OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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InquireMMParameterResponse.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31#include <vector>
32
33namespace OnixS { namespace Eurex { namespace Trading {
34
36class ONIXS_EUREX_ETI_EXPORT MMParameterGrpElem
37{
38public:
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65 std::string toString() const;
66
67private:
68 friend class Serializer;
69 MMParameterGrpElem(const void* data);
70};
71
72ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MMParameterGrpElem&);
73
75class ONIXS_EUREX_ETI_EXPORT InquireMMParameterResponse : public Message
76{
77public:
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98 std::vector<MMParameterGrpElem> mmParameterGrp;
99
102
104 std::string toString() const;
105
106private:
107 friend class Serializer;
108 InquireMMParameterResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
109 void nativeSerializeTo(void* nativeMessage);
110};
111
112ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const InquireMMParameterResponse&);
113
114}}} // namespace OnixS::Eurex::Trading
std::string toString() const
Returns string representation.
TemplateId::Enum templateId() const
Returns template ID.
InquireMMParameterResponse()
Initialize default instance.
std::vector< MMParameterGrpElem > mmParameterGrp
MM Parameter Group.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
std::string toString() const
Returns string representation.
SInt64 vega
Absolute number of contracts purchased reduced by the number of contracts sold.
SInt64 exposureDuration
Participant defined time frame the risk protection parameters should be counted.
MMRiskLimitActionType::Enum mmRiskLimitActionType
Action for reaching risk limit.
SInt64 delta
Absolute number of (long calls + short puts) - (short calls + long puts).
SInt64 cumQty
Cumulated executed quantity of an order.
MMParameterGrpElem()
Initialize default instance.
Message base class.
Definition Message.h:33
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Action for reaching risk limit.