OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_IOI_DEPTH.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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14 * of this source code or associated reference material to any other location for further reproduction
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
36 
37 
38 namespace OnixS {
39 namespace Mts {
40 namespace BondVision {
41 namespace SDP {
42 
43 
44 
45 ///
46 class ONIXS_MTS_BONDVISION_SDP_API BV_IOI_DEPTH : public Class
47 {
48 public:
50  bid(30)
51  , ask(30)
52 
53  {
54  }
55 
56  virtual ~BV_IOI_DEPTH() {}
57 
58  /// Class id
59  virtual ClassId::Enum id() const
60  {
61  return ClassId::BV_IOI_DEPTH;
62  }
63 
64  /// Unique ID of the Sell Side Member
66 
67  /// Data regarding the tradable instrument
69 
70  /// Unique ID of the section
72 
73  /// IOI trading info data (bid side).
74  static const size_t bidSize = 30;
75  std::vector<BV_IOI_TRADING_INFO> bid;
76 
77  /// IOI trading info data (ask side).
78  static const size_t askSize = 30;
79  std::vector<BV_IOI_TRADING_INFO> ask;
80 
81  /// Time at which the data was last updated
82  UInt64 updateTime; // UTIME presentation
83 
84 
85  ///
86  size_t deserialize(const void* buf, size_t inLen);
87 
88  /// Provides string presentation
89  virtual std::string toString () const;
90 
91  ///
92  virtual size_t serializationBufSize() const { return 28824; }
93 
94  ///
95  virtual BV_IOI_DEPTH* clone() const;
96 
97  virtual BV_IOI_DEPTH* clone(void*) const;
98 
99 private:
100  virtual size_t serialize(void* buf) const;
101 
102 };
103 
104 
105 }
106 }
107 }
108 }
std::vector< BV_IOI_TRADING_INFO > ask
UInt32 sectionId
Unique ID of the section.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::vector< BV_IOI_TRADING_INFO > bid
UInt64 updateTime
Time at which the data was last updated.
virtual ClassId::Enum id() const
Class id.
UInt32 memberId
Unique ID of the Sell Side Member.
unsigned long long UInt64
Definition: Defines.h:47