OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_IOI_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
38namespace OnixS {
39namespace Mts {
40namespace BondVision {
41namespace SDP {
42
43
44
46class ONIXS_MTS_BONDVISION_SDP_API BV_IOI_DEPTH : public Class
47{
48public:
50 bid(30)
51 , ask(30)
52
53 {
54 }
55
56 virtual ~BV_IOI_DEPTH() {}
57
59 virtual ClassId::Enum id() const
60 {
62 }
63
66
69
72
74 static const size_t bidSize = 30;
75 std::vector<BV_IOI_TRADING_INFO> bid;
76
78 static const size_t askSize = 30;
79 std::vector<BV_IOI_TRADING_INFO> ask;
80
82 UInt64 updateTime; // UTIME presentation
83
84
86 size_t deserialize(const void* buf, size_t inLen);
87
89 virtual std::string toString () const;
90
92 virtual size_t serializationBufSize() const { return 28824; }
93
95 virtual BV_IOI_DEPTH* clone() const;
96
97 virtual BV_IOI_DEPTH* clone(void*) const;
98
99private:
100 virtual size_t serialize(void* buf) const;
101
102};
103
104
105}
106}
107}
108}
virtual BV_IOI_DEPTH * clone() const
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
UInt32 memberId
Unique ID of the Sell Side Member.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
IOI trading info data (bid side).
static const size_t askSize
IOI trading info data (ask side).
virtual std::string toString() const
Provides string presentation.
virtual BV_IOI_DEPTH * clone(void *) const
unsigned long long UInt64
Definition Defines.h:47