OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_HIST_RFCQ_ORDER.h
Go to the documentation of this file.
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 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
37 
38 
39 namespace OnixS {
40 namespace Mts {
41 namespace Repo {
42 namespace SDP {
43 
44 
45 
46 ///
48 {
49 public:
51  {
52  dealerReferenceId.reserve(32);
53  }
54 
55  virtual ~REPO_HIST_RFCQ_ORDER() {}
56 
57  /// Class id
58  virtual ClassId::Enum id() const
59  {
61  }
62 
63  /// RFCQ order info
65 
66  /// ID of the RFCQ request
68 
69  /// ID of the RFCQ quote to hit/lift
71 
72  /// Unique ID of the trading list
74 
75  /// Unique ID of the trading leg
77 
78  /// Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
80 
81  /// Member ID of the Aggressor
83 
84  /// Member ID of the Provider
86 
87  /// Provider reference ID of the quote
88  std::string dealerReferenceId; // maxSize = 32
89 
90  /// Instrument data
92 
93  /// Specifies whether to use the Indication of Interest as limit rate
95 
96  /// Rate
97  Double rate; // DOUBLE presentation
98 
99  /// Type of Order
101 
102  /// Quantity
103  Double qty; // DOUBLE presentation
104 
105  /// Action applied to the RFCQ order
107 
108  /// Processing status of the order
110 
111  /// Matching type
113 
114  /// Timeout for manual acceptance
115  UInt64 acceptanceTimeout; // UTIME presentation
116 
117  /// Timestamp of the RFCQ depth
118  UInt64 depthUpdateTime; // UTIME presentation
119 
120  /// Last update time
121  UInt64 updateTime; // UTIME presentation
122 
123 
124  ///
125  size_t deserialize(const void* buf, size_t inLen);
126 
127  /// Provides string presentation
128  virtual std::string toString () const;
129 
130  ///
131  virtual size_t serializationBufSize() const { return 1896; }
132 
133  ///
134  virtual REPO_HIST_RFCQ_ORDER* clone() const;
135 
136  virtual REPO_HIST_RFCQ_ORDER* clone(void*) const;
137 
138 private:
139  virtual size_t serialize(void* buf) const;
140 
141 };
142 
143 
144 }
145 }
146 }
147 }
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
REPO_HIST_MEMBER_INFO provider
Member ID of the Provider.
unsigned short UInt16
Definition: Defines.h:45
unsigned long long UInt64
Definition: Defines.h:47
REPO_HIST_MEMBER_INFO aggressor
Member ID of the Aggressor.
unsigned int UInt32
Definition: Defines.h:46
TI_FLAG::Enum useIoIFg
Specifies whether to use the Indication of Interest as limit rate.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
UInt32 rfcqQuoteId
ID of the RFCQ quote to hit/lift.
REPO_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
UInt64 acceptanceTimeout
Timeout for manual acceptance.
REPO_HIST_INSTRUMENT_DATE_INFO instrument
Instrument data.
std::string dealerReferenceId
Provider reference ID of the quote.