OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
Types.h
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19 
20 #pragma once
21 
22 #include "Export.h"
23 
24 #include <set>
25 #include <vector>
26 
27 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
28 
29 /// Forward declarations
30 class MulticastMessageDispatcher;
31 
32 /// Alias for market types.
33 typedef int FeedId;
34 
35 /// Alias for market types.
36 typedef short MarketType;
37 
38 /// Alias for market identifiers type.
39 typedef int MarketId;
40 
41 /// Alias for order identifiers type.
42 typedef long long OrderId;
43 
44 /// Alias for order identifiers type.
45 typedef long long TradeId;
46 
47 /// List of market ID's.
48 typedef std::set<MarketId> MarketIds;
49 
50 /// List of market types.
51 typedef std::set<MarketType> MarketTypes;
52 
53 /// Alias for order identifiers type.
54 typedef long long Price;
55 
56 /// Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
57 typedef long long DateTime;
58 
59 /// Array of bytes.
60 typedef std::vector<unsigned char> Bytes;
61 
62 }}}} // namespace MarketData, iMpact, ICE, OnixS
std::set< MarketId > MarketIds
List of market ID&#39;s.
Definition: Types.h:48
short MarketType
Alias for market types.
Definition: Types.h:36
long long Price
Alias for order identifiers type.
Definition: Types.h:54
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::vector< unsigned char > Bytes
Array of bytes.
Definition: Types.h:60
long long TradeId
Alias for order identifiers type.
Definition: Types.h:45
int FeedId
Alias for market types.
Definition: Types.h:30
long long OrderId
Alias for order identifiers type.
Definition: Types.h:42
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
std::set< MarketType > MarketTypes
List of market types.
Definition: Types.h:51