OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
DeletePriceLevel.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::DeletePriceLevel` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Delete Price Level Message.
36 struct ONIXS_ICEMDH_EXPORT DeletePriceLevel
37 {
38  /// Message type constant
39  enum { messageType = 'r' };
40 
41  /// Unique identifier of the market.
43 
44  /// Indicate whether it's bid or offer.
46 
47  /// Position of the price level.
49 
50  /// Timestamp of last update used to derive the price level message. The
51  /// format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The
52  /// nanosecond part is currently 000 and might be supported later.
54 
55  /// Default constructor.
57 
58  /// Initialize from raw message data.
59  DeletePriceLevel(const char* data, size_t dataSize);
60 
61  /// Deserialize from raw data.
62  void deserialize(const char* data, size_t dataSize);
63 
64  /// Reset all fields to default values.
65  void reset();
66 
67  /// Returns string representation.
68  std::string toString() const;
69 };
70 
71 /// Make it printable using C++ I/O streams.
72 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const DeletePriceLevel&);
73 
74 }}}} // namespace MarketData, iMpact, ICE, OnixS
MarketId marketId
Unique identifier of the market.
char priceLevelPosition
Position of the price level.
This class represents the Delete Price Level Message.
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
Enum
Trading side constants.
Definition: Enumerations.h:38
Side::Enum side
Indicate whether it&#39;s bid or offer.