OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_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>
35
36
37namespace OnixS {
38namespace Mts {
39namespace BondVision {
40namespace SDP {
41
42
43
45class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_SYNTHETIC_BOOK : public Class
46{
47public:
49 depthLeg(3)
50 , tradingLevel(20)
51
52 {
53 }
54
56
58 virtual ClassId::Enum id() const
59 {
61 }
62
65
68
71
74
77
80
82 static const size_t depthLegSize = 3;
83 std::vector<BV_RFCQ_DEPTH_LEG> depthLeg;
84
86 static const size_t tradingLevelSize = 20;
87 std::vector<BV_RFCQ_TRADING_LEVEL> tradingLevel;
88
90 UInt64 bookTimestamp; // UTIME presentation
91
92
94 size_t deserialize(const void* buf, size_t inLen);
95
97 virtual std::string toString () const;
98
100 virtual size_t serializationBufSize() const { return 22528; }
101
104
105 virtual BV_RFCQ_SYNTHETIC_BOOK* clone(void*) const;
106
107private:
108 virtual size_t serialize(void* buf) const;
109
110};
111
112
113}
114}
115}
116}
static const size_t depthLegSize
Data identifying the RFCQ legs (in case of Multileg RFCQ or Double Sided RFCQ only the first leg is s...
virtual BV_RFCQ_SYNTHETIC_BOOK * clone(void *) const
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
virtual BV_RFCQ_SYNTHETIC_BOOK * clone() const
size_t deserialize(const void *buf, size_t inLen)
UInt64 bookTimestamp
Time at which the quote was hit/lifted.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45