OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Classes.BV_INVENTORY_DEPTH.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
38#if defined (_MSC_VER)
39#pragma warning (push)
40#pragma warning (disable: 4251)
41#endif
42
43namespace OnixS {
44namespace Mts {
45namespace BondVision {
46namespace SDP {
47
48
49
51class ONIXS_MTS_BONDVISION_SDP_API BV_INVENTORY_DEPTH : public Class
52{
53public:
55 bid(30)
56 , ask(30)
57
58 {
59 }
60
62
64 virtual ClassId::Enum id() const
65 {
67 }
68
71
74
77
79 static const size_t bidSize = 30;
80 std::vector<BV_INVENTORY_TRADING_INFO> bid;
81
83 static const size_t askSize = 30;
84 std::vector<BV_INVENTORY_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 20904; }
98
100 virtual BV_INVENTORY_DEPTH* clone() const;
101
102 virtual BV_INVENTORY_DEPTH* clone(void*) const;
103
104private:
105 virtual size_t serialize(void* buf) const;
106
107};
108
109
110}
111}
112}
113}
114
115#if defined (_MSC_VER)
116#pragma warning (pop)
117#endif
UInt64 updateTime
Time at which the data was last updated.
virtual BV_INVENTORY_DEPTH * clone(void *) const
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
virtual BV_INVENTORY_DEPTH * clone() const
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
Market depth on the Bid side.
static const size_t askSize
Market depth on the Ask side.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47