OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_MARKET.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
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8 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
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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.
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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.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
33 
34 
35 namespace OnixS {
36 namespace Mts {
37 namespace BondVision {
38 namespace SDP {
39 
40 
41 
42 ///
43 class ONIXS_MTS_BONDVISION_SDP_API BV_MARKET : public Class
44 {
45 public:
47  {
48  }
49 
50  virtual ~BV_MARKET() {}
51 
52  /// Class id
53  virtual ClassId::Enum id() const
54  {
55  return ClassId::BV_MARKET;
56  }
57 
58  /// Unique market identifier
60 
61  /// Number of seconds for accepting a Switch RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
63 
64  /// Maximum number of market member to whom a Switch RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day
66 
67  /// Delay, expressed as number of seconds, for the Switch audit trail
69 
70  /// Minimum time, expressed as number of milliseconds, after which a Switch RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day
72 
73  /// Time, expressed as number of milliseconds, for manual acceptance of a Switch RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
75 
76  /// Number of seconds for accepting a Butterfly RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
78 
79  /// Maximum number of market member to whom a Butterfly RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day
81 
82  /// Delay, expressed as number of seconds, for the Butterfly audit trail.
84 
85  /// Minimum time, expressed as number of milliseconds, after which a Butterfly RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day
87 
88  /// Time, expressed as number of milliseconds, for manual acceptance of a Butterfly RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
90 
91  /// Max number of legs allowed for Multileg RFCQ
93 
94  /// Maximum delay (in seconds) of the Due In Time parameter for a Multi-leg RFCQ
96 
97  /// Number of seconds for accepting a Multileg RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
99 
100  /// Maximum number of market members to whom a Multileg RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day
102 
103  /// Delay, expressed as number of seconds, for the Multileg audit trail
105 
106  /// Minimum time, expressed as number of seconds, after which a Multileg RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day
108 
109  /// Time, expressed as number of seconds, for manual acceptance of a Multileg RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
111 
112  /// Number of seconds for accepting a double sided RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
114 
115  /// Maximum number of market members to whom a double sided RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day
117 
118  /// Delay, expressed as number of seconds, for the double sided audit trail.
120 
121  /// Minimum time, expressed as number of seconds, after which a double sided RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day
123 
124  /// Time, expressed as number of seconds, for manual acceptance of a double sided RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day
126 
127  /// Specifies whether a Multi Leg double sided RFCQ will be automatically closed as soon as a match on one of the legs happens
129 
130  /// Maximum number of inventory groups that a Sell Side Member may define
132 
133  /// Maximum number of Buy Side Members that may belong to an Inventory Group. Buy Side Members that appear with different configurations in an Inventory Group, are counted one time
135 
136  /// Maximum number of generic configurations (i.e. Product Type = Wildcard, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member
138 
139  /// Maximum number of speciaized / exception configurations (i.e. Product Type = Value, Currency = Value or Product Type = Value, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member
141 
142  /// Pre-Trade transparency minimum time expressed in microseconds for a Switch RFCQ
144 
145  /// Pre-Trade transparency maximum time expressed in microseconds for a Switch RFCQ
147 
148  /// Pre-Trade transparency minimum time expressed in microseconds for a Butterfly RFCQ
150 
151  /// Pre-Trade transparency maximum time expressed in microseconds for a Butterfly RFCQ
153 
154  /// Pre-Trade transparency minimum time expressed in microseconds for a Multileg RFCQ
156 
157  /// Pre-Trade transparency maximum time expressed in microseconds for a Multileg RFCQ
159 
160  /// Pre-Trade transparency minimum time expressed in microseconds for a Double Sided RFCQ
162 
163  /// Pre-Trade transparency maximum time expressed in microseconds for a Double Sided RFCQ
165 
166 
167  ///
168  size_t deserialize(const void* buf, size_t inLen);
169 
170  /// Provides string presentation
171  virtual std::string toString () const;
172 
173  ///
174  virtual size_t serializationBufSize() const { return 144; }
175 
176  ///
177  virtual BV_MARKET* clone() const;
178 
179  virtual BV_MARKET* clone(void*) const;
180 
181 private:
182  virtual size_t serialize(void* buf) const;
183 
184 };
185 
186 
187 }
188 }
189 }
190 }
UInt16 multilegRFCQMinAutomaticMatchingTimeout
Minimum time, expressed as number of seconds, after which a Multileg RFCQ quote can only be manually ...
UInt16 maxNumInventoryGroups
Maximum number of inventory groups that a Sell Side Member may define.
UInt32 switchRFCQPreTradeTransparencyMinTime
Pre-Trade transparency minimum time expressed in microseconds for a Switch RFCQ.
UInt16 switchRFCQAuditTrailDelay
Delay, expressed as number of seconds, for the Switch audit trail.
UInt16 doubleSidedRFCQAcceptanceTimeout
Time, expressed as number of seconds, for manual acceptance of a double sided RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
UInt32 marketId
Unique market identifier.
UInt32 doubleSidedRFCQPreTradeTransparencyMaxTime
Pre-Trade transparency maximum time expressed in microseconds for a Double Sided RFCQ.
UInt16 maxNumInventoryGroupConfigurations
Maximum number of generic configurations (i.e. Product Type = Wildcard, Currency = Wildcard) that are...
UInt16 switchRFCQAcceptanceTimeout
Time, expressed as number of milliseconds, for manual acceptance of a Switch RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
UInt16 switchRFCQMinAutomaticMatchingTimeout
Minimum time, expressed as number of milliseconds, after which a Switch RFCQ quote can only be manual...
UInt16 doubleSidedRFCQMinAutomaticMatchingTimeout
Minimum time, expressed as number of seconds, after which a double sided RFCQ quote can only be manua...
UInt32 butterflyRFCQPreTradeTransparencyMinTime
Pre-Trade transparency minimum time expressed in microseconds for a Butterfly RFCQ.
UInt16 butterflyRFCQMinAutomaticMatchingTimeout
Minimum time, expressed as number of milliseconds, after which a Butterfly RFCQ quote can only be man...
UInt16 multilegRFCQAcceptanceTimeout
Time, expressed as number of seconds, for manual acceptance of a Multileg RFCQ. [Not implemented] Thi...
UInt32 switchRFCQPreTradeTransparencyMaxTime
Pre-Trade transparency maximum time expressed in microseconds for a Switch RFCQ.
UInt16 multilegRFCQAuditTrailDelay
Delay, expressed as number of seconds, for the Multileg audit trail.
UInt16 doubleSidedRFCQAuditTrailDelay
Delay, expressed as number of seconds, for the double sided audit trail.
UInt32 doubleSidedRFCQPreTradeTransparencyMinTime
Pre-Trade transparency minimum time expressed in microseconds for a Double Sided RFCQ.
UInt16 maxNumInventoryGroupExceptions
Maximum number of speciaized / exception configurations (i.e. Product Type = Value, Currency = Value or Product Type = Value, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member.
UInt32 butterflyRFCQTimer
Number of seconds for accepting a Butterfly RFCQ. [Not implemented] This field might be updated by th...
UInt16 butterflyRFCQAcceptanceTimeout
Time, expressed as number of milliseconds, for manual acceptance of a Butterfly RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
TI_FLAG::Enum doubleSidedRFCQDoubleAutoAcceptanceFg
Specifies whether a Multi Leg double sided RFCQ will be automatically closed as soon as a match on on...
UInt16 switchRFCQMaxNumRecipients
Maximum number of market member to whom a Switch RFCQ can be addressed. [Not implemented] This field ...
UInt16 multilegRFCQMaxNumRecipients
Maximum number of market members to whom a Multileg RFCQ can be addressed. [Not implemented] This fie...
UInt32 doubleSidedRFCQTimer
Number of seconds for accepting a double sided RFCQ. [Not implemented] This field might be updated by...
UInt16 butterflyRFCQMaxNumRecipients
Maximum number of market member to whom a Butterfly RFCQ can be addressed. [Not implemented] This fie...
UInt32 multilegRFCQPreTradeTransparencyMaxTime
Pre-Trade transparency maximum time expressed in microseconds for a Multileg RFCQ.
UInt32 butterflyRFCQPreTradeTransparencyMaxTime
Pre-Trade transparency maximum time expressed in microseconds for a Butterfly RFCQ.
UInt16 multiLegRFCQMaxNumLegs
Max number of legs allowed for Multileg RFCQ.
UInt16 doubleSidedRFCQMaxNumRecipients
Maximum number of market members to whom a double sided RFCQ can be addressed. [Not implemented] This...
virtual ClassId::Enum id() const
Class id.
UInt16 maxNumMemberPerInventoryGroup
Maximum number of Buy Side Members that may belong to an Inventory Group. Buy Side Members that appea...
UInt16 multiLegRFCQMaxDueInTime
Maximum delay (in seconds) of the Due In Time parameter for a Multi-leg RFCQ.
UInt32 switchRFCQTimer
Number of seconds for accepting a Switch RFCQ. [Not implemented] This field might be updated by the G...
unsigned short UInt16
Definition: Defines.h:45
UInt32 multilegRFCQTimer
Number of seconds for accepting a Multileg RFCQ. [Not implemented] This field might be updated by the...
UInt16 butterflyRFCQAuditTrailDelay
Delay, expressed as number of seconds, for the Butterfly audit trail.
UInt32 multilegRFCQPreTradeTransparencyMinTime
Pre-Trade transparency minimum time expressed in microseconds for a Multileg RFCQ.