OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_RFCQ.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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14 * of this source code or associated reference material to any other location for further reproduction
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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_RFCQ() {}
54 
55  /// Class id
56  virtual ClassId::Enum id() const
57  {
58  return ClassId::REPO_RFCQ;
59  }
60 
61  /// Unique ID of the RFCQ
63 
64  /// Unique ID of the RFCQ request
66 
67  /// ID of the member sending the RFCQ
69 
70  /// ID of the member receiving the RFCQ
72 
73  /// RFCQ Type (Outright, Double Sided, MultiLeg)
75 
76  /// RFCQ Origin(From Scratch, From Book)
78 
79  /// Unique ID of the trading list of bonds (DoubleSided, Multileg)
81 
82  /// Data regarding the tradable instrument (Outright)
84 
85  /// Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
87 
88  /// Quantity
89  Double quantity; // DOUBLE presentation
90 
91  /// Indicates if Rate is specified
93 
94  /// Rate
95  Double rate; // DOUBLE presentation
96 
97  /// Indicates whether the trader who sends the RFCQ wants the trade to be settled bilaterally or not
99 
100  /// Haircut value
101  Double haircut; // DOUBLE presentation
102 
103  /// Number of competitors for this RFCQ
105 
106  /// Action applied to the RFCQ
108 
109  /// Status of the RFCQ
111 
112  /// Duration of the RFCQ (expressed in seconds)
114 
115  /// Expiration time of the RFCQ
116  UInt64 rfcqTimeout; // UTIME presentation
117 
118  /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
120 
121  /// Time at which the MultiLeg RFCQ will start
122  UInt64 dueInTimeout; // UTIME presentation
123 
124  /// Creation date
126 
127  /// Creation time
128  UInt64 creationTime; // UTIME presentation
129 
130  /// Last update time
131  UInt64 updateTime; // UTIME presentation
132 
133 
134  ///
135  size_t deserialize(const void* buf, size_t inLen);
136 
137  /// Provides string presentation
138  virtual std::string toString () const;
139 
140  ///
141  virtual size_t serializationBufSize() const { return 560; }
142 
143  ///
144  virtual REPO_RFCQ* clone() const;
145 
146  virtual REPO_RFCQ* clone(void*) const;
147 
148 private:
149  virtual size_t serialize(void* buf) const;
150 
151 };
152 
153 
154 }
155 }
156 }
157 }
UInt16 numOfCompetitors
Number of competitors for this RFCQ.
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)...
TI_RFCQ_EVENT::Enum event
Action applied to the RFCQ.
unsigned short UInt16
Definition: Defines.h:45
TI_RFCQ_STATUS::Enum status
Status of the RFCQ.
TI_FLAG::Enum bilateralOnlyFlag
Indicates whether the trader who sends the RFCQ wants the trade to be settled bilaterally or not...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Double Sided, MultiLeg)
unsigned long long UInt64
Definition: Defines.h:47
REPO_MEMBER_INFO provider
ID of the member receiving the RFCQ.
UInt32 rfcqDuration
Duration of the RFCQ (expressed in seconds)
UInt32 rfcqMsgId
Unique ID of the RFCQ.
TI_FLAG::Enum rateFg
Indicates if Rate is specified.
unsigned int UInt32
Definition: Defines.h:46
virtual ClassId::Enum id() const
Class id.
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
REPO_INSTRUMENT_DATE_INFO instrument
Data regarding the tradable instrument (Outright)
UInt32 tradingListId
Unique ID of the trading list of bonds (DoubleSided, Multileg)
virtual size_t serializationBufSize() const
UInt32 rfcqReqId
Unique ID of the RFCQ request.
UInt64 rfcqTimeout
Expiration time of the RFCQ.
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Book)
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
REPO_MEMBER_INFO aggressor
ID of the member sending the RFCQ.