SMP.Classes.CMF_DEPTH.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>

#include <OnixS/MTS/Cash/SDP/Defines.h>
#include <OnixS/MTS/Cash/SDP/SMP.Class.h>
#include <OnixS/MTS/Cash/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Cash/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_INSTRUMENT_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_TRADING_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_TRADING_INFO.h>


namespace OnixS {
namespace Mts {
namespace Cash {
namespace SDP {



///
class ONIXS_MTS_CASH_SDP_API CMF_DEPTH : public Class
{
public:
    CMF_DEPTH()
        : bid(20)
        , ask(20)
    {
    }

    virtual ~CMF_DEPTH() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::CMF_DEPTH;
    }


    /// Data regarding the tradable instrument
    CMF_INSTRUMENT_INFO instrument;

    /// Unique ID of the section
    UInt32 sectionId;

    /// Market depth on the Bid side
    static const size_t bidSize = 20;
    std::vector<CMF_TRADING_INFO> bid;

    /// Market depth on the Ask side
    static const size_t askSize = 20;
    std::vector<CMF_TRADING_INFO> ask;

    /// Time at which the data was last updated
    UInt64 updateTime;

    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 1140; }

    /// 
    virtual CMF_DEPTH* clone() const;

    virtual CMF_DEPTH* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}