OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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MMParameterDefinitionRequest.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31
32namespace OnixS { namespace Eurex { namespace Trading {
33
35class ONIXS_EUREX_ETI_EXPORT MMParameterDefinitionRequest : public Message
36{
37public:
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73 std::string toString() const;
74
75private:
76 friend class Serializer;
77 MMParameterDefinitionRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
78 void nativeSerializeTo(void* nativeMessage);
79};
80
81ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MMParameterDefinitionRequest&);
82
83}}} // namespace OnixS::Eurex::Trading
std::string toString() const
Returns string representation.
SInt64 vega
Absolute number of contracts purchased reduced by the number of contracts sold.
TemplateId::Enum templateId() const
Returns template ID.
MMParameterDefinitionRequest()
Initialize default instance.
SInt64 exposureDuration
Participant defined time frame the risk protection parameters should be counted.
MMRiskLimitActionType::Enum mmRiskLimitActionType
Action for reaching risk limit.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
SInt64 delta
Absolute number of (long calls + short puts) - (short calls + long puts).
SInt64 cumQty
Cumulated executed quantity of an order.
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
Enum
Action for reaching risk limit.