OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
API Documentation
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MessageSupplements.h
Go to the documentation of this file.
1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23//#include <OnixS/CME/Streamlined/Order.h>
26
28
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_BEGIN
Definition Bootstrap.h:169
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition Bootstrap.h:173