OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_DEPTH.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>
30
38
39
40namespace OnixS {
41namespace Mts {
42namespace Cash {
43namespace SDP {
44
45
46
48class ONIXS_MTS_CASH_SDP_API CMF_DEPTH : public Class
49{
50public:
52 : bid(20)
53 , ask(20)
54 {
55 }
56
57 virtual ~CMF_DEPTH() {}
58
60 virtual ClassId::Enum id() const
61 {
62 return ClassId::CMF_DEPTH;
63 }
64
65
68
71
73 static const size_t bidSize = 20;
74 std::vector<CMF_TRADING_INFO> bid;
75
77 static const size_t askSize = 20;
78 std::vector<CMF_TRADING_INFO> ask;
79
82
84 size_t deserialize(const void* buf, size_t inLen);
85
87 virtual std::string toString () const;
88
90 virtual size_t serializationBufSize() const { return 1140; }
91
93 virtual CMF_DEPTH* clone() const;
94
95 virtual CMF_DEPTH* clone(void*) const;
96
97private:
98 virtual size_t serialize(void* buf) const;
99
100};
101
102
103}
104}
105}
106}
virtual CMF_DEPTH * clone() const
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
virtual size_t serializationBufSize() const
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::vector< CMF_TRADING_INFO > ask
UInt32 sectionId
Unique ID of the section.
size_t deserialize(const void *buf, size_t inLen)
static const size_t bidSize
Market depth on the Bid side.
static const size_t askSize
Market depth on the Ask side.
virtual CMF_DEPTH * clone(void *) const
virtual std::string toString() const
Provides string presentation.
std::vector< CMF_TRADING_INFO > bid
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47