OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_PROPOSAL.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
36 
37 
38 namespace OnixS {
39 namespace Mts {
40 namespace Repo {
41 namespace SDP {
42 
43 
44 
45 ///
47 {
48 public:
50  {
51  }
52 
53  virtual ~REPO_PROPOSAL() {}
54 
55  /// Class id
56  virtual ClassId::Enum id() const
57  {
59  }
60 
61  /// ID of the proposal
63 
64  /// ID of the member who entered the proposal
66 
67  /// ID of the financial instrument
69 
70  /// Action executed on the proposal
72 
73  /// Status of the proposal
75 
76  /// Specifies whether it is a buy (bid) or sell (ask) proposal
78 
79  /// Rate specified in the proposal
80  Double rate; // DOUBLE presentation
81 
82  /// Total quantity of the proposal
83  Double blockQty; // DOUBLE presentation
84 
85  /// Quantity of the proposal made visible to the market
86  Double dripQty; // DOUBLE presentation
87 
88  /// Minimum quantity that the proposing member exposes for a trade generated by an order
89  Double minQty; // DOUBLE presentation
90 
91  /// Quantity actually available on the market by effect of manual orders. Not significant for the client
92  Double availableQty; // DOUBLE presentation
93 
94  /// Flag indicating whether the proposal is Transparent or not
96 
97  /// Indicates whether the proposal is traded in central counterparty (CCP) mode only or not
99 
100  /// Time at which the last change was made to the proposal (takes into account the changes following an order for a partial quantity)
101  UInt64 editTime; // UTIME presentation
102 
103  /// Time at which the last change was made to the proposal
104  UInt64 bestTime; // UTIME presentation
105 
106  /// Specifies whether the Rate is visible when the proposal is shown
108 
109  /// Indicates whether the trader that inserts the Proposal wants the trade to be settled bilaterally or not
111 
112 
113  ///
114  size_t deserialize(const void* buf, size_t inLen);
115 
116  /// Provides string presentation
117  virtual std::string toString () const;
118 
119  ///
120  virtual size_t serializationBufSize() const { return 352; }
121 
122  ///
123  virtual REPO_PROPOSAL* clone() const;
124 
125  virtual REPO_PROPOSAL* clone(void*) const;
126 
127 private:
128  virtual size_t serialize(void* buf) const;
129 
130 };
131 
132 
133 }
134 }
135 }
136 }
TI_VERB::Enum verb
Specifies whether it is a buy (bid) or sell (ask) proposal.
TI_FLAG::Enum visibleRateFg
Specifies whether the Rate is visible when the proposal is shown.
Double dripQty
Quantity of the proposal made visible to the market.
unsigned long long UInt64
Definition: Defines.h:47
TI_FLAG::Enum cCPOnlyFlag
Indicates whether the proposal is traded in central counterparty (CCP) mode only or not...
REPO_PROP_STATUS::Enum propStatus
Status of the proposal.
TI_FLAG::Enum bilateralOnlyFlag
Indicates whether the trader that inserts the Proposal wants the trade to be settled bilaterally or n...
TI_MSG_INFO propMsgInfo
ID of the proposal.
Double blockQty
Total quantity of the proposal.
REPO_PROP_EVENT::Enum event
Action executed on the proposal.
virtual ClassId::Enum id() const
Class id.
REPO_INSTRUMENT_DATE_INFO instrument
ID of the financial instrument.
Double minQty
Minimum quantity that the proposing member exposes for a trade generated by an order.
UInt64 editTime
Time at which the last change was made to the proposal (takes into account the changes following an o...
UInt64 bestTime
Time at which the last change was made to the proposal.
TI_FLAG::Enum transparentFlag
Flag indicating whether the proposal is Transparent or not.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
REPO_MEMBER_INFO provider
ID of the member who entered the proposal.
Double rate
Rate specified in the proposal.
Double availableQty
Quantity actually available on the market by effect of manual orders. Not significant for the client...