OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_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
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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.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
34 
35 
36 namespace OnixS {
37 namespace Mts {
38 namespace Repo {
39 namespace SDP {
40 
41 
42 
43 ///
45 {
46 public:
48  {
49  }
50 
51  virtual ~REPO_BEST_EXECUTION() {}
52 
53  /// Class id
54  virtual ClassId::Enum id() const
55  {
57  }
58 
59  /// Unique ID of the trade or of the General Collateral trade generated by an order or RFQ when this proposal was in best
61 
62  /// Data at which the data was generated
64 
65  /// Unique ID of the member to whom data are addressed
67 
68  /// ID of the financial instrument
70 
71  /// Market side of the proposal
73 
74  /// Rate
75  Double rate; // DOUBLE presentation
76 
77  /// Quantity
78  Double qty; // DOUBLE presentation
79 
80  /// Minimum quantity
81  Double minQty; // DOUBLE presentation
82 
83  /// ID of the proposal
85 
86  /// Unique ID of the provider member
88 
89  /// Unique ID of the Clearing House
91 
92  /// Indicates whether it is a proposal to be traded in central counterparty (CCP) mode only or not
94 
95  /// Time at which the data was generated
96  UInt64 updateTime; // UTIME presentation
97 
98 
99  ///
100  size_t deserialize(const void* buf, size_t inLen);
101 
102  /// Provides string presentation
103  virtual std::string toString () const;
104 
105  ///
106  virtual size_t serializationBufSize() const { return 104; }
107 
108  ///
109  virtual REPO_BEST_EXECUTION* clone() const;
110 
111  virtual REPO_BEST_EXECUTION* clone(void*) const;
112 
113 private:
114  virtual size_t serialize(void* buf) const;
115 
116 };
117 
118 
119 }
120 }
121 }
122 }
virtual ClassId::Enum id() const
Class id.
UInt32 msgDate
Data at which the data was generated.
TI_MARKET_SIDE::Enum side
Market side of the proposal.
UInt32 providerMemberId
Unique ID of the provider member.
unsigned long long UInt64
Definition: Defines.h:47
UInt64 updateTime
Time at which the data was generated.
unsigned int UInt32
Definition: Defines.h:46
UInt32 fillMsgId
Unique ID of the trade or of the General Collateral trade generated by an order or RFQ when this prop...
UInt32 clearingHouseId
Unique ID of the Clearing House.
UInt32 addresseeMemberId
Unique ID of the member to whom data are addressed.
REPO_INSTRUMENT_DATE_INFO instrument
ID of the financial instrument.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
TI_FLAG::Enum cCPOnlyFlag
Indicates whether it is a proposal to be traded in central counterparty (CCP) mode only or not...