OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_TPA_BEST_EXECUTION.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
39
40
41namespace OnixS {
42namespace Mts {
43namespace Cash {
44namespace SDP {
45
46
47
49class ONIXS_MTS_CASH_SDP_API CMF_TPA_BEST_EXECUTION : public Class
50{
51public:
53 : bid(20)
54 , ask(20)
55 {
56 }
57
59
61 virtual ClassId::Enum id() const
62 {
64 }
65
66
69
72
75
78
80 static const size_t bidSize = 20;
81 std::vector<CMF_TRADING_INFO> bid;
82
84 static const size_t askSize = 20;
85 std::vector<CMF_TRADING_INFO> ask;
86
88 size_t deserialize(const void* buf, size_t inLen);
89
91 virtual std::string toString () const;
92
94 virtual size_t serializationBufSize() const { return 1208; }
95
97 virtual CMF_TPA_BEST_EXECUTION* clone() const;
98
99 virtual CMF_TPA_BEST_EXECUTION* clone(void*) const;
100
101private:
102 virtual size_t serialize(void* buf) const;
103
104};
105
106
107}
108}
109}
110}
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
virtual CMF_TPA_BEST_EXECUTION * clone() const
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 std::string toString() const
Provides string presentation.
virtual CMF_TPA_BEST_EXECUTION * clone(void *) const
UInt32 clientMemberId
Unique ID of the Third Party Client.
unsigned int UInt32
Definition Defines.h:46