OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
MessageSupplements.h
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20 
21 #pragma once
22 
23 //#include <OnixS/CME/Streamlined/Order.h>
26 
28 
29 ///// Data for MBO book atomic update gathered
30 ///// from IncrementalRefreshBook message containing
31 ///// atomic updates for all types of books.
32 //ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS
33 //IncrementalRefreshBookCombinedEntry
34 //{
35 //public:
36 // /// Aliases order details for given update.
37 // typedef
38 // IncrementalRefreshBook::OrderIDEntries::Entry
39 // OrderEntry;
40 //
41 // /// Aliases price details for given update.
42 // typedef
43 // IncrementalRefreshBook::Entries::Entry
44 // PriceEntry;
45 //
46 // /// Initializes instance from order and price components.
47 // IncrementalRefreshBookCombinedEntry(
48 // const OrderEntry& order, const PriceEntry& price)
49 // : order_(order), price_(price)
50 // {
51 // }
52 //
53 // /// Initializes as copy of the other one.
54 // IncrementalRefreshBookCombinedEntry(
55 // const IncrementalRefreshBookCombinedEntry& other)
56 // : order_(other.order_), price_(other.price_)
57 // {
58 // }
59 //
60 // /// Security id whose MBO book is to be updated.
61 // SecurityId securityId() const
62 // {
63 // return price_.securityId();
64 // }
65 //
66 // /// Type of market data entry.
67 // EntryTypeBook::Enum entryType() const
68 // {
69 // return price_.entryType();
70 // }
71 //
72 // /// Indicates action of atomic book update.
73 // OrderUpdateAction::Enum updateAction() const
74 // {
75 // return order_.orderUpdateAction();
76 // }
77 //
78 // /// Order identifier.
79 // OrderId id() const
80 // {
81 // return order_.orderId();
82 // }
83 //
84 // /// Order priority.
85 // bool
86 // priority(
87 // OrderPriority& priority) const
88 // {
89 // return order_.orderPriority(priority);
90 // }
91 //
92 // /// Price value.
93 // bool
94 // price(
95 // PRICE& price) const
96 // {
97 // return price_.entryPx(price);
98 // }
99 //
100 // /// Display quantity.
101 // bool
102 // quantity(
103 // DisplayQuantity& quantity) const
104 // {
105 // return order_.displayQty(quantity);
106 // }
107 //
108 // /// Re-initializes as copy of the other instance.
109 // IncrementalRefreshBookCombinedEntry&
110 // operator =(
111 // const
112 // IncrementalRefreshBookCombinedEntry& other)
113 // {
114 // order_ = other.order_;
115 // price_ = other.price_;
116 //
117 // return *this;
118 // }
119 //
120 //private:
121 // OrderEntry order_;
122 // PriceEntry price_;
123 //};
124 
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition: Bootstrap.h:173
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:169