OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
CMF_PRETRADE_LIMIT Class Reference

#include <OnixS/MTS/Cash/SDP/Classes/SMP.Classes.CMF_PRETRADE_LIMIT.h>

Public Member Functions

 CMF_PRETRADE_LIMIT ()
 
virtual ~CMF_PRETRADE_LIMIT ()
 
virtual ClassId::Enum id () const
 
size_t deserialize (const void *buf, size_t inLen)
 
virtual std::string toString () const
 
virtual size_t serializationBufSize () const
 
virtual CMF_PRETRADE_LIMITclone () const
 
virtual CMF_PRETRADE_LIMITclone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 instrumentId
 
Double firmQuotesCap
 
Double fASOrdersCap
 
Double fAKFOKOrdersCap
 
Double rFQsCap
 
Double mPFASOrdersCap
 
Double mPFOKOrdersCap
 
UInt32 updateDate
 
UInt64 updateTime
 

Detailed Description

Definition at line 45 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Constructor & Destructor Documentation

CMF_PRETRADE_LIMIT ( )
inline

Definition at line 48 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

virtual ~CMF_PRETRADE_LIMIT ( )
inlinevirtual

Definition at line 52 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Member Function Documentation

virtual CMF_PRETRADE_LIMIT* clone ( ) const
virtual

Implements Class.

virtual CMF_PRETRADE_LIMIT* clone ( void *  ) const
virtual

Implements Class.

size_t deserialize ( const void *  buf,
size_t  inLen 
)
virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 55 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 95 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

Double fAKFOKOrdersCap

FAK/AON (FOK) Orders Quantity Limit.

Definition at line 71 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Double fASOrdersCap

FAS Orders Quantity Limit.

Definition at line 68 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Double firmQuotesCap

Firm Quotes Quantity Limit.

Definition at line 65 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

UInt32 instrumentId

Unique ID of the tradable instrument.

Definition at line 62 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Double mPFASOrdersCap

Mid Price FAS Orders Quantity Limit.

Definition at line 77 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Double mPFOKOrdersCap

Mid Price AON (FOK) Orders Quantity Limit.

Definition at line 80 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

Double rFQsCap

RFQs Quantity Limit.

Definition at line 74 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

UInt32 updateDate

Last update date.

Definition at line 83 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.

UInt64 updateTime

Last update time.

Definition at line 86 of file SMP.Classes.CMF_PRETRADE_LIMIT.h.


The documentation for this class was generated from the following file: