OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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ChangePriceLevel.h
Go to the documentation of this file.
1
5/*
6 * Copyright (c) Onix Solutions Limited. All rights reserved.
7 *
8 * This software owned by Onix Solutions Limited and is protected by copyright law
9 * and international copyright treaties.
10 *
11 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
12 * Services Agreement (the Agreement) and Customer end user license agreements granting
13 * a non-assignable, non-transferable and non-exclusive license to use the software
14 * for it's own data processing purposes under the terms defined in the Agreement.
15 *
16 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
17 * of this source code or associated reference material to any other location for further reproduction
18 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
19 *
20 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
21 * the terms of the Agreement is a violation of copyright law.
22 */
23
24#pragma once
25
26#include "../Enumerations.h"
27#include "../Export.h"
28#include "../Types.h"
29
30#include <iosfwd>
31#include <string>
32
33namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34
36struct ONIXS_ICEMDH_EXPORT ChangePriceLevel
37{
39 enum
40 {
42 };
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78 ChangePriceLevel(const char* data, std::size_t dataSize);
79
81 void deserialize(const char* data, std::size_t dataSize);
82
84 void reset();
85
87 std::string toString() const;
88};
89
91ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const ChangePriceLevel&);
92
93}}}} // namespace OnixS::ICE::iMpact::MarketData
Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
Definition Types.h:54
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
Definition Types.h:39
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition Types.h:57
This class represents the Change Price Level Message.
short orderCount
Number of all orders at the price level.
short impliedOrderCount
Number of implied orders at the price level.
std::string toString() const
Returns string representation.
ChangePriceLevel(const char *data, std::size_t dataSize)
Initialize from raw message data.
char priceLevelPosition
Position of the price level.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
Side::Enum side
Indicates whether it's bid or offer.
void reset()
Reset all fields to default values.
int quantity
Total quantity at the price level.
MarketId marketId
Unique identifier of the market.