OnixS C++ CME MDP Conflated UDP Handler
1.1.2
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TradeProcessing.h
Go to the documentation of this file.
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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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//
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// This software owned by Onix Solutions Limited [OnixS] and is
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// protected by copyright law and international copyright treaties.
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//
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// Access to and use of the software is governed by the terms of the applicable
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// OnixS Software Services Agreement (the Agreement) and Customer end user license
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// agreements granting a non-assignable, non-transferable and non-exclusive license
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// to use the software for it's own data processing purposes under the terms defined
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// in the Agreement.
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//
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// Except as otherwise granted within the terms of the Agreement, copying or
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// reproduction of any part of this source code or associated reference material
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// to any other location for further reproduction or redistribution, and any
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// amendments to this copyright notice, are expressly prohibited.
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//
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// Any reproduction or redistribution for sale or hiring of the Software not in
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// accordance with the terms of the Agreement is a violation of copyright law.
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//
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#pragma once
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#include <string>
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#include <
OnixS/CME/ConflatedUDP/Composites.h
>
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ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
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ONIXS_CONFLATEDUDP_LTWT_STRUCT
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TradeProcessing
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{
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typedef
UInt32
Base
;
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enum
Enum
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{
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SummaryLevel
,
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OrderDetails
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};
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};
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ONIXS_CONFLATEDUDP_EXPORTED
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void
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toStr
(
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std::string&,
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TradeProcessing::Enum
);
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inline
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std::string
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toStr
(
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TradeProcessing::Enum
strategy)
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{
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std::string str;
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toStr
(str, strategy);
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return
str;
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}
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ONIXS_CONFLATEDUDP_NAMESPACE_END
ONIXS_CONFLATEDUDP_LTWT_STRUCT
#define ONIXS_CONFLATEDUDP_LTWT_STRUCT
Definition
Bootstrap.h:99
ONIXS_CONFLATEDUDP_NAMESPACE_END
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition
Bootstrap.h:157
ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition
Bootstrap.h:153
Composites.h
OnixS::CME::ConflatedUDP
Definition
Accessors.h:32
OnixS::CME::ConflatedUDP::toStr
ONIXS_CONFLATEDUDP_EXPORTED void toStr(std::string &, BookState::Enum)
Serializes book state value into a string.
OnixS::CME::ConflatedUDP::UInt32
UInt32 UInt32
uInt32.
Definition
Fields.h:261
OnixS::CME::ConflatedUDP::TradeProcessing
Defines different ways trades are processed.
Definition
TradeProcessing.h:32
OnixS::CME::ConflatedUDP::TradeProcessing::Enum
Enum
Definition
TradeProcessing.h:37
OnixS::CME::ConflatedUDP::TradeProcessing::OrderDetails
@ OrderDetails
Definition
TradeProcessing.h:57
OnixS::CME::ConflatedUDP::TradeProcessing::SummaryLevel
@ SummaryLevel
Definition
TradeProcessing.h:44
OnixS
CME
ConflatedUDP
TradeProcessing.h
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