OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_CMF_DEPTH_2.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>
36
37
38namespace OnixS {
39namespace Mts {
40namespace BondVision {
41namespace SDP {
42
43
44
46class ONIXS_MTS_BONDVISION_SDP_API BV_CMF_DEPTH_2 : public Class
47{
48public:
50 bid(20)
51 , ask(20)
52
53 {
54 cMFSectionCode.reserve(4);
55 cMFSectionDesc.reserve(36);
56 }
57
58 virtual ~BV_CMF_DEPTH_2() {}
59
61 virtual ClassId::Enum id() const
62 {
64 }
65
68
71
73 std::string cMFSectionCode; // maxSize = 4
74
76 std::string cMFSectionDesc; // maxSize = 36
77
79 static const size_t bidSize = 20;
80 std::vector<BV_TRADING_INFO> bid;
81
83 static const size_t askSize = 20;
84 std::vector<BV_TRADING_INFO> ask;
85
87 UInt64 updateTime; // UTIME presentation
88
89
91 size_t deserialize(const void* buf, size_t inLen);
92
94 virtual std::string toString () const;
95
97 virtual size_t serializationBufSize() const { return 1028; }
98
100 virtual BV_CMF_DEPTH_2* clone() const;
101
102 virtual BV_CMF_DEPTH_2* clone(void*) const;
103
104private:
105 virtual size_t serialize(void* buf) const;
106
107};
108
109
110}
111}
112}
113}
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
virtual BV_CMF_DEPTH_2 * clone() const
virtual BV_CMF_DEPTH_2 * clone(void *) const
std::string cMFSectionDesc
CMF section description.
BV_INSTRUMENT_INFO instrument
Instrument unique identifier and type.
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
Data regarding a Bid price level (price, yield, quantity)
static const size_t askSize
Data regarding an Ask price level (price, yield, quantity)
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47