes exchange code of this order.
Definition OrderBase.hpp:628
std::int64_t getAuxOrderId() const noexcept
Returns auxiliary order ID if available:
Definition OrderBase.hpp:437
OrderBase(std::string eventSymbol) noexcept
Creates new order event with the specified event symbol.
Definition OrderBase.hpp:174
void setEventFlags(const EventFlagsMask &eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:225
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:536
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:653
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:411
std::int64_t getTradeId() const noexcept
Returns trade (order execution) ID for events containing trade-related action.
Definition OrderBase.hpp:537
const Scope & getScope() const &noexcept
Returns scope of this order.
Definition OrderBase.hpp:655
std::int64_t getOrderId() const noexcept
Returns order ID if available.
Definition OrderBase.hpp:412
EventFlagsMask getEventFlagsMask() const noexcept override
Returns transactional event flags.
Definition OrderBase.hpp:215
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:335
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:445
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:592
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:490
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:517
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:381
void setSequence(std::int32_t sequence) noexcept
Changes sequence number of this order.
Definition OrderBase.hpp:336
void setAuxOrderId(std::int64_t auxOrderId) noexcept
Changes auxiliary order ID.
Definition OrderBase.hpp:446
std::int16_t getExchangeCode() const noexcept
Returns exchange code of this order.
Definition OrderBase.hpp:593
bool hasSize() const noexcept
Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
Definition OrderBase.hpp:491
std::int64_t getCount() const noexcept
Returns number of individual orders in this aggregate order.
Definition OrderBase.hpp:518
void setAction(const OrderAction &action) noexcept
Changes action of this order.
Definition OrderBase.hpp:382
const OrderSource & getSource() const &noexcept override
Returns source of this event.
Definition OrderBase.hpp:183
std::string baseFieldsToString() const noexcept
Returns string representation of this order event's fields.
Definition OrderBase.cpp:70
void setEventFlags(std::int32_t eventFlags) noexcept override
Changes transactional event flags.
Definition OrderBase.hpp:220
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:564
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:583
void setTradePrice(double tradePrice) noexcept
Changes trade price.
Definition OrderBase.hpp:565
void setTradeSize(double tradeSize) noexcept
Changes trade size.
Definition OrderBase.hpp:584
OrderBase() noexcept=default
Creates new order event with default values.
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:400
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:391
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:463
void setActionTime(std::int64_t actionTime) noexcept
Changes time of the last action.
Definition OrderBase.hpp:401
std::int64_t getActionTime() const noexcept
Returns time of the last action.
Definition OrderBase.hpp:392
void setPrice(double price) noexcept
Changes price of this order.
Definition OrderBase.hpp:464
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this order.
Definition OrderBase.hpp:250
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:499
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:351
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:324
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:635
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:372
double getExecutedSize() const noexcept
Returns executed size of this order.
Definition OrderBase.hpp:500
std::int64_t getTimeNanos() const noexcept
Returns time of this order in nanoseconds.
Definition OrderBase.hpp:352
std::int32_t getSequence() const noexcept
Returns sequence number of this order to distinguish orders that have the same time.
Definition OrderBase.hpp:325
const Side & getOrderSide() const &noexcept
Returns side of this order.
Definition OrderBase.hpp:637
const OrderAction & getAction() const &noexcept
Returns order action if available, otherwise - OrderAction::UNDEFINED.
Definition OrderBase.hpp:373
Order event is a snapshot for a full available market depth for a symbol.
Definition Order.hpp:93
Order::Ptr withCountShared(std::int64_t count) noexcept
Changes number of individual orders in this aggregate order.
Definition Order.hpp:664
Order::Ptr withOrderIdShared(std::int64_t orderId) noexcept
Changes order ID.
Definition Order.hpp:519
- w -
- withCUSIPShared() : dxfcpp::InstrumentProfile
- withDescription() : dxfcpp::InstrumentProfile
- withDescriptionShared() : dxfcpp::InstrumentProfile
-- withEventFlags() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withEventFlagsShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withEventSymbol() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventSymbolShared() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
+- withEventFlags() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventFlagsShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventSymbol() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventSymbolShared() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
- withExchangeCode() : dxfcpp::Order, dxfcpp::SpreadOrder
- withExchangeCodeShared() : dxfcpp::Order, dxfcpp::SpreadOrder
- withExchangeData() : dxfcpp::InstrumentProfile
@@ -168,8 +168,8 @@ - w -
- withICBShared() : dxfcpp::InstrumentProfile
- withImpVolatility() : dxfcpp::Candle
- withImpVolatilityShared() : dxfcpp::Candle
-- withIndex() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withIndexShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withIndex() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withIndexShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withISIN() : dxfcpp::InstrumentProfile
- withISINShared() : dxfcpp::InstrumentProfile
- withLastTrade() : dxfcpp::InstrumentProfile
@@ -212,8 +212,8 @@ - w -
- withScopeShared() : dxfcpp::Order, dxfcpp::SpreadOrder
- withSEDOL() : dxfcpp::InstrumentProfile
- withSEDOLShared() : dxfcpp::InstrumentProfile
-- withSequence() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withSequenceShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
+- withSequence() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withSequenceShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
- withSettlementStyle() : dxfcpp::InstrumentProfile
- withSettlementStyleShared() : dxfcpp::InstrumentProfile
- withSIC() : dxfcpp::InstrumentProfile
@@ -230,12 +230,12 @@ - w -
- withStrikeShared() : dxfcpp::InstrumentProfile
- withSymbol() : dxfcpp::InstrumentProfile
- withSymbolShared() : dxfcpp::InstrumentProfile
-- withTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withTimeNanoPart() : dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
- withTimeNanoPartShared() : dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
- withTimeNanos() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTimeNanosShared() : dxfcpp::Order, dxfcpp::SpreadOrder
-- withTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withTradeId() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTradePrice() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTradePriceShared() : dxfcpp::Order, dxfcpp::SpreadOrder
diff --git a/docs/functions_w.html b/docs/functions_w.html
index f7a532b5..b714969a 100644
--- a/docs/functions_w.html
+++ b/docs/functions_w.html
@@ -148,12 +148,12 @@ - w -
- withCUSIPShared() : dxfcpp::InstrumentProfile
- withDescription() : dxfcpp::InstrumentProfile
- withDescriptionShared() : dxfcpp::InstrumentProfile
-- withEventFlags() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withEventFlagsShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withEventSymbol() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventSymbolShared() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withEventTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
+- withEventFlags() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventFlagsShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventSymbol() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventSymbolShared() : dxfcpp::AnalyticOrder, dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withEventTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
- withExchangeCode() : dxfcpp::Order, dxfcpp::SpreadOrder
- withExchangeCodeShared() : dxfcpp::Order, dxfcpp::SpreadOrder
- withExchangeData() : dxfcpp::InstrumentProfile
@@ -172,8 +172,8 @@ - w -
- withICBShared() : dxfcpp::InstrumentProfile
- withImpVolatility() : dxfcpp::Candle
- withImpVolatilityShared() : dxfcpp::Candle
-- withIndex() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
-- withIndexShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withIndex() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
+- withIndexShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withISIN() : dxfcpp::InstrumentProfile
- withISINShared() : dxfcpp::InstrumentProfile
- withLastTrade() : dxfcpp::InstrumentProfile
@@ -216,8 +216,8 @@ - w -
- withScopeShared() : dxfcpp::Order, dxfcpp::SpreadOrder
- withSEDOL() : dxfcpp::InstrumentProfile
- withSEDOLShared() : dxfcpp::InstrumentProfile
-- withSequence() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
-- withSequenceShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
+- withSequence() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
+- withSequenceShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Quote, dxfcpp::Series, dxfcpp::SpreadOrder
- withSettlementStyle() : dxfcpp::InstrumentProfile
- withSettlementStyleShared() : dxfcpp::InstrumentProfile
- withSIC() : dxfcpp::InstrumentProfile
@@ -234,12 +234,12 @@ - w -
- withStrikeShared() : dxfcpp::InstrumentProfile
- withSymbol() : dxfcpp::InstrumentProfile
- withSymbolShared() : dxfcpp::InstrumentProfile
-- withTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withTime() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withTimeNanoPart() : dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
- withTimeNanoPartShared() : dxfcpp::Order, dxfcpp::Quote, dxfcpp::SpreadOrder
- withTimeNanos() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTimeNanosShared() : dxfcpp::Order, dxfcpp::SpreadOrder
-- withTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::SpreadOrder
+- withTimeShared() : dxfcpp::Candle, dxfcpp::Order, dxfcpp::Series, dxfcpp::SpreadOrder
- withTradeId() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTradePrice() : dxfcpp::Order, dxfcpp::SpreadOrder
- withTradePriceShared() : dxfcpp::Order, dxfcpp::SpreadOrder
diff --git a/docs/index.html b/docs/index.html
index 644a5aa2..922805fc 100644
--- a/docs/index.html
+++ b/docs/index.html
@@ -342,8 +342,10 @@
int main() {
using namespace dxfcpp;
-
- System::setProperty("dxfeed.experimental.dxlink.enable", "true");
+
+ System::SetProperty("dxfeed.experimental.dxlink.enable", "true");
+
+ System::SetProperty("scheme", "ext:resource:dxlink.xml");
diff --git a/docs/navtreedata.js b/docs/navtreedata.js
index 0e43dfd8..e5f83747 100644
--- a/docs/navtreedata.js
+++ b/docs/navtreedata.js
@@ -56,12 +56,12 @@ var NAVTREE =
var NAVTREEINDEX =
[
"annotated.html",
-"d3/d00/classdxfcpp_1_1_time_and_sale.html#a3c89990d7660cf717fbd7469f486893c",
-"d8/d01/classdxfcpp_1_1_instrument_profile.html#a1cc2d8edd209661adbb582c92a6bfd77",
-"da/d01/classdxfcpp_1_1_spread_order.html#aa7b3531298186d794a5a658051f8c9f4",
-"dc/d01/api_8h.html#abe1b604f492f7466688dfeb93c7a4c38a7e4eb3b0e4e1a184874d931f1d084ce4",
-"de/d03/classdxfcpp_1_1_candle.html#a22c429db708c3e90f38d95c73b84c9f6",
-"functions_vars_o.html"
+"d3/d00/_option_sale_8hpp_source.html",
+"d8/d01/classdxfcpp_1_1_instrument_profile.html#a029159ff6599a468598302e7b6eba778",
+"da/d01/classdxfcpp_1_1_spread_order.html#a64e9ecf295fe0b16c1d74d053b19e863",
+"dc/d01/api_8h.html#a74c5630d6e1e6fff988c12ca4ddfd422",
+"de/d03/_event_type_8hpp_source.html",
+"functions_vars.html"
];
var SYNCONMSG = 'click to disable panel synchronisation';
diff --git a/docs/navtreeindex0.js b/docs/navtreeindex0.js
index 8ddb7e56..5194eb16 100644
--- a/docs/navtreeindex0.js
+++ b/docs/navtreeindex0.js
@@ -144,12 +144,16 @@ var NAVTREEINDEX0 =
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