OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_LAST_DAY_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_LAST_DAY_BUY_SIDE_INVENTORY_ORDER : public Class
59{
60public:
62 bidDepth(30)
63 , askDepth(30)
64
65 {
66 sectionCode.reserve(4);
67 dealerReferenceID.reserve(32);
68 quoteDigest.reserve(100);
69 currency.reserve(3);
70 clientOrderId.reserve(50);
71 execOrderId.reserve(50);
72 accountCode.reserve(200);
73 accountInfo.reserve(200);
74 settlementInfo.reserve(200);
75 mktAffiliationShortDesc.reserve(12);
76 mktAffiliationDesc.reserve(36);
77 userInfo1.reserve(200);
78 userInfo2.reserve(200);
79 }
80
82
88
91
93 std::string sectionCode; // maxSize = 4
94
97
99 std::string dealerReferenceID; // maxSize = 32
100
102 std::string quoteDigest; // maxSize = 100
103
105 UInt64 quoteUpdateTime; // UTIME presentation
106
109
112
115
118
120 Double price; // DOUBLE presentation
121
123 Double yield; // DOUBLE presentation
124
126 Double qty; // DOUBLE presentation
127
130
132 UInt64 acceptanceTimeout; // UTIME presentation
133
135 Double principal; // DOUBLE presentation
136
138 Double nominalValue; // DOUBLE presentation
139
141 Double accrued; // DOUBLE presentation
142
144 std::string currency; // maxSize = 3
145
148
150 Double bpv; // DOUBLE presentation
151
154
157
160
162 std::string clientOrderId; // maxSize = 50
163
165 std::string execOrderId; // 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
183 std::string mktAffiliationShortDesc; // maxSize = 12
184
186 std::string mktAffiliationDesc; // maxSize = 36
187
189 std::string userInfo1; // maxSize = 200
190
192 std::string userInfo2; // maxSize = 200
193
196
198 static const size_t bidDepthSize = 30;
199 std::vector<BV_INVENTORY_TRADING_INFO> bidDepth;
200
202 static const size_t askDepthSize = 30;
203 std::vector<BV_INVENTORY_TRADING_INFO> askDepth;
204
207
210
212 Double bVBestMidPrice; // DOUBLE presentation
213
215 Double bVBestMidYield; // DOUBLE presentation
216
219
222
225
227 Double bvBestMidMWCPriceTh; // DOUBLE presentation
228
231
234
237
240
243
246
249
251 UInt64 creationTime; // UTIME presentation
252
254 UInt64 updateTime; // UTIME presentation
255
258
259
261 size_t deserialize(const void* buf, size_t inLen);
262
264 virtual std::string toString () const;
265
267 virtual size_t serializationBufSize() const { return 39400; }
268
271
273
274private:
275 virtual size_t serialize(void* buf) const;
276
277};
278
279
280}
281}
282}
283}
virtual BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER * clone() const
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
UInt16 nextOrderDenialTime
Delay in seconds before another order on the same tradable instrument could be sent as defined in the...
BV_HIST_INSTRUMENT_INFO_EXT instrument
Data regarding the tradable instrument.
UInt16 settlementOffset
Settlement offset espressed as number of days starting from the trading date.
virtual BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER * clone(void *) const
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Aggress...
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