REPO_DEPTH Class Reference

#include <SMP.Classes.REPO_DEPTH.h>

Collaboration diagram for REPO_DEPTH:

Public Member Functions
	REPO_DEPTH ()
virtual	~REPO_DEPTH ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual REPO_DEPTH *	clone () const
virtual REPO_DEPTH *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	addresseeMemberId
REPO_INSTRUMENT_DATE_INFO	instrument
UInt32	bidNumRow
std::vector< REPO_DEPTH_ROW >	bid
UInt32	askNumRow
std::vector< REPO_DEPTH_ROW >	ask
UInt64	updateTime

Static Public Attributes
static const size_t	bidSize = 20
static const size_t	askSize = 20

Detailed Description

Definition at line 46 of file SMP.Classes.REPO_DEPTH.h.

Constructor & Destructor Documentation

REPO_DEPTH ( )

inline

Definition at line 49 of file SMP.Classes.REPO_DEPTH.h.

virtual ~REPO_DEPTH ( )

inlinevirtual

Definition at line 56 of file SMP.Classes.REPO_DEPTH.h.

Member Function Documentation

virtual REPO_DEPTH* clone ( ) const

virtual

Implements Class.

virtual REPO_DEPTH* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 59 of file SMP.Classes.REPO_DEPTH.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 95 of file SMP.Classes.REPO_DEPTH.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt32 addresseeMemberId

Unique ID of the member to whom data are addressed.

Definition at line 65 of file SMP.Classes.REPO_DEPTH.h.

std::vector<REPO_DEPTH_ROW> ask

Definition at line 82 of file SMP.Classes.REPO_DEPTH.h.

UInt32 askNumRow

Number of rows on the ask side (ask depth). The maximum number of ask depth rows is defined in the DepthLength field of the TI_MARKET_PARAMS class, and may be different for each section.

Definition at line 78 of file SMP.Classes.REPO_DEPTH.h.

const size_t askSize = 20

static

Market depth on the Ask side.

Definition at line 81 of file SMP.Classes.REPO_DEPTH.h.

std::vector<REPO_DEPTH_ROW> bid

Definition at line 75 of file SMP.Classes.REPO_DEPTH.h.

UInt32 bidNumRow

Number of rows on the bid side (bid depth). The maximum number of bid depth rows is defined in the DepthLength field of the TI_MARKET_PARAMS class, and may be different for each section.

Definition at line 71 of file SMP.Classes.REPO_DEPTH.h.

const size_t bidSize = 20

static

Market depth on the Bid side.

Definition at line 74 of file SMP.Classes.REPO_DEPTH.h.

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

Definition at line 68 of file SMP.Classes.REPO_DEPTH.h.

UInt64 updateTime

Time at which the data was last updated.

Definition at line 85 of file SMP.Classes.REPO_DEPTH.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/MTS/Repo/SDP/Classes/SMP.Classes.REPO_DEPTH.h