#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_INVENTORY_DEPTH.h>
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_DEPTH * | clone () const |
virtual BV_INVENTORY_DEPTH * | clone (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_INFO > | bid |
std::vector< BV_INVENTORY_TRADING_INFO > | ask |
UInt64 | updateTime |
Static Public Attributes | |
static const size_t | bidSize = 30 |
static const size_t | askSize = 30 |
Definition at line 46 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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inline |
Definition at line 49 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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inlinevirtual |
Definition at line 56 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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virtual |
Implements Class.
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virtual |
Implements Class.
size_t deserialize | ( | const void * | buf, |
size_t | inLen | ||
) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 92 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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virtual |
Provides string presentation.
Implements Class.
std::vector<BV_INVENTORY_TRADING_INFO> ask |
Definition at line 79 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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static |
Market depth on the Ask side.
Definition at line 78 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
std::vector<BV_INVENTORY_TRADING_INFO> bid |
Definition at line 75 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
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static |
Market depth on the Bid side.
Definition at line 74 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
BV_INSTRUMENT_INFO instrument |
Data regarding the tradable instrument.
Definition at line 68 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
UInt32 memberId |
Unique ID of the member.
Definition at line 65 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
UInt32 sectionId |
Unique ID of the section.
Definition at line 71 of file SMP.Classes.BV_INVENTORY_DEPTH.h.
UInt64 updateTime |
Time at which the data was last updated.
Definition at line 82 of file SMP.Classes.BV_INVENTORY_DEPTH.h.