OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Classes.CMF_HIST_TPA_BEST_EXECUTION.h
Go to the documentation of this file.
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 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
39 
40 
41 namespace OnixS {
42 namespace Mts {
43 namespace Cash {
44 namespace SDP {
45 
46 
47 
48 ///
49 class ONIXS_MTS_CASH_SDP_API CMF_HIST_TPA_BEST_EXECUTION : public Class
50 {
51 public:
53  : bid(20)
54  , ask(20)
55  {
56  sectionCode.reserve(4);
57  memberCode.reserve(12);
58  memberShortDesc.reserve(12);
59  memberDesc.reserve(36);
60  clientMemberCode.reserve(12);
61  clientMemberShortDesc.reserve(12);
62  clientMemberDesc.reserve(36);
63  }
64 
66 
67  /// Class id
68  virtual ClassId::Enum id() const
69  {
71  }
72 
73 
74  /// Data identifying the deal
76 
77  /// Section Code
78  std::string sectionCode; // maxSize = 4
79 
80  /// Unique ID of the member
81  std::string memberCode; // maxSize = 12
82 
83  /// Short description of the member
84  std::string memberShortDesc; // maxSize = 12
85 
86  /// Description of the member
87  std::string memberDesc; // maxSize = 36
88 
89  /// Unique ID of the Third Party Client
90  std::string clientMemberCode; // maxSize = 12
91 
92  /// Short description of the Third Party Client
93  std::string clientMemberShortDesc; // maxSize = 12
94 
95  /// Description of the Third Party Client
96  std::string clientMemberDesc; // maxSize = 36
97 
98  /// Data regarding the tradable instrument
100 
101  /// Market depth on the Bid side
102  static const size_t bidSize = 20;
103  std::vector<CMF_TRADING_INFO> bid;
104 
105  /// Market depth on the Ask side
106  static const size_t askSize = 20;
107  std::vector<CMF_TRADING_INFO> ask;
108 
109  ///
110  size_t deserialize(const void* buf, size_t inLen);
111 
112  /// Provides string presentation
113  virtual std::string toString () const;
114 
115  ///
116  virtual size_t serializationBufSize() const { return 1564; }
117 
118  ///
119  virtual CMF_HIST_TPA_BEST_EXECUTION* clone() const;
120 
121  virtual CMF_HIST_TPA_BEST_EXECUTION* clone(void*) const;
122 
123 private:
124  virtual size_t serialize(void* buf) const;
125 
126 };
127 
128 
129 }
130 }
131 }
132 }
std::string clientMemberDesc
Description of the Third Party Client.
std::string clientMemberCode
Unique ID of the Third Party Client.
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::string clientMemberShortDesc
Short description of the Third Party Client.