OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
Loading...
Searching...
No Matches
SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h
Go to the documentation of this file.
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_PORTFOLIO_RFCQ_ORDER : public Class
47{
48public:
50 orderLeg(200)
51
52 {
53 dealerReferenceId.reserve(32);
54 clientExecID.reserve(50);
55 execTraderName.reserve(12);
56 }
57
59
61 virtual ClassId::Enum id() const
62 {
64 }
65
68
71
74
77
80
83
85 std::string dealerReferenceId; // maxSize = 32
86
88 std::string clientExecID; // maxSize = 50
89
92
94 std::string execTraderName; // maxSize = 12
95
98
100 Double netProceeds; // DOUBLE presentation
101
104
107
109 static const size_t orderLegSize = 200;
110 std::vector<BV_PORTFOLIO_RFCQ_ORDER_LEG> orderLeg;
111
114
117
119 UInt64 acceptanceTimeout; // UTIME presentation
120
122 UInt64 depthUpdateTime; // UTIME presentation
123
125 UInt64 updateTime; // UTIME presentation
126
127
129 size_t deserialize(const void* buf, size_t inLen);
130
132 virtual std::string toString () const;
133
135 virtual size_t serializationBufSize() const { return 11012; }
136
139
140 virtual BV_PORTFOLIO_RFCQ_ORDER* clone(void*) const;
141
142private:
143 virtual size_t serialize(void* buf) const;
144
145};
146
147
148}
149}
150}
151}
BV_PORTFOLIO_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
virtual BV_PORTFOLIO_RFCQ_ORDER * clone() const
virtual BV_PORTFOLIO_RFCQ_ORDER * clone(void *) const
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
std::string clientExecID
Provider reference ID of the order execution.
UInt32 closeWithDealerId
Unique ID of the dealer owner of the matching quote.
UInt32 rfcqQuoteId
Unique ID of the Portfolio RFCQ quote to hit/lift.
std::string dealerReferenceId
Provider reference ID of the quote.
size_t deserialize(const void *buf, size_t inLen)
BV_PORTFOLIO_RFCQ_ORDER_EVENT::Enum event
Action applied to the order.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45