SMP.Classes.REPO_DEPTH.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/Repo/SDP/Defines.h>
#include <OnixS/MTS/Repo/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Repo/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_INSTRUMENT_DATE_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_DEPTH_ROW.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_DEPTH_ROW.h>


namespace OnixS {
namespace Mts {
namespace Repo {
namespace SDP {



///
class ONIXS_MTS_REPO_SDP_API REPO_DEPTH : public Class
{
public:
    REPO_DEPTH():
              bid(20)
            , ask(20)

    {
    }

    virtual ~REPO_DEPTH() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::REPO_DEPTH;
    }

    /// Unique ID of the member to whom data are addressed
    UInt32 addresseeMemberId;

    /// ID of the financial instrument
    REPO_INSTRUMENT_DATE_INFO instrument;

    /// Number of rows on the bid side (bid depth). The maximum number of bid depth rows is defined in the DepthLength field of the TI_MARKET_PARAMS class, and may be different for each section.
    UInt32 bidNumRow;

    /// Market depth on the Bid side
    static const size_t bidSize = 20;
    std::vector<REPO_DEPTH_ROW> bid;

    /// Number of rows on the ask side (ask depth). The maximum number of ask depth rows is defined in the DepthLength field of the TI_MARKET_PARAMS class, and may be different for each section.
    UInt32 askNumRow;

    /// Market depth on the Ask side
    static const size_t askSize = 20;
    std::vector<REPO_DEPTH_ROW> ask;

    /// Time at which the data was last updated
    UInt64 updateTime; // UTIME presentation


    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 2300; }

    /// 
    virtual REPO_DEPTH* clone() const;

    virtual REPO_DEPTH* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}