OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
38#if defined (_MSC_VER)
39#pragma warning (push)
40#pragma warning (disable: 4251)
41#endif
42
43namespace OnixS {
44namespace Mts {
45namespace BondVision {
46namespace SDP {
47
48
49
51class ONIXS_MTS_BONDVISION_SDP_API BV_PORTFOLIO_RFCQ_ORDER : public Class
52{
53public:
55 orderLeg(200)
56
57 {
58 dealerReferenceId.reserve(32);
59 clientExecID.reserve(50);
60 execTraderName.reserve(12);
61 }
62
64
66 virtual ClassId::Enum id() const
67 {
69 }
70
73
76
79
82
85
88
90 std::string dealerReferenceId; // maxSize = 32
91
93 std::string clientExecID; // maxSize = 50
94
97
99 std::string execTraderName; // maxSize = 12
100
103
105 Double netProceeds; // DOUBLE presentation
106
109
112
114 static const size_t orderLegSize = 200;
115 std::vector<BV_PORTFOLIO_RFCQ_ORDER_LEG> orderLeg;
116
119
122
124 UInt64 acceptanceTimeout; // UTIME presentation
125
127 UInt64 depthUpdateTime; // UTIME presentation
128
130 UInt64 updateTime; // UTIME presentation
131
132
134 size_t deserialize(const void* buf, size_t inLen);
135
137 virtual std::string toString () const;
138
140 virtual size_t serializationBufSize() const { return 11012; }
141
144
145 virtual BV_PORTFOLIO_RFCQ_ORDER* clone(void*) const;
146
147private:
148 virtual size_t serialize(void* buf) const;
149
150};
151
152
153}
154}
155}
156}
157
158#if defined (_MSC_VER)
159#pragma warning (pop)
160#endif
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