OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_RFCQ_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>
39
40
41namespace OnixS {
42namespace Mts {
43namespace BondVision {
44namespace SDP {
45
46
47
49class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_ORDER : public Class
50{
51public:
53 orderLeg(3)
54 , inventoryDepth(30)
55 , rFCQDepth(20)
56
57 {
58 dealerReferenceId.reserve(32);
59 clientExecID.reserve(50);
60 execTraderName.reserve(12);
61 }
62
63 virtual ~BV_RFCQ_ORDER() {}
64
66 virtual ClassId::Enum id() const
67 {
69 }
70
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94
96 std::string dealerReferenceId; // maxSize = 32
97
99 std::string clientExecID; // maxSize = 50
100
103
105 std::string execTraderName; // maxSize = 12
106
108 static const size_t orderLegSize = 3;
109 std::vector<BV_RFCQ_ORDER_LEG> orderLeg;
110
113
116
119
122
124 UInt64 acceptanceTimeout; // UTIME presentation
125
127 UInt64 depthUpdateTime; // UTIME presentation
128
131
134
137
140
142 static const size_t inventoryDepthSize = 30;
143 std::vector<BV_RFCQ_ORDER_DEPTH_INFO> inventoryDepth;
144
146 static const size_t rFCQDepthSize = 20;
147 std::vector<BV_RFCQ_ORDER_DEPTH_INFO> rFCQDepth;
148
150 UInt64 updateTime; // UTIME presentation
151
152
154 size_t deserialize(const void* buf, size_t inLen);
155
157 virtual std::string toString () const;
158
160 virtual size_t serializationBufSize() const { return 6312; }
161
163 virtual BV_RFCQ_ORDER* clone() const;
164
165 virtual BV_RFCQ_ORDER* clone(void*) const;
166
167private:
168 virtual size_t serialize(void* buf) const;
169
170};
171
172
173}
174}
175}
176}
BV_MEMBER_INFO aggressor
Member's ID of the Aggressor.
static const size_t rFCQDepthSize
RFCQ Quote Book.
virtual ClassId::Enum id() const
Class id.
static const size_t orderLegSize
Order leg data.
TI_MSG_INFO msgInfo
Message Info (Unique ID) of the RFCQ order.
TI_RFCQ_ORDER_TYPE::Enum type
Type of Order.
BV_MEMBER_INFO provider
Member's ID of the Provider.
std::vector< BV_RFCQ_ORDER_DEPTH_INFO > rFCQDepth
BV_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
UInt32 tradingListId
Unique ID of the trading list of bonds.
virtual BV_RFCQ_ORDER * clone(void *) const
TI_FLAG::Enum automatchingFg
If True, the order has been generated by the central system.
UInt64 acceptanceTimeout
Timeout for manual acceptance.
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
TI_FLAG::Enum preTradeFg
If set, starts the Pre-Trade Transparency Time.
UInt64 depthUpdateTime
Timestamp of the RFCQ depth.
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
std::string clientExecID
Provider reference ID of the order execution.
UInt32 closeWithDealerId
Unique ID of the dealer owner of the matching quote.
static const size_t inventoryDepthSize
Inventory Market depth on the Ask or Bid side (the side is opposite to the RFCQ Request side).
TI_FLAG::Enum preTradeAutomaticAcceptanceFg
If set, the RFCQ quote can be matched.
UInt32 rfcqQuoteId
ID of the RFCQ quote to hit/lift.
std::string dealerReferenceId
Provider reference ID of the quote.
size_t deserialize(const void *buf, size_t inLen)
UInt32 execTraderId
Unique ID of the execution trader.
virtual BV_RFCQ_ORDER * clone() const
std::string execTraderName
Name of the execution trader.
std::vector< BV_RFCQ_ORDER_DEPTH_INFO > inventoryDepth
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45