OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
BV_INVENTORY_DEPTH Class Reference

Public Member Functions

 BV_INVENTORY_DEPTH ()
virtual ~BV_INVENTORY_DEPTH ()
virtual ClassId::Enum id () const
size_t deserialize (const void *buf, size_t inLen)
virtual std::string toString () const
virtual size_t serializationBufSize () const
virtual BV_INVENTORY_DEPTHclone () const
virtual BV_INVENTORY_DEPTHclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 memberId
BV_INSTRUMENT_INFO instrument
UInt32 sectionId
std::vector< BV_INVENTORY_TRADING_INFObid
std::vector< BV_INVENTORY_TRADING_INFOask
UInt64 updateTime

Static Public Attributes

static const size_t bidSize = 30
static const size_t askSize = 30

Detailed Description

Definition at line 46 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

Constructor & Destructor Documentation

◆ BV_INVENTORY_DEPTH()

BV_INVENTORY_DEPTH ( )
inline

Definition at line 49 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ ~BV_INVENTORY_DEPTH()

virtual ~BV_INVENTORY_DEPTH ( )
inlinevirtual

Definition at line 56 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_INVENTORY_DEPTH * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_INVENTORY_DEPTH * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 59 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 92 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ ask

std::vector<BV_INVENTORY_TRADING_INFO> ask

Definition at line 79 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ askSize

const size_t askSize = 30
static

Market depth on the Ask side.

Definition at line 78 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ bid

std::vector<BV_INVENTORY_TRADING_INFO> bid

Definition at line 75 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ bidSize

const size_t bidSize = 30
static

Market depth on the Bid side.

Definition at line 74 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 68 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ memberId

UInt32 memberId

Unique ID of the member.

Definition at line 65 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 71 of file SMP.Classes.BV_INVENTORY_DEPTH.h.

◆ updateTime

UInt64 updateTime

Time at which the data was last updated.

Definition at line 82 of file SMP.Classes.BV_INVENTORY_DEPTH.h.