SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/Repo/SDP/Defines.h>
#include <OnixS/MTS/Repo/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Repo/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_INSTRUMENT_DATE_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_RFCQ_DEPTH_ROW.h>


namespace OnixS {
namespace Mts {
namespace Repo {
namespace SDP {



///
class ONIXS_MTS_REPO_SDP_API REPO_RFCQ_SYNTHETIC_BOOK : public Class
{
public:
    REPO_RFCQ_SYNTHETIC_BOOK():
              tradingLevel(20)

    {
    }

    virtual ~REPO_RFCQ_SYNTHETIC_BOOK() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::REPO_RFCQ_SYNTHETIC_BOOK;
    }

    /// Unique ID of the RFCQ request
    UInt32 rfcqReqId;

    /// Unique Id of the buy side member
    UInt32 memberId;

    /// Unique ID of the buy side trader
    UInt32 traderId;

    /// RFCQ Type (e.g. Outright, MultiLeg)
    TI_RFCQ_TYPE::Enum rfcqType;

    /// Unique ID of the trading list
    UInt32 tradingListId;

    /// Unique ID of the trading leg
    UInt16 legId;

    /// Instrument data
    REPO_INSTRUMENT_DATE_INFO instrument;

    /// RFCQ Quote Book
    static const size_t tradingLevelSize = 20;
    std::vector<REPO_RFCQ_DEPTH_ROW> tradingLevel;

    /// Time at which the quote was hit/lifted
    UInt64 bookTimestamp; // UTIME presentation


    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 1272; }

    /// 
    virtual REPO_RFCQ_SYNTHETIC_BOOK* clone() const;

    virtual REPO_RFCQ_SYNTHETIC_BOOK* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}