OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Classes.BV_PORTFOLIO_RFCQ_SYNTHETIC_BOOK.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
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_SYNTHETIC_BOOK : public Class
52{
53public:
55 tradingLevel(10)
56
57 {
58 traderName.reserve(12);
59 }
60
62
64 virtual ClassId::Enum id() const
65 {
67 }
68
71
74
77
80
82 std::string traderName; // maxSize = 12
83
86
89
91 static const size_t tradingLevelSize = 10;
92 std::vector<BV_PORTFOLIO_RFCQ_TRADING_LEVEL> tradingLevel;
93
96
98 UInt64 bookTimeStamp; // UTIME presentation
99
100
102 size_t deserialize(const void* buf, size_t inLen);
103
105 virtual std::string toString () const;
106
108 virtual size_t serializationBufSize() const { return 80344; }
109
112
114
115private:
116 virtual size_t serialize(void* buf) const;
117
118};
119
120
121}
122}
123}
124}
125
126#if defined (_MSC_VER)
127#pragma warning (pop)
128#endif
BV_PORTFOLIO_RFCQ_DEPTH_LEG depthLeg
Data identifying the Portfolio RFCQ legs.
virtual BV_PORTFOLIO_RFCQ_SYNTHETIC_BOOK * clone() const
virtual std::string toString() const
Provides string presentation.
virtual BV_PORTFOLIO_RFCQ_SYNTHETIC_BOOK * clone(void *) const
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45