OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Classes.CMF_MARKET_PARAMS.h
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1 #pragma once
2 /*
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API CMF_MARKET_PARAMS : public Class
46 {
47 public:
49  {
50  }
51 
52  virtual ~CMF_MARKET_PARAMS() {}
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
58  }
59 
60 
61  /// Unique ID of the section
63 
64  /// Flag indicating whether the market is a Benchmark market or a domestic market
66 
67  /// Length of the market depth (per section)
69 
70  /// Flag indicating whether matching with striker prices is enabled on the section.
72 
73  /// Flag indicating whether double-sided quotes with striker prices are enabled or not.
75 
76  /// Flag indicating whether matching between FAK orders and quotes with striker prices is enabled or not.
78 
79  /// Flag indicating whether Third Party Client CAT trading is enabled on the section.
81 
82  /// Number of seconds for manual acception of order. Number of seconds for responding to an RFQ by the Quoter
84 
85  /// Flag indicating whether Rfqs are enabled or not
87 
88  /// Number of seconds for manual acception of RFQ
90 
91  /// Number of seconds for manually accepting an RFQ by the Requester
93 
94  /// Maximum number of FAS orders. If it is zero,for the related Section,FAS Orders are disabled.
96 
97  /// Maximum number of Mid Price FAS orders that can be simultaneously active for a market member
99 
100  /// Maximum number of proposals that a member may have on the market at the same time. "Locked" and "cancelled" proposals are not considered in the count by the system
102 
103  /// Maximum number of reactivations that a member may apply to another member for Exceeded Credit Lines
105 
106  /// Flag indicating whether mid price FOK orders are enabled or not
108 
109  /// Minimum Price Mark Up Tick
111 
112  /// Minimum Flat Fee Mark Up Tick
114 
115  ///
116  size_t deserialize(const void* buf, size_t inLen);
117 
118  /// Provides string presentation
119  virtual std::string toString () const;
120 
121  ///
122  virtual size_t serializationBufSize() const { return 80; }
123 
124  ///
125  virtual CMF_MARKET_PARAMS* clone() const;
126 
127  virtual CMF_MARKET_PARAMS* clone(void*) const;
128 
129 private:
130  virtual size_t serialize(void* buf) const;
131 
132 };
133 
134 
135 }
136 }
137 }
138 }
Double minFlatFeeMarkUpTick
Minimum Flat Fee Mark Up Tick.
unsigned short UInt16
Definition: Defines.h:45
TI_FLAG::Enum benchmarkFlag
Flag indicating whether the market is a Benchmark market or a domestic market.
TI_FLAG::Enum rfqEnabled
Flag indicating whether Rfqs are enabled or not.
UInt16 maxNumReactivation
Maximum number of reactivations that a member may apply to another member for Exceeded Credit Lines...
UInt32 orderTimer
Number of seconds for manual acception of order. Number of seconds for responding to an RFQ by the Qu...
UInt16 maxNumMidPriceFASOrders
Maximum number of Mid Price FAS orders that can be simultaneously active for a market member...
TI_FLAG::Enum enableMatchFAKOnStrikerPriceFg
Flag indicating whether matching between FAK orders and quotes with striker prices is enabled or not...
UInt16 maxNumFAS
Maximum number of FAS orders. If it is zero,for the related Section,FAS Orders are disabled...
TI_FLAG::Enum strikerQuotingFg
Flag indicating whether matching with striker prices is enabled on the section.
UInt32 rFQTimer
Number of seconds for manual acception of RFQ.
UInt16 maxNumProposal
Maximum number of proposals that a member may have on the market at the same time. "Locked" and "cancelled" proposals are not considered in the count by the system.
TI_FLAG::Enum tPCTradingFg
Flag indicating whether Third Party Client CAT trading is enabled on the section. ...
virtual ClassId::Enum id() const
Class id.
unsigned int UInt32
Definition: Defines.h:46
UInt16 depthLength
Length of the market depth (per section)
TI_FLAG::Enum strikerDoubleSidedQuotesFg
Flag indicating whether double-sided quotes with striker prices are enabled or not.
Double minPriceMarkUpTick
Minimum Price Mark Up Tick.
UInt32 rFQRequesterTimer
Number of seconds for manually accepting an RFQ by the Requester.
TI_FLAG::Enum midPriceFokOrderFg
Flag indicating whether mid price FOK orders are enabled or not.