OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
Users' manual and API documentation
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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 <cstdint>
25#include <set>
26#include <vector>
27
28namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
29
31class MulticastMessageDispatcher;
32
34typedef int FeedId;
35
41typedef std::uint32_t SequenceNumber;
42
44typedef short MarketType;
45
47typedef int MarketId;
48
50typedef long long OrderId;
51
53typedef long long TradeId;
54
56typedef std::set<MarketId> MarketIds;
57
59typedef std::set<MarketType> MarketTypes;
60
62typedef long long Price;
63
65typedef long long DateTime;
66
68typedef std::vector<unsigned char> Bytes;
69
70}}}} // namespace OnixS::ICE::iMpact::MarketData
long long Price
Alias for order identifiers type.
Definition Types.h:62
long long TradeId
Alias for order identifiers type.
Definition Types.h:53
std::set< MarketId > MarketIds
List of market ID's.
Definition Types.h:56
std::set< MarketType > MarketTypes
List of market types.
Definition Types.h:59
int FeedId
Alias for market types.
Definition Types.h:34
std::vector< unsigned char > Bytes
Array of bytes.
Definition Types.h:68
long long OrderId
Alias for order identifiers type.
Definition Types.h:50
short MarketType
Alias for market types.
Definition Types.h:44
int MarketId
Alias for market identifiers type.
Definition Types.h:47
std::uint32_t SequenceNumber
Definition Types.h:41
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition Types.h:65