OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h
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1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
48
49
50namespace OnixS {
51namespace Mts {
52namespace BondVision {
53namespace SDP {
54
55
56
58class ONIXS_MTS_BONDVISION_SDP_API BV_BUY_SIDE_INVENTORY_ORDER : public Class
59{
60public:
62 bidDepth(30)
63 , askDepth(30)
64
65 {
66 dealerReferenceID.reserve(32);
67 quoteDigest.reserve(100);
68 currency.reserve(3);
69 clientOrderId.reserve(50);
70 clientExecID.reserve(50);
71 accountCode.reserve(200);
72 accountInfo.reserve(200);
73 settlementInfo.reserve(200);
74 userInfo1.reserve(200);
75 userInfo2.reserve(200);
76 }
77
79
81 virtual ClassId::Enum id() const
82 {
84 }
85
88
91
93 std::string dealerReferenceID; // maxSize = 32
94
96 std::string quoteDigest; // maxSize = 100
97
99 UInt64 quoteUpdateTime; // UTIME presentation
100
103
106
109
112
114 Double price; // DOUBLE presentation
115
117 Double yield; // DOUBLE presentation
118
120 Double qty; // DOUBLE presentation
121
124
126 UInt64 acceptanceTimeout; // UTIME presentation
127
129 Double principal; // DOUBLE presentation
130
132 Double nominalValue; // DOUBLE presentation
133
135 Double accrued; // DOUBLE presentation
136
138 std::string currency; // maxSize = 3
139
142
144 Double bpv; // DOUBLE presentation
145
148
151
154
157
160
162 std::string clientOrderId; // maxSize = 50
163
165 std::string clientExecID; // maxSize = 50
166
169
172
174 std::string accountCode; // maxSize = 200
175
177 std::string accountInfo; // maxSize = 200
178
180 std::string settlementInfo; // maxSize = 200
181
184
186 std::string userInfo1; // maxSize = 200
187
189 std::string userInfo2; // maxSize = 200
190
193
195 static const size_t bidDepthSize = 30;
196 std::vector<BV_INVENTORY_TRADING_INFO> bidDepth;
197
199 static const size_t askDepthSize = 30;
200 std::vector<BV_INVENTORY_TRADING_INFO> askDepth;
201
204
207
209 Double bVBestMidPrice; // DOUBLE presentation
210
212 Double bVBestMidYield; // DOUBLE presentation
213
216
219
222
224 Double bvBestMidMWCPriceTh; // DOUBLE presentation
225
228
231
234
237
240
243
246
248 UInt64 creationTime; // UTIME presentation
249
251 UInt64 updateTime; // UTIME presentation
252
255
256
258 size_t deserialize(const void* buf, size_t inLen);
259
261 virtual std::string toString () const;
262
264 virtual size_t serializationBufSize() const { return 39008; }
265
268
269 virtual BV_BUY_SIDE_INVENTORY_ORDER* clone(void*) const;
270
271private:
272 virtual size_t serialize(void* buf) const;
273
274};
275
276
277}
278}
279}
280}
BV_MEMBER_INFO aggressor
Member's ID of the Aggressor (Buy Side Member)
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling indicator.
virtual BV_BUY_SIDE_INVENTORY_ORDER * clone() const
BV_MEMBER_INFO provider
Member's ID of the Provider (Sell Side Member)
std::string clientOrderId
ID of the order within the client institution.
BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode
Execution settlement mode.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
std::string quoteDigest
Encrypted information related to quote data.
virtual BV_BUY_SIDE_INVENTORY_ORDER * clone(void *) const
UInt64 quoteUpdateTime
Time at which the inventory quote was last updated.
std::string clientExecID
ID of the execution within the client institution.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
UInt16 nextOrderDenialTime
Delay in seconds before another order on the same tradable instrument could be sent as defined in the...
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Aggress...
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
BV_INVENTORY_ORDER_STATUS::Enum status
Processing status of the order.
size_t deserialize(const void *buf, size_t inLen)
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
virtual std::string toString() const
Provides string presentation.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice/ BvBestMidYield is valid or not.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45