OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
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Types.h
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1/*
2 * Copyright (c) Onix Solutions Limited. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13 * of this source code or associated reference material to any other location for further reproduction
14 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15 *
16 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17 * the terms of the Agreement is a violation of copyright law.
18 */
19
20#pragma once
21
22#include "Export.h"
23
24#include <set>
25#include <vector>
26
27namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
28
30class MulticastMessageDispatcher;
31
33typedef int FeedId;
34
36typedef short MarketType;
37
39typedef int MarketId;
40
42typedef long long OrderId;
43
45typedef long long TradeId;
46
48typedef std::set<MarketId> MarketIds;
49
51typedef std::set<MarketType> MarketTypes;
52
54typedef long long Price;
55
57typedef long long DateTime;
58
60typedef std::vector<unsigned char> Bytes;
61
62}}}} // namespace OnixS::ICE::iMpact::MarketData
long long Price
Alias for order identifiers type.
Definition Types.h:54
long long TradeId
Alias for order identifiers type.
Definition Types.h:45
std::set< MarketId > MarketIds
List of market ID's.
Definition Types.h:48
std::set< MarketType > MarketTypes
List of market types.
Definition Types.h:51
int FeedId
Alias for market types.
Definition Types.h:33
std::vector< unsigned char > Bytes
Array of bytes.
Definition Types.h:60
long long OrderId
Alias for order identifiers type.
Definition Types.h:42
short MarketType
Alias for market types.
Definition Types.h:36
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