SpotMarketTrade Struct Reference

Public Types
enum

Public Member Functions
	SpotMarketTrade ()
	SpotMarketTrade (const char *data, std::size_t dataSize)
void	deserialize (const char *data, std::size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
TradeId	tradeId
Price	price
int	quantity
DateTime	transactDateTime
DateTime	deliveryBeginDateTime
DateTime	deliveryEndDateTime
bool	isSystemPricedLeg

Detailed Description

Definition at line 35 of file SpotMarketTrade.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType	'Y'

Definition at line 38 of file SpotMarketTrade.h.

Constructor & Destructor Documentation

SpotMarketTrade() [1/2]

SpotMarketTrade

(

)

Default constructor.

SpotMarketTrade() [2/2]

SpotMarketTrade	(	const char *	data,
		std::size_t	dataSize )

Initialize from raw message data.

Member Function Documentation

deserialize()

void deserialize	(	const char *	data,
		std::size_t	dataSize )

Deserialize from raw data.

reset()

void reset

(

)

Reset all fields to default values.

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

deliveryBeginDateTime

DateTime deliveryBeginDateTime

Delivery begin date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 61 of file SpotMarketTrade.h.

deliveryEndDateTime

DateTime deliveryEndDateTime

Delivery end date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 65 of file SpotMarketTrade.h.

isSystemPricedLeg

bool isSystemPricedLeg

Indicate if it is a system priced leg.

Definition at line 68 of file SpotMarketTrade.h.

marketId

MarketId marketId

MarketID of the instrument that was traded.

Definition at line 44 of file SpotMarketTrade.h.

price

Price price

Price of the trade. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 51 of file SpotMarketTrade.h.

quantity

int quantity

Trade quantity.

Definition at line 54 of file SpotMarketTrade.h.

tradeId

TradeId tradeId

Unique identifier of the trade message, unique per market.

Definition at line 47 of file SpotMarketTrade.h.

transactDateTime

DateTime transactDateTime

Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 57 of file SpotMarketTrade.h.