OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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CMF_TPA_BEST_EXECUTION Class Reference

Public Member Functions

 CMF_TPA_BEST_EXECUTION ()
virtual ~CMF_TPA_BEST_EXECUTION ()
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_TPA_BEST_EXECUTIONclone () const
virtual CMF_TPA_BEST_EXECUTIONclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

TI_MSG_INFO dealMsgInfo
UInt32 memberId
UInt32 clientMemberId
CMF_INSTRUMENT_INFO instrument
std::vector< CMF_TRADING_INFObid
std::vector< CMF_TRADING_INFOask

Static Public Attributes

static const size_t bidSize = 20
static const size_t askSize = 20

Detailed Description

Definition at line 49 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

Constructor & Destructor Documentation

◆ CMF_TPA_BEST_EXECUTION()

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

◆ ~CMF_TPA_BEST_EXECUTION()

virtual ~CMF_TPA_BEST_EXECUTION ( )
inlinevirtual

Definition at line 58 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

Member Function Documentation

◆ clone() [1/2]

virtual CMF_TPA_BEST_EXECUTION * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual CMF_TPA_BEST_EXECUTION * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 61 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 94 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ ask

std::vector<CMF_TRADING_INFO> ask

Definition at line 85 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

◆ askSize

const size_t askSize = 20
static

Market depth on the Ask side.

Definition at line 84 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

◆ bid

std::vector<CMF_TRADING_INFO> bid

Definition at line 81 of file SMP.Classes.CMF_TPA_BEST_EXECUTION.h.

◆ bidSize

const size_t bidSize = 20
static

Market depth on the Bid side.

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

◆ clientMemberId

UInt32 clientMemberId

Unique ID of the Third Party Client.

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

◆ dealMsgInfo

TI_MSG_INFO dealMsgInfo

Data identifying the deal.

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

◆ instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

◆ memberId

UInt32 memberId

Unique ID of the member.

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