OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_ORDER.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
18 * the terms of the Agreement is a violation of copyright law.
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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  }
53 
54  virtual ~REPO_ORDER() {}
55 
56  /// Class id
57  virtual ClassId::Enum id() const
58  {
59  return ClassId::REPO_ORDER;
60  }
61 
62  /// ID of the order
64 
65  /// Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
67 
68  /// Member's ID of the Provider
70 
71  /// Member's ID of the Aggressor
73 
74  /// Sequential number of the proposal or RFQ
76 
77  /// ID of the financial instrument
79 
80  /// Action applied to the order
82 
83  /// Processing status of the order
85 
86  /// Processing substatus of the order for the provider
88 
89  /// Processing substatus of the order for the aggressor
91 
92  /// Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider, and reflects thetype of operation (buy or sell) actually performed by the receiving member
94 
95  /// Type of order
97 
98  /// Duration of the order (expressed in seconds)
100 
101  /// Time at which the last change was made to the order
102  UInt64 updateTime; // UTIME presentation
103 
104  /// Rate of the order
105  Double rate; // DOUBLE presentation
106 
107  /// Quantity of the order
108  Double qty; // DOUBLE presentation
109 
110  /// Quantity of the order not filled (PartFilled/Rejected/Refused case)
111  Double remainingQty; // DOUBLE presentation
112 
113  /// Quantity filled (CompletelyFilled/PartFilled)
114  Double fillQty; // DOUBLE presentation
115 
116 
117  ///
118  size_t deserialize(const void* buf, size_t inLen);
119 
120  /// Provides string presentation
121  virtual std::string toString () const;
122 
123  ///
124  virtual size_t serializationBufSize() const { return 548; }
125 
126  ///
127  virtual REPO_ORDER* clone() const;
128 
129  virtual REPO_ORDER* clone(void*) const;
130 
131 private:
132  virtual size_t serialize(void* buf) const;
133 
134 };
135 
136 
137 }
138 }
139 }
140 }
REPO_ORDER_SUBSTATUS::Enum subStatusProvider
Processing substatus of the order for the provider.
REPO_ORDER_EVENT::Enum event
Action applied to the order.
REPO_INSTRUMENT_DATE_INFO instrument
ID of the financial instrument.
virtual size_t serializationBufSize() const
REPO_MEMBER_INFO aggressor
Member&#39;s ID of the Aggressor.
TI_VERB::Enum verb
Specifies whether it is a buy or sell order and is set from the receiving member&#39;s viewpoint...
unsigned long long UInt64
Definition: Defines.h:47
Double fillQty
Quantity filled (CompletelyFilled/PartFilled)
REPO_ORDER_TYPE::Enum orderType
Type of order.
TI_MSG_INFO orderMsgInfo
ID of the order.
REPO_MEMBER_INFO provider
Member&#39;s ID of the Provider.
unsigned int UInt32
Definition: Defines.h:46
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
Double remainingQty
Quantity of the order not filled (PartFilled/Rejected/Refused case)
Double qty
Quantity of the order.
virtual ClassId::Enum id() const
Class id.
REPO_ORDER_SUBSTATUS::Enum subStatusAggressor
Processing substatus of the order for the aggressor.
REPO_ORDER_STATUS::Enum status
Processing status of the order.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
UInt32 orderTimeout
Duration of the order (expressed in seconds)
UInt32 propMsgId
Sequential number of the proposal or RFQ.
UInt64 updateTime
Time at which the last change was made to the order.