OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
BV_IOI_DEPTH Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_IOI_DEPTH.h>

Public Member Functions

 BV_IOI_DEPTH ()
 
virtual ~BV_IOI_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_IOI_DEPTHclone () const
 
virtual BV_IOI_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_IOI_TRADING_INFObid
 
std::vector< BV_IOI_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_IOI_DEPTH.h.

Constructor & Destructor Documentation

BV_IOI_DEPTH ( )
inline

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

virtual ~BV_IOI_DEPTH ( )
inlinevirtual

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

Member Function Documentation

virtual BV_IOI_DEPTH* clone ( ) const
virtual

Implements Class.

virtual BV_IOI_DEPTH* clone ( void *  ) const
virtual

Implements Class.

size_t deserialize ( const void *  buf,
size_t  inLen 
)
virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

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

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

std::vector<BV_IOI_TRADING_INFO> ask

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

const size_t askSize = 30
static

IOI trading info data (ask side).

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

std::vector<BV_IOI_TRADING_INFO> bid

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

const size_t bidSize = 30
static

IOI trading info data (bid side).

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

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

UInt32 memberId

Unique ID of the Sell Side Member.

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

UInt32 sectionId

Unique ID of the section.

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

UInt64 updateTime

Time at which the data was last updated.

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


The documentation for this class was generated from the following file: