OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_RFCQ_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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7 *
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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.
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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  dealerReferenceId.reserve(32);
53  }
54 
55  virtual ~REPO_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 (DoubleSided or Multileg)
74 
75  /// Unique ID of the trading leg (DoubleSided or Multileg)
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 
115  ///
116  size_t deserialize(const void* buf, size_t inLen);
117 
118  /// Provides string presentation
119  virtual std::string toString () const;
120 
121  ///
122  virtual size_t serializationBufSize() const { return 564; }
123 
124  ///
125  virtual REPO_RFCQ_ORDER* clone() const;
126 
127  virtual REPO_RFCQ_ORDER* clone(void*) const;
128 
129 private:
130  virtual size_t serialize(void* buf) const;
131 
132 };
133 
134 
135 }
136 }
137 }
138 }
TI_FLAG::Enum useIoIFg
Specifies whether to use the Indication of Interest as limit rate.
REPO_INSTRUMENT_DATE_INFO instrument
Instrument data.
unsigned short UInt16
Definition: Defines.h:45
TI_RFCQ_MATCHING_TYPE::Enum matchingType
Matching type.
UInt32 rfcqQuoteId
ID of the RFCQ quote to hit/lift.
TI_RFCQ_ORDER_TYPE::Enum type
Type of Order.
UInt16 legId
Unique ID of the trading leg (DoubleSided or Multileg)
std::string dealerReferenceId
Provider reference ID of the quote.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
virtual ClassId::Enum id() const
Class id.
unsigned int UInt32
Definition: Defines.h:46
REPO_RFCQ_ORDER_EVENT::Enum event
Action applied to the RFCQ order.
REPO_MEMBER_INFO aggressor
Member ID of the Aggressor.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
REPO_MEMBER_INFO provider
Member ID of the Provider.
UInt32 tradingListId
Unique ID of the trading list (DoubleSided or Multileg)
TI_RFCQ_ORDER_STATUS::Enum status
Processing status of the order.